Investors in AMC Networks Inc. (AMCX) need to pay close attention to the stock based on moves in the options market lately. That is because the Jun 18, 2026 $2.5 Put had some of the highest implied volatility of all equity options today.What is Implied Volatility?Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big move in one direction or the other. It could also m ...

Volatility is back towards the lowest levels we have seen in 2025 with the VIX Index closing at 16.35 on Wednesday. When volatility is low, options become cheaper, so today we’re looking for stocks with a low IV Percentile which could be good candidates for a Long Straddle trade. More News from Barchart First, let’s find stock with a low IV Percentile using the Stock Screener and the following parameters: A screenshot of a computer AI-generated content may be incorrect. This gives us the following res ...

Investors in MKS Inc. (MKSI) need to pay close attention to the stock based on moves in the options market lately. That is because the Apr 17, 2026 $185 Put had some of the highest implied volatility of all equity options today.What is Implied Volatility?Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big move in one direction or the other. It could also mean there ...

Investors in Theravance Biopharma, Inc. (TBPH) need to pay close attention to the stock based on moves in the options market lately. That is because the March 20, 2026 $10 Put had some of the highest implied volatility of all equity options today.What is Implied Volatility?Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big move in one direction or the other. It co ...

财报周概况 - 本周是本季度最重要的财报周 众多大型公司将发布业绩 包括特斯拉(TSLA)、微软(MSFT)、苹果(AAPL)、Meta Platforms(META)、联合健康(UNH)、埃克森美孚(XOM)、Visa(V)、万事达(MA)、雪佛龙(CVX)和卡特彼勒(CAT)等[1] 隐含波动率与期权交易特征 - 公司在发布财报前 隐含波动率通常较高 因为市场对报告结果不确定 投机者和对冲者对该公司期权的巨大需求推高了隐含波动率和期权价格[2] - 在财报公布后 隐含波动率通常会回落至正常水平[3] 各公司财报日及预期波动幅度 - **周二**：联合健康(UNH)预期波动5.4% 波音(BA)5.0% 通用汽车(GM)6.1% 联合包裹(UPS)7.1% 新纪元能源(NEE)3.9% 希捷科技(STX)11.2%[4] - **周三**：特斯拉(TSLA)预期波动6.2% 微软(MSFT)5.4% Meta Platforms(META)6.7% ServiceNow(NOW)8.0% 拉姆研究(LRCX)8.7% 星巴克(SBUX)8.0% 美国电话电报(T)4.5% 阿斯麦(ASML)7.0% IBM(IBM)6.5%[5] - **周四**：苹果(AAPL)预期波动4.4% SanDisk(SNDK)14.7% 奥驰亚(MO)3.5% 西部数据(WDC)12.0% Visa(V)3.3% 卡特彼勒(CAT)5.9% 黑石(BX)4.7% 万事达(MA)3.9% 洛克希德马丁(LMT)4.9%[6] - **周五**：埃克森美孚(XOM)预期波动3.1% 威瑞森(VZ)4.1% 雪佛龙(CVX)2.9%[7] 基于预期波动的期权交易策略 - 期权交易者可以利用这些预期波动幅度来构建交易[7] - 看跌的交易者可以考虑在预期波动范围之外卖出看涨期权价差[7] - 看涨的交易者可以考虑在预期波动范围之外卖出看跌期权价差 或对于风险承受能力较高的交易者可以考虑卖出裸看跌期权[7] - 中性的交易者可以考虑铁鹰式价差组合 在财报期交易铁鹰式价差组合时 最好将空头行权价设在预期波动范围之外[7]

Investors in Planet Fitness, Inc. (PLNT) need to pay close attention to the stock based on moves in the options market lately. That is because the Feb. 20, 2026 $80 Call had some of the highest implied volatility of all equity options today.What is Implied Volatility?Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big move in one direction or the other. It could al ...

Investors in American Assets Trust, Inc. (AAT) need to pay close attention to the stock based on moves in the options market lately. That is because the Jul 17, 2026 $2.5 Call had some of the highest implied volatility of all equity options today.What is Implied Volatility?Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big move in one direction or the other. It co ...

