TSLA
Tesla
-- 431.660 RGTI
Rigetti Computing
-- 17.0800 NVDA
NVIDIA
-- 137.010 PLTR
Palantir
-- 79.080 LAES
SEALSQ Corp
-- 9.080 Stocks with Notable Option Volatility: FRC, KO, and SNDL
Implied volatility is a measure of the market's expectation of the potential price movements of the stock in the future. Here are the stocks with the most notable Implied volatility today."
Here are the notable stocks with the highest and lowest implied volatility.
The $Mullen Automotive (MULN.US)$ , $SNDL Inc (SNDL.US)$ , and $First Republic Bank (FRC.US)$ has the highest implied volatility of all stocks with a market cap of over 300 million today.
Shares of $First Republic Bank (FRC.US)$ , saw a surge in options trading activity yesterday, with a volume of 135,228 contracts traded, as investors reacted to a massive one-day increase of 264.5% in the implied volatility (IV) of FRC options, which hit a one-year high of 405%, and a 100% IV percentile, signaling a potential large movement in the stock price.
Banks recovered after suffering the biggest losses in three years on concerns that the collapse of Silicon Valley Bank could create contagion. SVB and Signature Bank were closed down by regulators as depositors rushed to pull out their funds. President Joe Biden tried to reassure the public that the banking system is safe, but that didn't stop financial shares from sliding.
The $Newegg Commerce (NEGG.US)$ , $Tellurian (TELL.US)$ , and $Qualtrics International (XM.US)$ has the lowest implied volatility of all stocks with a market cap of over 300 million today.
Investors in $Coca-Cola (KO.US)$ , the beverage giant, have their sights set on the upcoming ex-dividend date of March 16, 2023, as shares saw a moderate level of options trading activity today, with a volume of 45,697 contracts traded. While the shares fell by 0.42%, there was only a slight increase of 0.9% in the implied volatility (IV) of 19%, and a 42% IV percentile. As the ex-dividend date approaches, investors will be weighing their options and adjusting their positions accordingly.
Top Option Volatiliy Change
Conclusion And Risk Management
Option implied volatility is a measure of the market's expectation for how much an asset's price will fluctuate in the future, as implied by the prices of options on that asset.
Options are financial contracts that give the holder the right, but not the obligation, to buy or sell an underlying asset at a predetermined price and time. The price of an option is influenced by various factors, including the current price of the underlying asset, the strike price, the time to expiration, and the implied volatility.
Implied volatility represents the level of uncertainty or risk that market participants perceive in the future price movements of the underlying asset. When investors expect greater volatility, they may be more willing to pay a higher price for options to help hedge their risk, which leads to higher implied volatility.
Implied volatility is usually expressed as a percentage and is calculated using an options pricing model, such as the Black-Scholes model. Traders and investors use implied volatility to assess the attractiveness of options prices, to identify potential mispricings, and to manage their risk exposure.
Source: Benzinga, Dow Jones, CNBC
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