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


Data as of Jan 23 2020 | 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 Call Bid-Ask Spread % Put Bid-Ask Spread % Call Bid-Ask Spread % of Option Premium Put Bid-Ask Spread % of Option Premium
S Sprint Corporation 20.57B 1.40 1.38 0.13 31.15 25.70 0.96 1.17 58.07 0.00 15.56 12.66 16.87 13.51
ZGNX Zogenix, Inc. 2.36B 1.07 1.17 0.32 24.12 16.71 3.75 0.01 101.96 0.00 23.29 29.49 26.36 34.59
PLSE Pulse Biosciences, Inc 293.76M 1.07 1.15 0.57 25.02 20.87 4.15 0.05 15.00 0.01 33.33 27.08 40.00 31.33