期权市场信号 - 近期期权市场活动显示，针对European Wax Center Inc (EWCZ) 的特定看跌期权出现异常高的隐含波动率，具体为2026年3月20日到期的行权价7美元的看跌期权 [1] 隐含波动率含义 - 隐含波动率反映了市场对未来股价波动的预期，高隐含波动率表明投资者预期标的股票将出现大幅单向波动，或预示即将发生可能引发大涨或大跌的事件 [2] 分析师观点与基本面 - 公司当前获Zacks评级为2级（买入），但其所在的化妆品行业在Zacks行业排名中处于后29% [3] - 过去30天内，有一位分析师上调了对公司当前季度的每股收益预期，无人下调，导致Zacks共识预期从每股1美分上调至4美分 [3] 潜在交易策略 - 结合分析师观点，极高的隐含波动率可能意味着交易机会正在形成，经验丰富的期权交易者常通过卖出高隐含波动率期权来获取权利金，其核心策略是赚取时间价值衰减的收益，并期望标的股票在到期时的实际波动低于最初预期 [4]

财报周概况 - 本周财报季进入高潮 多家知名公司将发布业绩 包括Netflix (NFLX)、Intel (INTC)、Johnson & Johnson (JNJ)、Freeport McMoran (FCX)和3M Company (MMM) 这对股市而言是繁忙且关键的一周 [1] 隐含波动率特征 - 公司在发布财报前 隐含波动率通常较高 因为市场对报告结果不确定 投机者和对冲者对该公司期权的巨大需求推高了隐含波动率和期权价格 [2] - 在财报公布后 隐含波动率通常会回落至正常水平 [3] 重点公司预期波动幅度 - **周二**：3M (MMM) 预期波动 ±5.6% Netflix (NFLX) 预期波动 ±7.7% [4] - **周三**：Johnson & Johnson (JNJ) 预期波动 ±3.2% [4] - **周四**：Intel (INTC) 预期波动 ±8.7% Freeport McMoran (FCX) 预期波动 ±5.3% [4] 期权交易策略参考 - 看跌的交易者可以考虑在预期波动范围之外卖出看涨期权价差 [5] - 看涨的交易者可以考虑在预期波动范围之外卖出看跌期权价差 或对于风险承受能力较高的交易者考虑卖出裸看跌期权 [5] - 中性的交易者可以考虑铁鹰式价差 在财报期交易铁鹰策略时 最好将卖出的行权价设在预期波动范围之外 [5] 高隐含波动率股票筛选 - 可使用筛选器寻找其他高隐含波动率股票 筛选条件包括：看涨期权总成交量大于5,000张 市值大于400亿美元 隐含波动率百分位大于50% [7]

期权市场信号 - 联合太平洋公司2026年2月20日到期、行权价为150美元的看涨期权，其隐含波动率是所有股票期权中最高的之一 [1] - 高隐含波动率表明期权交易者预期联合太平洋公司股价未来将出现大幅波动 [2] - 这种高波动性预期可能源于即将发生的事件，可能导致股价大幅上涨或大幅抛售 [2] 分析师观点与基本面 - 联合太平洋公司在Zacks行业排名中位列“运输-铁路”行业，该行业排名处于后9% [3] - 公司当前Zacks综合评级为3（持有） [3] - 过去30天内，一位分析师上调了对公司当季的盈利预期，而三位分析师下调了预期 [3] - Zacks对当季的共识预期每股收益从2.92美元降至2.89美元 [3] 潜在交易策略解读 - 分析师当前的看法与巨大的隐含波动率相结合，可能意味着市场正在酝酿一次交易机会 [4] - 经验丰富的交易者常寻找高隐含波动率的期权来出售权利金，这是一种旨在获取时间价值衰减的策略 [4] - 采用此策略的交易者希望，在期权到期时，标的股票的波动幅度低于最初预期 [4]