Stocks with Notable Option Volatility: ACRS, AKRO and SNDX.
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.
$Syndax Pharmaceuticals(SNDX.US$ experienced a 3.30% increase in stock price during the previous trading session, accompanied by high options activity. The company's option volume peaked at 49.82K with an IV percentile of 94% and a current implied volatility of 207%. Additionally, the one-day IV change stands at 10.6%, indicating increased speculation among investors.
These data points suggest that there is significant interest among investors in Syndax Pharmaceuticals, with high demand driving up the value of its options. As implied volatility remains high, investors must be aware of potential price swings in the coming days.
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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