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


Data as of Jul 17 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
BRZU Direxion Daily Brazil Bull 3X ETF NA 0.74 -0.16 1.69 0.74 16.98 -3.16 43.35 13.26 0.52 -57.19 178.50 0.00
HROW 212.45M 0.76 0.77 0.73 17.52 20.23 17.52 0.44 0.44 0.38
TRX Tanzanian Royalty Exploration Corporation NA 0.72 3.00 0.71 16.67 13.02 72.93 2.99 0.13 142.82 1.50 0.00