$AXP Expected move + Delta 16 + STD1 visualized before earnings
Expected move + Delta 16 + STD1 visualized before earnings.
Exp.mv for 29DTE: ±12
Exp.mv for 64DTE: ±17
Consolidated call skew on option chain,
IVR is 66, IVx avg until 64DTE is 44.5
Exp.mv for 29DTE: ±12
Exp.mv for 64DTE: ±17
Consolidated call skew on option chain,
IVR is 66, IVx avg until 64DTE is 44.5
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REAL option metrics for over 160+ liquid US symbols:
✔ IVRank ✔ Exp.move ✔ Delta curves ✔ Volatility Skew
⏩ FREE Newsletter: tanukitrade.substack.com
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