Options IV and HV Ranks

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.

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