Report Date: 26-May-2017
This report shows the largest implied volatility (IV) gainers and decliners on the day, organized by underlying symbol and expiration. Large IV gainers indicate markets are anticipating higher volatility in the future. Something to pay attention to is pending news, earnings and uncertainty surrounding the underlying security. Decreasing IV is an indication that market participants are willing to sell risk premium and are anticipating that future volatility will be subsiding.