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Current ROST options analysis: Weak Signal for Selling premium on ROST. This ROST options page updates daily with IV rank, VRP, expected move, and strategy picks.
No strategies meet current entry criteria.
Ross Stores Inc. (ROST) operates in the Consumer Discretionary sector and has actively traded listed options. IV Rank 74% is 35pp above the Consumer Discretionary sector median of 39%. ROST put/call walls.
ROST Edge Score: 83/100 — data coverage is strong, but current trading conditions are unfavorable.
No strategies meet entry criteria. Consider waiting for better conditions.
ROST See full analysis →ROST conditions are unfavorable — but other tickers may have edge today
ROST’s setup is weak today. The Scanner surfaces S&P 500 tickers with positive VRP, high IV Rank, or active earnings crush — check those before forcing a trade on ROST.
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.
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.
Ross Stores Inc. shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 21.0% over 20 days versus a 18.7% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.72, indicating calming conditions relative to implied expectations. A Consumer Discretionary sector component tracked by VolRadar. For premium sellers tracking ROST, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
VolRadar has tracked ROST for 18 trading days in this period. The RV ratio ranged between 1.08 and 1.21, with 0% of sessions showing favorable premium selling conditions.
Based on current realized volatility, traders can expect ROST to move approximately ±$3.00 (1.3%) per day and ±$6.71 (3.0%) over five trading days. At a stock price of $226.72, 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 ROST point toward range-bound strategies like iron condor. Moderately calm conditions (ratio 0.72). Range-bound behavior favors iron condors. Iron Condor benefits from time decay while defining maximum risk on both sides — a structure that suits ROST'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. ROST 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 ROST 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 ROST
Ross Stores Inc. 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.
Ross Stores Inc.'s IV Rank is 74%, 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.
VolRadar tracks Ross Stores Inc. 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.
Ross Stores Inc. currently shows a weak premium selling signal because multiple factors are unfavorable. Consider waiting for conditions to improve.
Ross Stores 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: 0.72.
Ross Stores Inc.'s snapshot: IV Rank 74% (elevated premiums), VRP +10.3pp (options overpriced), RV Ratio 0.72 (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 Ross Stores 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 Ross Stores Inc., 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.
An IV Rank of 74% means Ross Stores 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.
Ross Stores Inc.'s Volatility Risk Premium (VRP) is +10.3pp, 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.
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