|Context: The Indices|
|S&P 500 (SPY)||IV30||10.05%|
|Nasdaq 100 (QQQ)||IV30||13.99%|
|Context: Apple Inc|
|AAPL 52 Week Low||IV30||15.94%|
|AAPL 52 Week High||IV30||33.57%|
|AAPL Percentile||IV30 Percentile (Rank out of 100)||11|
|Context: Definitions and Ranges|
The IV30® is the implied price movement reflected by the option market in the
stock price for the next 30 calendar days -- it is forward looking.
Currently the option market reflects a 95% confidence interval stock price range for AAPL of ($206.70, $224.20) within the next 30 calendar days.
The current IV30 for Apple Inc relative to its own past is depressed. The IV30 rank, which is measured against its own history and not other stocks, is 11 out of 100.
Apple Inc Implied Risk Scatter Plot (a new risk chart, built for option traders)
Scatter Plot Risk Legend
- The blue point is the current 30-day implied volatility for Apple Inc
- The black point is the current 30-day implied volatility for the Technology ETF (XLK).
- The red point is the 52 week low in IV30® for Apple Inc
- The green point is the 52 week high in IV30® Apple Inc