Volatility across underlyings
Every underlying with options on the latest session: its 30-day implied vol against 20-day realised, and where the implied sits in its year.
| Underlying | Spot | Futures | Day % | 30-day IV | 20-day realised | IV − RV | IV rank | IV pct | Straddle % | PCR·OI | Results | Expiries |
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Rank and percentile need a year of priced sessions and show once the nightly analytics have covered it. Futures is the near-month contract's close; day % is spot against the previous session. Straddle % is the front expiry's at-the-money call plus put as a share of spot, from both legs' closes; where a leg did not trade it is the value the at-the-money vol implies (0.8 × σ × √T), marked ≈. PCR·OI is put open interest over call open interest on that expiry. Results is the next results day for a stock: the board meeting the company announced, or, before one is announced, the listing rules' deadline for the running quarter.