No Risk Alert Here: Before we dive into any analysis we simply note that Sigma Designs Inc (NASDAQ:SIGM) 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 51.01% versus the IV30 of the S&P 500 at 8.76%. You might say that the post it note for Sigma Designs Inc would read, “holding pattern.” The annual high for Sigma Designs Inc IV30 is 91.49%.
To skip ahead and see if buying or selling options has been a winner in Sigma Designs Inc, you can go here: Getting serious about option trading.
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 Sigma Designs Inc (NASDAQ:SIGM) . The creator of this model is Capital Market Laboratories (CMLviz.com).