Searching for a new way to identify potential buying or selling opportunities?
CBOE’s new Volatility Finder lets you scan for stocks and ETFs with volatility characteristics that may forecast upcoming price movement, or may identify under- or over-valued options in relation to a security’s near- and longer-term price history.
Why is searching by volatility important? When volatility jumps outside its historical price pattern (or exhibits non-standard behavior), such moves may indicate that an event or series of events may be imminent that may significantly affect the security’s share price.
Additionally, comparing a security’s implied volatility (or a security’s volatility as “implied” in its options) versus the security’s historical volatility may reveal whether certain options are cheap or expensive relative to the price of the underlying security.
Volatility Forecast Scans
Volatility Forecast scans may help you find securities with increasing or decreasing volatility characteristics over the short- and long-term. Low implied volatility against high historical volatility may indicate that the options are under-valued; conversely, high implied volatility against low historical volatility may indicate that the options are over-valued.
Implied Volatility Moves
Implied Volatility Moves may help you find securities exhibiting the largest moves in daily and monthly implied volatilities. Sizable moves in implied volatility may signify that an upcoming event may significantly impact the price of the security.
Implied Volatility Scans
Implied Volatility scans are based on the simple ranking of 20-day Implied Volatility values. Use these scans to find securities with high or low risk characteristics relative to its historical price.
TradingBlock options analytical tools and options strategy scanners are provided by TradingBlock, and are located on the TradingBlock website. All content, tools and calculations provided herein are for educational and informational purposes only. TradingBlock uses industry-standard valuations to calculate all present and future values. Calculated future values are based on the stock price, time horizon, and implied volatility input parameters provided by the end-user. All prices shown are at least 15 minutes delayed.
You are fully responsible for any investment decision you make. Evaluate any strategy prior to use to understand risk and suitability. Neither TradingBlock or CBOE endorses or warrants any market analyst commentary, content, service or product. Use this content at your own risk without guarantee or warranty of any kind from TradingBlock or CBOE.
TradingBlock and CBOE make no investment recommendations and do not provide financial, tax or legal advice.
TradingBlock is not affiliated with Chicago Board Options Exchange, Incorporated (CBOE) or any of its subsidiaries or affiliates. The TradingBlock website is a separate website from the CBOE website. CBOE is not responsible for or liable with respect to any activity on the TradingBlock website or with respect to any use of TradingBlock services.