Space Exploration Technologies Corp.

Between 30 and 70 is the normal zone: recent gains and losses are roughly balanced, so this indicator says nothing unusual right now.

The 50-day average (149.18) is the typical price over the last ~10 weeks. Price below it means the medium-term trend is down: recent buyers are, on average, underwater.

Price is -40.5% from the 52-week high and +28.1% above the 52-week low. Mid-range for the year.

On an ordinary day this moves about 8.94 from high to low. A day that moves 2–3× this is unusual and usually has a specific cause (earnings, news, a forced flow).

Within 2 standard deviations of its 20-day average: price is not statistically stretched in either direction.

How much the price has actually been moving, annualized. 74% means roughly ±4.6% on a typical day. Volatility is rising: the last month has been rougher than the last three.

Normal participation.

The options market's own forecast of how much this will move, annualized. It is set by what people pay for options: higher prices = higher expected movement. 60% means the market expects moves of roughly ±3.8% on a typical day.

The one-standard-deviation range the options market is pricing: about a 68% chance the stock is between $110 and $159 at that expiry, about a 32% chance it is outside. This is a price, not a prediction; the market is often wrong, in both directions.

Options are priced for less movement than the stock has actually been showing. Options are "cheap" relative to recent behavior: buyers get more coverage per dollar; sellers are under-compensated if the choppiness continues.

Open interest = contracts currently held. Puts and calls are held in roughly equal size: no strong lean.

The strikes where the most contracts sit. Dealers who sold those options hedge around them, which tends to slow price down near these levels ("call wall" above, "put wall" below). Not a ceiling or floor, just where hedging friction concentrates.

Puts and calls equidistant from the price cost about the same: no strong fear or greed premium either way.

Take the 5-day option's variance (70% IV) and subtract the everyday variance implied by the 103-day option (58% IV). What is left is the one-off jump the market is charging for inside that window, i.e. the 2026-10-20 earnings report: a one-standard-deviation move of about ±4.6% (±$6.18).

Today's 30-day implied vol (60.0%) is higher than 86% of the sessions we have logged (range 1.6%–58.7%). Options are expensive by this stock's own recent standard. Only 15 sessions logged so far; treat this as a sketch until there are ~30.

How today's gap between what options charge (60% IV) and what the stock actually moved (74% realized) compares with the logged sessions. High = options have rarely been this expensive relative to real movement; low = rarely this cheap.

Skew = how much more a 5%-below put costs than a 5%-above call, in vol points (today -0.8). A high percentile means downside protection is unusually dear right now; a low one means upside bets are unusually dear.