Are there any specific volatility indicators that suggest high intraday volatility today?
7/30/2025 08:04pm
Yes, several volatility indicators suggest high intraday volatility today. Here are some key metrics and observations:
1. **LIDR's Volatility**: LIDR (Lattice Semiconductor) has a notable 30-day historical volatility of 46.3%, which is significantly higher than the 30-day average of 15.32% for the SPY ETF. This indicates LIDR is prone to large price swings.
2. **Pre-Market Volatility**: Both LIDR and CLYM have shown substantial pre-market volatility. LIDR's pre-market surged by 16.05% only to decline by 12.39%, while CLYM's pre-market fell by 5.63%. This suggests that there is significant price uncertainty and potential for intraday volatility.
3. **Options Volume**: The options volume for LIDR is particularly high, indicating that traders are actively seeking to hedge or speculate on its volatility. This can often precede significant price movements.
4. **Market Sentiment**: The broader market sentiment is cautious, with investors responding to earnings reports, tariff announcements, and other economic data. This sentiment can amplify intraday volatility as traders react to new information.
By monitoring these indicators, you can anticipate and prepare for the potential intraday volatility in LIDR and CLYM.