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Unusual Option Volume

XRT SPDR S&P Retail ETF84.31+3.26 (+4.0%)

SPDR S&P Retail ETF trades 11,416 contracts.
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XRT 84.38+3.33 (+4.1%)SPDR S&P Retail ETF

  • ATM straddle for 29-Nov-24 expiration returned a positive 63.4% from the previous business day
  • The upside wing (25 delta calls) gained 456.8%
  • Downside put (25 delta puts) lost -46.0%
  • The option volume for 29-Nov-24 expiration is 2,041
30-day Implied Volatility (IV30) Falls to Lowest Level in 4 months

XRT SPDR S&P Retail ETF83.57+2.52 (+3.1%)

The IV30 fell to 19.6, the lowest level since Jul 12, 2024 when it traded at 19.7. Stock Option traders are pricing in an average daily move of ±1.2%. The 52-Week historical volatility is 20.6 with an average daily move of ±1.3%. View Implied Vol
30-day Implied Volatility (IV30) Falls to Lowest Level in 2 months

XRT SPDR S&P Retail ETF79.41-0.20 (-0.3%)

The IV30 fell to 21.9, the lowest level since Sep 27, 2024 when it traded at 21.9. Stock Option traders are pricing in an average daily move of ±1.4%. The 52-Week historical volatility is 21.3 with an average daily move of ±1.3%. View Implied Vol
30-day Implied Volatility (IV30) Falls to Lowest Level in 2 months

XRT SPDR S&P Retail ETF79.60-0.01 (0.0%)

The IV30 fell to 21.1, the lowest level since Sep 27, 2024 when it traded at 21.9. Stock Option traders are pricing in an average daily move of ±1.3%. The 52-Week historical volatility is 21.3 with an average daily move of ±1.3%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 2 months

XRT SPDR S&P Retail ETF79.60-0.01 (0.0%)

The cost to protect downside risk fell to 2.2%, the lowest level since Sep 27, 2024 when it was at 2.3%. The 52-Week average is 2.4% and the 52-Week range is 1.8% - 3.7%.
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