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52 week high low volatility

The 52 Week High/Low Implied Volatility Screener identifies options with implied volatility at a 52 week high or a 52 week low.

Short option trades such as call writing, put writing, short straddles and strangles, and some neutral strategies can be more profitable if these trades are entered when volatility is high.

Conversely, options can be purchased cheaply when implied volatilities are low. Long calls, long puts, long straddles and strangles can be traded more cheaply when implied volatilities are low.

Stocks will often have unusually high volatility just prior to the payout of a dividend. It can sometimes be profitable to sell options for the high premiums when this occurs, then buy the options back when the volatility subsides. It is also common for implied volatility to spike near the end of the trading day just prior to the ex-div date.

These high volatility dates can be filtered out of the screener's results by selecting the 'Ignore Ex-dividend Dates' checkbox. When this checkbox is checked, highs or lows in implied volatility that occur on the days preceding an ex-dividend date are ignored.

For details on using the 52 Week High/Low screener, read the Help

Go back to the 52 Week High/Low Volatility Screener.

Data Provided by HistoricalOptionData.com
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