Volatility Finder - NEW!
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. 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.