Low implied volatility options strategy
Volatility Finder
The multidecade lows in U. The firm noted dozens of stocks that are not only scheduled to host analyst days ahead of their June expiration, but which also carry low levels of implied volatility. Volatility could come in that name because of uncertain prospects for the department store going forward. A straddle is an options strategy where an investor buys a bullish call option and a bearish put option at the same strike price, betting that a stock will move by a certain amount, rather than in a particular direction.
It is essentially a bet on stock volatility, something Goldman sees as likely after the company management teams present to the analysts covering them.
Ryan Vlastelica is a markets reporter for MarketWatch and is based in New York. Follow him on Twitter RyanVlastelica.
Looking for Low-Volatility Option Buying Opportunities - Ticker Tape
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Options strategies for low implied volatility environments
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