The IV30 fell to 49.7, the lowest level since Oct 24, 2023 when it traded at 50.8. Stock Option traders are pricing in an average daily move of ±3.1%. The 52-Week historical volatility is 53.3 with an average daily move of ±3.4%. View Implied Vol
30-day Implied Volatility (IV30) Falls to Lowest Level in 5 months
The IV30 fell to 50.7, the lowest level since Oct 24, 2023 when it traded at 50.8. Stock Option traders are pricing in an average daily move of ±3.2%. The 52-Week historical volatility is 53.3 with an average daily move of ±3.4%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 5 months
The cost to protect downside risk fell to 5.6%, the lowest level since Oct 24, 2023 when it was at 5.6%. The 52-Week average is 6.7% and the 52-Week range is 5.0% - 9.8%.
30-Day Downside Put Protection Falls to Lowest Level in 5 months
The cost to protect downside risk fell to 5.5%, the lowest level since Oct 24, 2023 when it was at 5.6%. The 52-Week average is 6.7% and the 52-Week range is 5.0% - 9.8%.
$UNG is facing a lot of negative pressure with an imbalance of -189 K. Learn more about net option delta