Bear Put Spreads Below the 200-Day
Bear Put Spread15 trades pass on SKYD
- Return on risk
- 20.5% to 233.3%
- Probability of profit
- 36.6% to 76.2%
Paramount Skydance Corp · Communication
As of the close on . In the app, data is refreshed intraday.
SKYD closed at $8.89 on Oct 7, 2026 with 30-day implied volatility of 61.2%. That is near the bottom of its one-year range (IV rank 21), so options on SKYD are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 73% of the past year's readings. Options expiring Nov 6 (30 days out) price a one standard deviation move of about $1.56, or 17.5%.
The price is below both its 50-day (-10.9%) and 200-day (-15.3%) moving averages. It is 52.0% below its 52-week high and 13.8% above its 52-week low. The 14-day RSI of 36.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.60, about 6.7% of the price, a measure of a typical day's range.
Option volume at the close (146K contracts) was 2.9x its average, far busier than usual. A beta of 0.64 means SKYD has tended to move about 0.6 times as much as the broad market. 4 of our preset screens found trades on SKYD at the close, led by Bear Put Spreads Below the 200-Day with 15 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, 20262 days | 68.1% | ±$0.45 (5.0%) | $8.44 to $9.34 | $0.37 |
| Nov 6, 202630 days | 61.2% | ±$1.56 (17.5%) | $7.33 to $10.45 | $1.25 |
| Dec 18, 202672 days | 66.9% | ±$2.64 (29.7%) | $6.25 to $11.53 | $2.11 |
| Jan 15, 2027100 days | 60.2% | ±$2.80 (31.5%) | $6.09 to $11.69 | $2.22 |
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 SKYD 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.
15 trades pass on SKYD
7 trades pass on SKYD
2 trades pass on SKYD
2 trades pass on SKYD
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.