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Semiconductor ETF Options Most Expensive Among Tech ETFs

May 29, 2019

Better Data for Better Investment DecisionsBetter Data for Better Investment Decisions
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We Crunch the Numbers, You Make the Trade.We Crunch the Numbers, You Make the Trade.
We Crunch the Numbers, You Make the Trade.We Crunch the Numbers, You Make the Trade.

Stocks With Most Expensive 30-Day Volatility (Percentile)

Name Ticker 30-Day Implied Volatility 90-Day Implied Volatility 30-Day Percentile 90-Day Percentile 30-Day Percentile for Implied-Realized Spread 90-Day Percentile for Implied-Realized Spread
HP Inc. HPQ 41.01 32.41 99.60% 94.05% 86.90% 28.17%
Nutanix, Inc. NTNX 80.33 62.95 98.41% 92.46% 84.13% 23.41%
Dell Technologies Inc. DELL 41.03 35.26 98.41% 99.60% 48.81% 69.44%
Keysight Technologies, Inc. KEYS 39.27 33.19 97.22% 93.25% 34.13% 60.32%
Palo Alto Networks, Inc. PANW 49.5 38.58 96.43% 86.90% 77.78% 87.70%

Stocks With Most Expensive 90-Day Volatility (Percentile)

Name Ticker 30-Day Implied Volatility 90-Day Implied Volatility 30-Day Percentile 90-Day Percentile 30-Day Percentile for Implied-Realized Spread 90-Day Percentile for Implied-Realized Spread
QUALCOMM Incorporated QCOM 37.15 37.28 93.65% 100.00% 14.68% 10.32%
Dell Technologies Inc. DELL 41.03 35.26 98.41% 99.60% 48.81% 69.44%
HP Inc. HPQ 41.01 32.41 99.60% 94.05% 86.90% 28.17%
Keysight Technologies, Inc. KEYS 39.27 33.19 97.22% 93.25% 34.13% 60.32%
Skyworks Solutions, Inc. SWKS 38.28 38.76 81.15% 92.86% 30.16% 59.13%

Stocks With Most Cheapest 30-Day Volatility (Percentile)

Name Ticker 30-Day Implied Volatility 90-Day Implied Volatility 30-Day Percentile 90-Day Percentile 30-Day Percentile for Implied-Realized Spread 90-Day Percentile for Implied-Realized Spread
SolarWinds Corporation SWI 2.4 3.6 0.79% 1.59% 9.92% 21.83%
Red Hat, Inc. RHT 4.69 6.41 3.97% 5.95% 49.21% 88.89%
Ceridian HCM Holding Inc. CDAY 32.49 34.72 4.15% 6.74% 4.15% 78.76%
Versum Materials, Inc. VSM 13.53 15.79 12.30% 14.29% 98.02% 100.00%
Worldpay, Inc. WP 20 21.92 19.84% 26.59% 65.87% 43.65%

Stocks With Most Cheapest 90-Day Volatility (Percentile)

Name Ticker 30-Day Implied Volatility 90-Day Implied Volatility 30-Day Percentile 90-Day Percentile 30-Day Percentile for Implied-Realized Spread 90-Day Percentile for Implied-Realized Spread
SolarWinds Corporation SWI 2.4 3.6 0.79% 1.59% 9.92% 21.83%
The Western Union Company WU 19.37 20.01 22.82% 1.59% 22.62% 49.21%
Elastic N.V. ESTC 50.29 45.07 45.54% 2.68% 72.32% 67.86%
Red Hat, Inc. RHT 4.69 6.41 3.97% 5.95% 49.21% 88.89%
Ceridian HCM Holding Inc. CDAY 32.49 34.72 4.15% 6.74% 4.15% 78.76%

 

 

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Global Top Stock IdeasTOP LONG & TOP SHORT STOCK IDEAS FOR GLOBAL MARKETSMONTHLY TOP IDEAS FROM OUR MULTI-FACTOR QUANTITATIVE MODELS