Inexpensive forward-volatility windows
Which part of the expiry curve is inexpensive relative to its own history?
Forward-volatility windows derived from the term structure and compared with matching historical windows. A cheap forward interval is not directly purchased by a single option; inspect the full cost of the expiry that covers it. Data through close. Descriptive only, not a recommendation.
At a glance
50 tickers qualified. First five: AFRM (Matched the dated research filter. Contract details are not published.), ALAB (Matched the dated research filter. Contract details are not published.), APP (Matched the dated research filter. Contract details are not published.), CCJ (Matched the dated research filter. Contract details are not published.), KWEB (Matched the dated research filter. Contract details are not published.).
Evaluated 190 tickers with the required inputs. Tickers with missing history or ineligible quotes are excluded. At most 50 matches are published.
| # | Ticker | Close | Open interest | Research observation |
|---|---|---|---|---|
| 1 | AFRM | 74.01 | 224,442 | Matched the dated research filter. Contract details are not published. |
| 2 | ALAB | 285.82 | 218,669 | Matched the dated research filter. Contract details are not published. |
| 3 | APP | 266.13 | 369,691 | Matched the dated research filter. Contract details are not published. |
| 4 | CCJ | 81.52 | 397,150 | Matched the dated research filter. Contract details are not published. |
| 5 | KWEB | 24.41 | 2,127,849 | Matched the dated research filter. Contract details are not published. |
| 6 | LITE | 824.13 | 246,020 | Matched the dated research filter. Contract details are not published. |
| 7 | MMM | 164.68 | 96,617 | Matched the dated research filter. Contract details are not published. |
| 8 | MP | 40.17 | 451,057 | Matched the dated research filter. Contract details are not published. |
| 9 | NVDL | 31.98 | 311,934 | Matched the dated research filter. Contract details are not published. |
| 10 | RKLB | 50.84 | 1,167,698 | Matched the dated research filter. Contract details are not published. |
| 11 | UAL | 96.10 | 285,518 | Matched the dated research filter. Contract details are not published. |
| 12 | UBER | 70.35 | 1,262,366 | Matched the dated research filter. Contract details are not published. |
| 13 | UPS | 97.47 | 376,164 | Matched the dated research filter. Contract details are not published. |
| 14 | HIMS | 28.07 | 697,486 | Matched the dated research filter. Contract details are not published. |
| 15 | RGTI | 11.80 | 584,133 | Matched the dated research filter. Contract details are not published. |
| 16 | XYZ | 77.85 | 455,810 | Matched the dated research filter. Contract details are not published. |
| 17 | AG | 15.98 | 901,543 | Matched the dated research filter. Contract details are not published. |
| 18 | USAR | 10.54 | 525,467 | Matched the dated research filter. Contract details are not published. |
| 19 | VRT | 206.42 | 469,201 | Matched the dated research filter. Contract details are not published. |
| 20 | ALB | 95.48 | 185,275 | Matched the dated research filter. Contract details are not published. |
| 21 | SPCX | 146.03 | 4,041,211 | Matched the dated research filter. Contract details are not published. |
| 22 | TSM | 412.61 | 1,718,110 | Matched the dated research filter. Contract details are not published. |
| 23 | GOOGL | 340.59 | 3,044,037 | Matched the dated research filter. Contract details are not published. |
| 24 | SOFI | 14.55 | 3,825,525 | Matched the dated research filter. Contract details are not published. |
| 25 | NBIS | 165.47 | 1,493,858 | Matched the dated research filter. Contract details are not published. |
| 26 | OKLO | 27.97 | 643,347 | Matched the dated research filter. Contract details are not published. |
| 27 | AAOI | 75.57 | 349,575 | Matched the dated research filter. Contract details are not published. |
| 28 | IONQ | 31.28 | 634,467 | Matched the dated research filter. Contract details are not published. |
| 29 | B | 40.82 | 723,287 | Matched the dated research filter. Contract details are not published. |
| 30 | NEM | 118.60 | 426,003 | Matched the dated research filter. Contract details are not published. |
| 31 | BMNR | 21.66 | 1,524,381 | Matched the dated research filter. Contract details are not published. |
| 32 | PLTR | 186.03 | 3,156,743 | Matched the dated research filter. Contract details are not published. |
| 33 | GDXJ | 109.91 | 206,077 | Matched the dated research filter. Contract details are not published. |
| 34 | WDC | 332.00 | 502,274 | Matched the dated research filter. Contract details are not published. |
| 35 | C | 124.27 | 1,036,714 | Matched the dated research filter. Contract details are not published. |
| 36 | FSLR | 172.64 | 694,637 | Matched the dated research filter. Contract details are not published. |
| 37 | CVNA | 58.83 | 876,977 | Matched the dated research filter. Contract details are not published. |
| 38 | DOW | 29.93 | 402,262 | Matched the dated research filter. Contract details are not published. |
| 39 | ETHA | 54.51 | 76,940 | Matched the dated research filter. Contract details are not published. |
| 40 | NEE | 79.80 | 469,088 | Matched the dated research filter. Contract details are not published. |
| 41 | NVO | 38.83 | 1,369,531 | Matched the dated research filter. Contract details are not published. |
| 42 | AMD | 528.75 | 3,042,691 | Matched the dated research filter. Contract details are not published. |
| 43 | RDDT | 156.05 | 432,489 | Matched the dated research filter. Contract details are not published. |
| 44 | AXP | 313.56 | 214,694 | Matched the dated research filter. Contract details are not published. |
| 45 | VST | 152.02 | 476,802 | Matched the dated research filter. Contract details are not published. |
| 46 | COIN | 173.16 | 868,414 | Matched the dated research filter. Contract details are not published. |
| 47 | TSLA | 354.72 | 4,930,461 | Matched the dated research filter. Contract details are not published. |
| 48 | CEG | 271.37 | 220,999 | Matched the dated research filter. Contract details are not published. |
| 49 | GOOG | 336.91 | 1,515,207 | Matched the dated research filter. Contract details are not published. |
| 50 | JPM | 339.72 | 579,767 | Matched the dated research filter. Contract details are not published. |
Screens describe what the data shows after the close. They are not trade recommendations; see the disclaimer and the methodology.