Available for Barchart Premier Members, the Historical Options Overview page provides important summary options statistics to provide a forward looking indication of investors' sentiment, going back up to two years.
Barchart Premier Members can view and download daily historical options overview data for U.S. and Canadian symbols, including Implied Volatility, IV Change, Rank and Percentile. Analyze the daily statistics in total options volume, open interest, and ratios to help decipher historical moves in a symbol's options.
- Implied Volatility: The average implied volatility (IV) of the nearest monthly options contract. IV is a forward looking prediction of the likelihood of price change of the underlying asset, with a higher IV signifying that the market expects significant price movement, and a lower IV signifying the market expects the underlying asset price to remain within the current trading range.
- 1-Day Implied Volatility Change: The underlying asset's change in implied volatility for the current trading session.
- IV Rank: The current IV compared to the highest and lowest values over the past 1-year. If IV Rank is 100% this means the IV is at its highest level over the past 1-year, and can signify the market is overbought.
- IV Percentile: The percentage of days with IV closing below the current IV value over the prior 1-year. A high IV Percentile means the current IV is at a higher level than for most of the past year. This would occur after a period of significant price movement, and a high IV Percentile can often predict a coming market reversal in price.
- Put/Call Vol Ratio: The total Put/Call volume ratio for all option contracts (across all expiration dates). A high put/call ratio can signify the market is oversold as more traders are buying puts rather than calls, and a low put/call ratio can signify the market is overbought as more traders are buying calls rather than puts.
- Options Volume: The total volume for all option contracts (across all expiration dates) traded during the current session.
- Put/Call OI Ratio: The put/call open interest ratio for all options contracts (across all expiration dates).
- Total Open Interest: The total open interest for all option contracts (across all expiration dates).