$SNAP Expected Move Feb 14th 2020

Options IV and HV Rank Template $SNAP rose to the top of the Options IV and HV Rank template on Friday indicating that the 30 day implied volatility is the lowest it has been in a year. That means options premiums are the cheapest they have been in a year and that the...
SPY Expected Move Jan 31 2020

SPY Expected Move Jan 31 2020

New Volatility Last week was a volatile one in the markets compared to the recent low volatility environment we have been experiencing during the melt-up of the SPY index. As you can see from the above chart, SPY has been hugging the upper expected move band during...