Out of 3644 listed products, 2256 (62%) are trading with 30day at-the-money Implied Volatilities lower on the day. Among the most liquid products, the large ivol drops include FFIV (44.4% IV -16pts, post earnings), NOK (42.7% IV -15pts, post earnings), CA (26.9% IV -11 pts, post earnigns) and even TZOO (83.1% IV -11pts despite a selloff of 33%). Broad market benchmark SP500 index 30day ATM IV is at 14.7%, a decrease of -1.6 points as the index trades near $1346.35, up 1.50%.

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