Stocks with Notable Option Volatility: NKLA, FNGR, and AMC
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 implied volatility. The $Nikola (NKLA.US)$，$FingerMotion(FNGR.US)$，and $AMC院线(AMC.US)$have the highest implied volatility of all stocks with a market cap of over 100 million.
Shares of $Nikola (NKLA.US)$ surged 8.15% in the previous trading session, a sign of positive momentum for the electric truck manufacturer. Options activity on the stock also saw a surge, with a total volume of 474.61K options traded, indicating increased interest from investors.
The IV percentile for Nikola's options is at 99%, indicating that the implied volatility is higher than 99% of stocks in the market. Additionally, the current implied volatility for the company's options stands at 254%, indicating potential future fluctuations in the stock price. The one-year high for the IV was 270%, which means the current level of implied volatility is still relatively high. The one-day IV change is at 12.3%, a notable increase that suggests investors are anticipating significant changes in the stock price.
Here is the IV Ranking of the day:
The chart only includes any company with market cap of over 100 million and share price of over$2.5.
Top Option Volatility 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
Disclaimer:
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Disclaimer: Moomoo Technologies Inc. is providing this content for information and educational use only.
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