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08-24 22:14

The above chart shows the weekly volatility ranges and simulated short put alternative strike prices for 17 key stocks, calculated based on various indicators — for simulation reference only 👆

📊 This table answers:

  1. Where the stock price is likely to be this week (the range).

  2. Whether the seller premium is expensive right now (IV percentile rank).

  3. How far out the strike price should be placed to stay safe (Column 8).

The ranges calculated in this table are like "probability of rain," not a "guarantee of no rain." The usage is simple: place the sell put strike price further below the lower end of the range. The higher the percentile rank, the more favorable it is for sellers.

📊 Noteworthy Points

  1. NVDA is the most watched volatility story this week: Implied weekly move 6.1%, IV30 at 42.61%, range 201–229 — earnings after the close on 8/26 are the core event of the week. Note: this 42.61% has not yet fully priced in the earnings premium; IV will continue to rise as Tuesday approaches.

  2. Highest IV: SKHY 74.04%, SNDK 78.68%, MU 68.65%, INTC 63.47%, SPCX 61.95% — storage names remain at the top, but the overall trend continues to cool.

  3. Lowest IV: SPY 16.38%, QQQ 22.22%, AAPL 26.13%.

⚠️ Educational sharing, not investment advice.

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

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