Historical Volatility and Implied Volatility
Free Download – Historical Volatility and Implied Volatility
In this morning’s Cherry Picks, we are providing a free download of approximately 1,100 stocks and ETFs along with their historical and implied volatility. The greater the implied volatility (IV), the greater the expected future movement. The greater the Historical Volatility (HV), the larger the past movement of stock price.
Download it here. Look for opportunities.
Russell 2000 (IWM) was down 1% from its peak made in November. Check out the other major indices below:
S&P 500 (SPY) moves in January for each year and also the returns for the year are below:
The free weekly Cherry Picks newsletter from tastytrade is stuffed with market research studies, data-driven trade ideas, and unique insights from the geekiest of geeks. Conquer the market with confidence … get Cherry Picks today!
Cherry Picks is written in collaboration with Michael Rechenthin, PhD, Head of Research and Development at tastytrade; and James Blakeway, CEO of Quiet Foundation, a data science-driven subsidiary of tastytrade.
