This view just after the open helps identify stocks that are gapping up or down early and might present early opportunities.
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CCME is up 14.23% this morning (9:39 ET) with multiple large gainers today. CCME’s 30 Day Implied Volatility was trading at a 58% discount to the 14 day Historical prior to the opening.
Use the Option Volatility Outpacing the Short Term Stock Volatility View in the View Library in AV Pro to follow the morning activity and throughout the day. Use 14 Day MidVol Outlook View to assess per strike volatility in the Option Landscape. The landscape was filtered to show all option classes that trade over 200 contracts per day.
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