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Stocks with Notable Option Volatility: TUP, MESO and AMSC

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Options Newsman wrote a column · Aug 2, 2023 01:39
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 $特百惠(TUP.US)$$Mesoblast(MESO.US)$and $American Superconductor(AMSC.US)$ have the highest implied volatility of all stocks with a market cap of over 100 million.
$American Superconductor(AMSC.US)$'s stock surged by an impressive 60.02% during the previous trading session, as investors reacted positively to the latest market developments. This significant move in the stock price was accompanied by a surge in the option volume, with 69.18K options traded in the recent session. The Implied Volatility (IV) percentile for American Superconductor stands at 94%, indicating that options traders are expecting significant price movement in the stock in the near future.
Furthermore, the current implied volatility for the company is at 245%, which is the same as its one-year high IV of 245%. This suggests that options traders expect a significant and sustained increase in the stock price for American Superconductor, leading to a higher likelihood of large swings in the stock price. In addition, the 1-day IV change for American Superconductor was a staggering 99.7%, which indicates that options traders have a very bullish bias towards the stock.
Here is the IV Ranking of the day:
Stocks with Notable Option Volatility: TUP, MESO and AMSC
The chart only includes any company with market cap of over 100 million and share price of over$2.5.
Top Option Volatility Change:
Stocks with Notable Option Volatility: TUP, MESO and AMSC
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:
Options trading entails significant risk and is not appropriate for all customers. It is important that investors read Characteristics and Risks of Standardized Options before engaging in any options trading strategies. Options transactions are often complex and may involve the potential of losing the entire investment in a relatively short period of time. Certain complex options strategies carry additional risk, including the potential for losses that may exceed the original investment amount. Supporting documentation for any claims, if applicable, will be furnished upon request. Moomoo does not guarantee favorable investment outcomes. The past performance of a security or financial product does not guarantee future results or returns. Customers should consider their investment objectives and risks carefully before investing in options. Because of the importance of tax considerations to all options transactions, the customer considering options should consult their tax advisor as to how taxes affect the outcome of each options strategy.
Disclaimer: Moomoo Technologies Inc. is providing this content for information and educational use only. Read more
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