Cash-Secured Put Entries on Mega Caps
Cash-Secured Put7 trades pass on KLAC
- Annualized return
- 9.7% to 41.1%
- Probability of profit
- 75.9% to 93.2%
Kla Corp · Industrials
As of the close on . In the app, data is refreshed intraday.
KLAC closed at $200.33 on Oct 1, 2026 with 30-day implied volatility of 63.3%. That is in the lower half of its one-year range (IV rank 42), so premiums are on the modest side for KLAC. Measured by IV percentile, IV is higher than 80% of the past year's readings. Options expiring Oct 30 (29 days out) price a one standard deviation move of about $35.72, or 17.8%.
The price is above its 50-day moving average (+6.9%) but still below its 200-day (-81.1%). It is 91.7% below its 52-week high and 19.7% above its 52-week low. The 14-day RSI of 56.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $8.52, about 4.3% of the price, a measure of a typical day's range.
Option volume at the close (17.4K contracts) was 1.1x its average, close to normal. A beta of 2.08 means KLAC has tended to move about 2.1 times as much as the broad market. 1 of our preset screen found trades on KLAC at the close, led by Cash-Secured Put Entries on Mega Caps with 7 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 9, 20268 days | 51.0% | ±$15.12 (7.5%) | $185.21 to $215.45 | $12.05 |
| Oct 30, 202629 days | 63.3% | ±$35.72 (17.8%) | $164.61 to $236.05 | $28.40 |
| Nov 20, 202650 days | 61.1% | ±$45.30 (22.6%) | $155.03 to $245.63 | $35.95 |
| Dec 18, 202678 days | 59.4% | ±$55.02 (27.5%) | $145.31 to $255.35 | $43.55 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for KLAC from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
7 trades pass on KLAC
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.