Analysis By Peers

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Typically, trades evaluate how high or low certain market indicators are by comparing them to both historical values and relative market values. Our Peer Analysis page allows you to do both at the same time -- comparing large groups of products against each other, while allowing you to select historical benchmarks to measure against.

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Using a selected peer group of stocks, this chart takes their most recent 30-day implied volatility levels and compares it to a baseline historical value. The baseline historical values include the previous closing implied volatility, the 52-week average implied vol, the 52-week high implied vol, the 52-week low implied vol, the 52-week historical stock vol, or the 20-day historical stock vol.

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Price 30-Day Implied Vol Historical Vol
Remove Symbol Current % Chg Current % Chg 52-Wk Avg 52-Wk Low 52-Wk High 52-Week 20-Day

Using a selected peer group of stocks, this chart takes their most recent dividend yield and compares it to a risk metric. The risk metrics include current 30-day implied volatility, 52-week historical stock vol, 20-day historical stock vol, or a comparison to market cap.

◀ Lower Risk
Higher Risk ▶

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30-Day Implied Vol Historical Vol
Symbol Div Yield Current % Chg 52-Wk Avg 52-Wk Low 52-Wk High 20-Day 52-Week

Select a peer group of Closed End Funds (CEFs), either by category or subcategory, and compare their latest premium or discount value to a set of baseline metrics. The baseline metrics include the average premium/discount over the last 52 weeks, the 20-day average premium/discount, the 52-week low premium/discount and the 52-week high premium/discount.

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Price Premium/Discount
Symbol Current % Chg Div Yield Current 20-Day Avg 52-Wk Avg 52-Wk Low 52-Wk High

A visual representation of a peer group and how their options performed relative to each other. The ATM Straddle 1-Day return shows the percentage value return of an at-the-money option straddle compared to the stock price percentage return. The 25-Delta Put shows the return of an out-of-the-money put option versus the return of the stock price. The 25-Delta Call shows the return of an out-of-the-money call option versus the return of the stock price. ATM IV Chg shows the percentage change in at-the-money implied volatility for an expiration against the percentage return of the stock price from the previous day's close.

Negative Stock Return
Postive Straddle Return
Positive Stock Returns
Postive Straddle Return
Negative Stock Return
Negative Straddle Return
Positive Stock Returns
Negative Straddle Return

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Price Expiration: Latest Earnings
Symbol Current % Chg ATM IV ATM IV % Chg ATM Straddle 1-Day % PNL 25-Delta Put % Chg 25-Delta Call % Chg Straddle Effect