The IV30 fell to 11.3, the lowest level since Sep 28, 2024 when it traded at 11.4. Stock Option traders are pricing in an average daily move of ±0.7%. The 52-Week historical volatility is 11.7 with an average daily move of ±0.7%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 4 months
The cost to protect downside risk fell to 1.1%, the lowest level since Jul 16, 2024 when it was at 1.1%. The 52-Week average is 1.3% and the 52-Week range is 0.9% - 3.0%.
30-Day Downside Put Protection Falls to Lowest Level in 6 weeks
The cost to protect downside risk fell to 1.1%, the lowest level since Oct 5, 2024 when it was at 1.1%. The 52-Week average is 1.3% and the 52-Week range is 0.9% - 3.0%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 6 weeks
The IV30 fell to 11.3, the lowest level since Oct 3, 2024 when it traded at 11.4. Stock Option traders are pricing in an average daily move of ±0.7%. The 52-Week historical volatility is 11.7 with an average daily move of ±0.7%. View Implied Vol