Tickers with 52 Week Highs of Implied Volatility (IV) for 30 Day At The Money (ATM) strikes


Data as of Sep 16 2019 | Download this table in excel

Ticker Ticker Name Market Cap IV Mean 30 Day ATM IV Mean Change from 4 Weeks 30 Day ATM IV Mean - 52 Week High 30 Day ATM IV Mean - 52 Week Low Straddle Premium Straddle Premium Change from 4 Weeks Straddle Premium - 52 Week High Straddle Premium - 52 Week Low Put Call Ratio (OI) Put Call Ratio (OI) Change from 4 Weeks Put Call Ratio (OI) - 52 Week High Put Call Ratio (OI) - 52 Week Low
CTST NA 2.12 0.38 2.28 0.60 85.00 34.48 85.00 2.48 2.33 217.69 41.64 0.03
WTRH NA 1.73 0.07 1.73 0.39 63.99 17.74 63.99 2.80 0.00 -98.70 49.25 0.00
PIRS Pieris Pharmaceuticals, Inc. 267.54M 1.64 0.91 1.71 0.71 37.55 18.27 38.46 0.69 0.02 -88.76 10.67 0.00