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Strong VRP edge and calm realized vol support selling premium.
Abbott Laboratories (ABT) operates in the Health Care sector and has actively traded listed options. ABT scores 71/100 for premium selling conditions. See Premium Selling for trade setup.
ABT Edge Score: 71/100 — one of today's strongest setups for premium selling.
Consider Covered Call (defined risk) at 24d to earnings.
Build Trade →Why two RV values? Yang-Zhang RV (20.6%, OHLC-based) captures intraday volatility, while ORATS RV (26.3%, close-to-close) uses only closing prices. For ABT, YZ is lower — suggesting closing prices reflect more volatility than intraday action. VRP is computed using ORATS RV to match the IV source. Gap: 5.7pp. Full IV Analysis →
Earnings impact: Raw VRP (+5.4pp) includes an IV premium from upcoming earnings (24d). Excluding this premium, VRP is -0.4pp. The 6pp gap is earnings-driven — not a structural edge.
Strong — Favorable (earnings-driven edge)
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Strong setup detected. Review the Covered Call and build your trade.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Abbott Laboratories shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 20.6% over 20 days versus a 33.0% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.83, indicating calming conditions relative to implied expectations. A health care sector component tracked by volradar. For premium sellers tracking ABT, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
Looking at the past 20 trading days, ABT's RV ratio has been trending lower. The ratio ranged from 0.68 to 0.48, with the current reading of 0.83 near the lower end. 20 of 20 days showed seller-favorable conditions. A gradual decline is often more sustainable than a sharp drop, suggesting ABT may remain in this lower-vol regime for a while.
Based on current realized volatility, traders can expect ABT to move approximately ±$1.33 (1.3%) per day and ±$2.98 (2.9%) over five trading days. At a stock price of $102.72, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
Current conditions on ABT point toward range-bound strategies like iron condor. Moderately calm conditions (ratio 0.83). Range-bound behavior favors iron condors. Iron Condor benefits from time decay while defining maximum risk on both sides — a structure that suits ABT's current volatility profile where directional edge is limited but overall conditions are acceptable for premium collection.
VolRadar tracks ABT daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about ABT
Abbott Laboratories currently shows strong premium selling conditions with an RV Ratio of 0.83. Realized volatility is below implied volatility, suggesting options may be overpriced relative to actual movement. Explore the Premium Selling page for detailed strategy recommendations and the Strategy Builder to model specific trades.
VolRadar tracks Abbott Laboratories across 10 analysis dimensions updated daily after market close. The premium selling signal combines VRP edge, volatility regime, IV Rank, earnings proximity, and market-wide conditions into a single actionable verdict. Each sub-page goes deeper: VRP Analysis for the implied-vs-realized spread, IV Analysis for peer comparisons, Expected Move for strike placement, Earnings Crush for event history, and the Strategy Builder for modeling specific trades.
Abbott Laboratories currently shows a strong premium selling signal with an RV Ratio of 0.83. Realized volatility is below implied volatility, suggesting options may be overpriced relative to actual price movement.
Abbott Laboratories's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.83.
Abbott Laboratories's snapshot: IV Rank 50% (elevated premiums), VRP +5.4pp (options overpriced), RV Ratio 0.83 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Abbott Laboratories: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Every options trade carries risk: undefined-risk strategies (naked puts/calls) expose you to large losses on gap moves, while defined-risk strategies cap losses but reduce premium. For Abbott Laboratories, current conditions favor premium sellers, but all options trades carry significant risk — always size positions so no single trade risks more than 1-3% of your account. Use the Strategy Builder to model worst-case scenarios before entering.
Abbott Laboratories's Volatility Risk Premium (VRP) is +5.4pp, meaning implied volatility exceeds realized volatility by that amount. A positive VRP indicates options are overpriced relative to actual stock movement — this is the statistical edge premium sellers seek.
Based on Yang-Zhang realized volatility, Abbott Laboratories has a 1-day expected move of ±$1.33 (±1.3%) and a 5-day expected move of ±$2.98 (±2.9%). This means the stock is expected to trade between $100 and $106 over the next week with approximately 68% probability.
More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.