Largest Weekly Put vs Call Skew Changes
Tkr | Company |IV90%|IV110%| tile* |06/29| 06/22|Change|
NKTR |NEKTAR THERAPEUT|85.12| 78.05| 86.92| 7.06| -9.71| 16.77|
The following table shows the largest weekly
changes in the 90%-110% skew spread, a measure of how expensive
puts, or bearish bets, are relative to calls. The data was
calculated using 30-day implied volatility of S&P 500 companies.
The stocks in the screen had a daily average of more than 500
contracts trading in the past 20 days and an open interest of
more than 10,000 options, according to data as of June 29
compiled by Bloomberg. To see the skew data from the Bloomberg
Function: IBM US <EQUITY> GV <GO>, or use the attached screen for selections
97 <GO>.
selling puts with strike 42...
Tkr | Company |IV90%|IV110%| tile* |06/29| 06/22|Change|
NKTR |NEKTAR THERAPEUT|85.12| 78.05| 86.92| 7.06| -9.71| 16.77|
The following table shows the largest weekly
changes in the 90%-110% skew spread, a measure of how expensive
puts, or bearish bets, are relative to calls. The data was
calculated using 30-day implied volatility of S&P 500 companies.
The stocks in the screen had a daily average of more than 500
contracts trading in the past 20 days and an open interest of
more than 10,000 options, according to data as of June 29
compiled by Bloomberg. To see the skew data from the Bloomberg
Function: IBM US <EQUITY> GV <GO>, or use the attached screen for selections
97 <GO>.
selling puts with strike 42...
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