CucabarraTrading

Repetitive pattern on SPY - 1 Month analysis

Long
AMEX:SPY   SPDR S&P 500 ETF TRUST
Notice the repetitive pattern on SPY (1 day correction followed by 2 days of strong recovery and a period of consolidation with low volatility. We are in a really low volatility environment. Options prices are low but there are still nice opportunities to collect premium around 16-delta strikes.

Implied Volatility: 11.41%
Historical Volatility: 9.48%
IV Percentile: 3%
IV Rank: 4.34%
IV High: 35.75% on 10/28/20
IV Low: 10.31% on 06/25/21
Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.