Daily IV Report
Extra Important IV Report November 19, 2019
Extra Important IV Report November 19, 2019 The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information. Long duration option implied volatility bid above short […]
Extra Important IV Report November 19, 2019
The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.
Long duration option implied volatility bid above short duration Option Implied Volatility
S&P Dep Receipts (SPY) December call option implied volatility is at 11, January 2020 is at 12, January 2021 is at 17, January 2022 is at 17; compared to its 52-week range of 10 to 32 into upcoming Democratic Presidential polls, 2020 Iowa Democratic caucuses, China Trade talks….
PowerShares QQQ Trust (QQQ) December call option implied volatility is at 14, January 2020 is at 14, January 2021 is at 19, January 2022 is at 20; compared to its 52-week range of 14 to 37 into upcoming Democratic Presidential polls, 2020 Iowa Democratic caucuses, China Trade talks….
iShares Russell 2000 ETF (NYSE: IWM) December call option implied volatility is at 28, January 2020 is at 29, April is at 32, July is at 33; compared to its 52-week range of 14 to 34 into upcoming Democratic Presidential polls, 2020 Iowa Democratic caucuses, China Trade talks….
SPY IV Index
30 days
10.29 calls 10.22 puts
60 days
11.35 calls 11.36 puts
90 days
12.43 calls 12.43 puts
120 days
13.50 calls 13.49 puts
150 days
13.85 calls 13.83 puts
180 days
14.41 calls 14.38 puts