›››
Loading...
Loading...
Current EBAY options analysis: Strong Signal for Selling premium on EBAY. This EBAY options page updates daily with IV rank, VRP, expected move, and strategy picks.
Strong VRP edge and elevated IVR support selling premium; backwardation suggests shorter DTE and defined risk.
eBay Inc. (EBAY) operates in the Consumer Discretionary sector and has actively traded listed options. IV Rank 85% is 31pp above the Consumer Discretionary sector median of 54%. EBAY premium selling setup.
EBAY Edge Score: 82/100 — one of today's strongest setups for premium selling.
Consider Put Credit Spread (defined risk) at 70d to earnings.
EBAY Build Trade →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 Put Credit Spread and build your trade.
Strategy
Flow & Events
Planned
Volatility smile & skew shifts
IV curve across expirations
Early assignment probability & alerts
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.
eBay Inc. shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 51.0% over 20 days versus a 35.8% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.82, indicating calming conditions relative to implied expectations. A Consumer Discretionary sector component tracked by VolRadar. For premium sellers tracking EBAY, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
EBAY has maintained a consistent volatility profile over the past 18 trading days. The RV ratio has held in a range of 1.35 to 1.38, with 0% of days in seller-favorable territory. Stable regimes can persist for weeks in consumer discretionary stocks, making EBAY a relatively predictable candidate for premium selling strategies during this period.
Based on current realized volatility, traders can expect EBAY to move approximately ±$3.32 (3.2%) per day and ±$7.42 (7.2%) over five trading days. At a stock price of $103.25, 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 EBAY point toward range-bound strategies like iron condor. Moderately calm conditions (ratio 0.82). Range-bound behavior favors iron condors. Iron Condor benefits from time decay while defining maximum risk on both sides — a structure that suits EBAY's current volatility profile where directional edge is limited but overall conditions are acceptable for premium collection.
Consumer discretionary names are tied to spending cycles and can show seasonal volatility patterns. EBAY is specifically a Consumer Discretionary sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks EBAY 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). See the disclaimer for the full risk and regulatory notice.
More about EBAY
eBay Inc. currently shows strong premium selling conditions with an RV Ratio of 0.82. 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.
eBay Inc.'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.
eBay Inc.'s 5-day expected move is ±7.2% (±$7.42 from $103.25). A wide expected range reflects elevated realized volatility. See the Expected Move page for strike placement guidance and probability analysis.
eBay Inc. currently shows a strong premium selling signal with an RV Ratio of 0.82. Realized volatility is below implied volatility, suggesting options may be overpriced relative to actual price movement.
eBay Inc.'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: 0.82.
eBay Inc.'s snapshot: IV Rank 85% (elevated premiums), VRP +8.2pp (options overpriced), RV Ratio 0.82 (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 eBay Inc.: 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 eBay Inc., 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.
An IV Rank of 85% means eBay Inc.'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.
eBay Inc.'s Volatility Risk Premium (VRP) is +8.2pp, 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.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Consumer Discretionary tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.
Daily setups from 500+ tickers — not just this one.
EOD-computed Edge Score, VRP, earnings gates. Built by a premium seller, for premium sellers.
ORATS + CBOE data · No spam · Unsubscribe anytime