Put/Call Vol Ratio: The total Put/Call volume ratio for all option contracts (across all expiration dates).IV Low: The lowest IV reading over the past 1-year and date it happened.IV High: The highest IV reading over the past 1-year and date it happened.If IV Rank is 100% this means the IV is at its highest level over the past 1-year, and can signify the market is overbought. IV Rank: The current IV compared to the highest and lowest values over the past 1-year.This would occur after a period of significant price movement, and a high IV Percentile can often predict a coming market reversal in price. A high IV Percentile means the current IV is at a higher level than for most of the past year. IV Percentile: The percentage of days with IV closing below the current IV value over the prior 1-year.Historical Volatility is a measurement of how fast the underlying security has been changing in price back in time. 30-Day Historical Volatility: The average deviation from the average price over the last 30 days.IV is a forward looking prediction of the likelihood of price change of the underlying asset, with a higher IV signifying that the market expects significant price movement, and a lower IV signifying the market expects the underlying asset price to remain within the current trading range.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |