* Data generated by McMillan Analysis Corp. Symbol (option symbols) hv20 hv50 hv100 DATE curiv Days/Percentile Close NOTE: futures symbols begin with the character symbols begin with the character $ The current daily reading is higher than 87% of them Of the last 597 daily implied volatility readings, the So if the last two numbers are 597/ 87%ile, that means that Percentile: measurement of the cur_iv, as compared to the past DaysĬlose: latest closing price of the underlying (options don't trade every day on every underlyingĬur_iv:the implied volatility of these options on DATEĭays:the number of days back for which implied volatility has been calculated Hv20: 20-day HISTORICAL (actual) volatility of the underlying To do so, press:įor volatility data on a daily basis, subscribe to The Strategy Zone. If you do not see the most recent data, you may need to refresh your browser or clear your cache. Tip: To find a symbol in a list quicker, search by pressing ctrl+F (cmd+F on Mac). That is, if we know IBM has a volatility of 20% and Sears Holdings has a volatility 60%, then we know that SHLD is much more volatile than IBM – about three times as volatile.Ĭlick Here to Read More About the Volatility Data » So the volatility figures shown in this report are best used as comparative measures. Volatility is measured in standard deviations, but that is a term that is foreign to most people, and even a statistician would have trouble putting it into words that everyone could understand. Each Saturday, the weekly data is available for you here at no cost (see below). The daily Volatility History report in The Strategy Zone offers you the data you need to be a well-prepared option trader: three historical volatility levels, plus implied volatility, and the percentile of implied volatility. One of most important things an option trader watches is volatility.
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