›››
Loading...
Loading...
No strategies meet current entry criteria.
PulteGroup (PHM) operates in the Consumer Discretionary sector and has actively traded listed options. IV Rank 25% is 11pp below the Consumer Discretionary sector median of 36%. See Walls for support and resistance levels.
PHM Edge Score: 69/100 — data coverage is strong, but current trading conditions are unfavorable.
Multiple signals are unfavorable. The best trade today might be no trade.
See full analysis →PHM 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 (38.1%, OHLC-based) captures intraday volatility, while ORATS RV (35.3%, close-to-close) uses only closing prices. For PHM, YZ is higher — suggesting significant intraday movement not captured in closing prices. VRP is computed using ORATS RV to match the IV source. Gap: 2.8pp. 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.
PulteGroup shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 38.1% over 20 days versus a 33.0% 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 PHM, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
VolRadar has tracked PHM for 18 trading days in this period. The RV ratio ranged between 0.93 and 1.08, with 28% of sessions showing favorable premium selling conditions.
Based on current realized volatility, traders can expect PHM to move approximately ±$2.83 (2.4%) per day and ±$6.32 (5.4%) over five trading days. At a stock price of $117.61, 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 PHM 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 PHM'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. PHM 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 PHM 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 PHM
PulteGroup currently shows a weak premium selling signal. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
PulteGroup's IV Rank is 25%, indicating relatively cheap options. While premiums are thinner, low IV can present opportunities for option buyers or for sellers who focus on probability rather than absolute premium. See the IV Analysis page for detailed breakdown.
PulteGroup's 5-day expected move is ±5.4% (±$6.32 from $117.61). A wide expected range reflects elevated realized volatility. See the Expected Move page for strike placement guidance and probability analysis.
PulteGroup currently shows a weak premium selling signal because multiple factors are unfavorable. Consider waiting for conditions to improve.
PulteGroup'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.
PulteGroup's snapshot: IV Rank 25% (low premiums), VRP +7.6pp (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 PulteGroup: 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 PulteGroup, current conditions require careful selection — check the signal strength before entering positions — 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.
PulteGroup's Volatility Risk Premium (VRP) is +7.6pp, 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, PulteGroup has a 1-day expected move of ±$2.83 (±2.4%) and a 5-day expected move of ±$6.32 (±5.4%). This means the stock is expected to trade between $111 and $124 over the next week with approximately 68% probability.
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.