27 7月 2026: implied volatility runs elevated, topped by HOOD
Our automated end-of-session scan surfaced 12 defined-risk setups across 10 names. The average modelled probability of profit was 56%, with implied volatility averaging 40.6% across the list.
See today’s live scanMarket posture
The session leaned bearish: more of the setups the scan kept were built to profit if their underlyings weaken — bear call credit spreads and similar. A bearish tilt means the day’s best-scored defined-risk trades were positioned for downside or for a stall, not for a rally.
Where the volatility is
Implied volatility — the price the market puts on future movement — was richest in HOOD (77.6%), ORCL (66.2%), ASML (59.4%). Those are the names where option premium is most inflated, so premium-selling is best paid there, but also where a surprise hurts the most. Fat premium ahead of a catalyst is exactly the "buy the rumor, sell the news" setup: the price is high because the market is bracing for a move.
Setups from the scan
The highest-scoring defined-risk setups from the scan (educational examples, not recommendations):
- Iron Condor on IWM — roughly a 59% modelled probability of profit over 31 days, about $257 of maximum profit against $43 of defined risk, with break-evens near 295.57.
- Iron Condor on ABNB — roughly a 66% modelled probability of profit over 31 days, about $453 of maximum profit against $148 of defined risk, with break-evens near 153.53.
- Iron Butterfly on IWM — roughly a 55% modelled probability of profit over 31 days, about $302 of maximum profit against $87 of defined risk, with break-evens near 288.87.
- Bear Call Credit Spread on ABNB — roughly a 58% modelled probability of profit over 31 days, about $195 of maximum profit against $105 of defined risk, with break-evens near 148.95.
This note is generated from an automated end-of-session options scan and is educational market commentary — not investment advice or a recommendation to trade. Modelled probabilities and premiums are estimates; real fills and outcomes differ. Options involve substantial risk. プライバシーポリシー · 利用規約.