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No strategies meet current entry criteria.
Applied Materials (AMAT) operates in the Information Technology sector and has actively traded listed options. AMAT scores 67/100 for premium selling conditions. See Walls for support and resistance levels.
AMAT Edge Score: 67/100 — data coverage is strong, but current trading conditions are unfavorable.
No strategies meet entry criteria. Consider waiting for better conditions.
See full analysis →AMAT conditions are unfavorable — but other tickers may have edge today
When conditions are weak for one stock, others in the S&P 500 often show strong setups. Check today's top-ranked candidates instead of forcing a trade here.
Why two RV values? Yang-Zhang RV (66.7%, OHLC-based) captures intraday volatility, while ORATS RV (58.1%, close-to-close) uses only closing prices. For AMAT, YZ is higher — suggesting significant intraday movement not captured in closing prices. VRP is computed using ORATS RV to match the IV source. Gap: 8.6pp. Full IV Analysis →
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
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.
Applied Materials is trading in a normal volatility regime with an RV ratio of 1.01. The 20-day Yang-Zhang realized vol of 66.7% is roughly in line with the 60-day average of 51.8%, meaning the stock's recent price action matches historical expectations. For a information technology stock like AMAT, this is a neutral signal — premium sellers can participate but should be selective with sizing and strike selection.
AMAT has maintained a consistent volatility profile over the past 18 trading days. The RV ratio has held in a range of 1.34 to 1.38, with 0% of days in seller-favorable territory. Stable regimes can persist for weeks in information technology stocks, making AMAT a relatively predictable candidate for premium selling strategies during this period.
Based on current realized volatility, traders can expect AMAT to move approximately ±$14.63 (4.2%) per day and ±$32.72 (9.4%) over five trading days. At a stock price of $348.51, 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.
VolRadar's top-ranked strategy for AMAT is no premium selling edge. Negative VRP (-0.4%). Options are priced below realized volatility — no edge for sellers. This assessment is based on current VRP, IV Rank, realized volatility regime, and earnings proximity. Conditions update daily after market close.
VolRadar tracks AMAT 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 AMAT
Applied Materials currently shows a weak premium selling signal because negative VRP. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Applied Materials's IV Rank is 85%, meaning current IV exceeds most of its 12-month range. Elevated IV creates richer premiums for sellers and may indicate upcoming events or heightened uncertainty. Explore the IV Analysis page for peer comparisons and historical context.
Applied Materials's 5-day expected move is ±9.4% (±$32.72 from $348.51). A wide expected range reflects elevated realized volatility. See the Expected Move page for strike placement guidance and probability analysis.
Applied Materials currently shows a weak premium selling signal because negative VRP (-0.4pp). Consider waiting for conditions to improve.
Applied Materials'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: 1.01.
Applied Materials's snapshot: IV Rank 85% (elevated premiums), VRP -0.4pp (no edge), RV Ratio 1.01 (normal 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 Applied Materials: 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).
Key risks for Applied Materials right now: negative VRP (-0.4pp) means options are underpricing actual movement, removing the statistical edge sellers rely on. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
An IV Rank of 85% means Applied Materials's current implied volatility is higher than most readings over the past year. Elevated IV can indicate the market expects larger moves ahead, creating higher premiums for sellers but also higher risk if the move materializes.
Based on Yang-Zhang realized volatility, Applied Materials has a 1-day expected move of ±$14.63 (±4.2%) and a 5-day expected move of ±$32.72 (±9.4%). This means the stock is expected to trade between $316 and $381 over the next week with approximately 68% probability.
More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.