Breakouts with inexpensive options
Which price breakouts coincide with relatively inexpensive option volatility?
Upward and downward price-range breaks with a separate premium-value condition. Calls and puts are identified by the breakout direction; expiry and trading costs still matter. Data through close. Descriptive only, not a recommendation.
At a glance
Results unavailable: The research publication and this page have different dates. Results are withheld until they agree. This is not a zero-match result.
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Screens describe what the data shows after the close. They are not trade recommendations; see the disclaimer and the methodology.