Option Market Alert: Nevro Corp. Implied Price Swing Hits An Amplified Level – CML News

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No Risk Alert Here: Before we dive into any analysis we simply note that Nevro Corp. (NYSE:NVRO) risk is neither elevated nor depressed. We’ll detail it below — but that’s the lede — the option market is in a holding period with an IV30 of 46.37% verus the IV30 of the S&P 500 at 8.99%. You might say that the post it note for Nevro Corp. would read, “holding pattern.” The annual high for Nevro Corp. IV30 is 83.67%.

To skip ahead and see if buying or selling options has been a winner in Nevro Corp., you can go here: Geting serious about option trading.

PREFACE
This is a proprietary risk rating and risk alert system that looks forward for the next month — or really 30 days to be exact — and that includes weekends. The system is based on multiple interactions of data points, many of which come directly from the option market for Nevro Corp. (NYSE:NVRO) . The creator of this model is Capital Market Laboratories (CMLviz.com).