Statistical Volatility
This is a measure of Historical Volatility computed as the annualized standard deviation of returns over a period of days (20, 30, 90 days).
See also Implied Volatility & Historical volatility
This is a measure of Historical Volatility computed as the annualized standard deviation of returns over a period of days (20, 30, 90 days).
See also Implied Volatility & Historical volatility
The cost of Unusual Options Activity data varies depending on the quality and quantity of the data that you want. If you want raw data from the exchanges like CBOE then you could easily be looking at a few thousand per month plus other costs. This is usually what institutions and data professionals use. If…
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This is a spread where the premium received from selling part of the spread is greater than the premium paid for the other part of the spread. For instance, if you sold the AAPL 140.00 Calls @ 4.00 and bought the AAPL 142.00 Calls for 2.00 you have a credit of 2.00. See also Bear…
A Golden Sweep Option (GSO) is popularized by the folks at Flowalgo and it is basically a very large order that hits the market and takes all or most the inventory/offers at once. This is usually a very high probability signal given the aggressive stance of the trader(s) behind it. These orders can be both bullish…
This is a measure of a stock’s volatility relative to the S&P 500 Index. High Beta stocks have high volatility. Stocks that have a beta reading of 1.00 or greater tend to move faster or are more volatile than the S&P index. And stocks that have a beta less than 1.00 tend to move slower…
These are options contract with no intrinsic value. A Call option is OTM when the strike price is above the current market price. A Put option is out-of-the-money when their strike price is below the current market price of the current market price. You should also check out In The Money Options & At the…