Report shows Implied and Historical Volatility (IV and HV)
And the rank of IV and HV over different lookback periods
And where the stock is currently in relation to Bollinger Bands
For every stock in your symbol list
Report is linked to a chart
Clicking on a symbol
Shows a chart
Configured with Implied and Historical volatility indicator
Template Description
This template produces a report showing current 30 calendar day Options Implied Volatility (IV30) for each stock along with a ranking number indicating whether the IV is low or high when looking back over various periods. The report also show corresponding 22 bar Historical Volatility (HV22) and ranking. 22 Bars is approximately equivalent to 30 calendar days accounting for weekends.
NOTE: This template uses EdgeRater data which includes IV30 data for the entire CBOE Weeklies list.
