With rising volatility expectations, even the prices of the cheapest options in the market are rising. The number of stocks that have options with a value ratio above 1 is getting larger within decile 1 which holds the stocks with the cheapest options relative to their value. Make sure you do your homework before taking a trade. There are stocks on this list that have cheap options for a fundamental reason.
| Ticker | Close | Strike | Straddle Ask | Straddle Value | Value Ratio |
|---|---|---|---|---|---|
| WMGI | 30.52 | 30.00 | 1.25 | 2.86 | 0.437 |
| AMAG | 13.08 | 13.00 | 1.15 | 2.56 | 0.449 |
| VAR | 171.84 | 170.00 | 8.35 | 15.82 | 0.528 |
| KDP | 27.67 | 28.00 | 2.65 | 4.98 | 0.532 |
| PCG | 9.94 | 10.00 | 1.45 | 2.46 | 0.589 |
| XP | 42.09 | 40.00 | 7.65 | 12.09 | 0.633 |
| ACIA | 67.41 | 65.00 | 6.20 | 9.74 | 0.636 |
| INMD | 37.80 | 40.00 | 7.60 | 10.86 | 0.700 |
| SDC | 11.48 | 11.00 | 2.96 | 3.65 | 0.810 |
| STNE | 54.30 | 55.00 | 10.20 | 12.56 | 0.812 |
| COOP | 23.95 | 25.00 | 4.55 | 5.55 | 0.819 |
| ALNY | 142.00 | 140.00 | 19.80 | 24.11 | 0.821 |
| DOW | 48.58 | 47.50 | 6.20 | 7.52 | 0.824 |
| BILL | 101.84 | 100.00 | 22.30 | 27.01 | 0.826 |
| PD | 28.13 | 30.00 | 5.25 | 6.35 | 0.827 |
| ACMR | 75.92 | 75.00 | 20.90 | 25.01 | 0.836 |
| CRWD | 144.88 | 145.00 | 24.85 | 29.63 | 0.839 |
| GRWG | 16.18 | 15.00 | 4.45 | 5.28 | 0.843 |
| RH | 379.36 | 380.00 | 62.60 | 73.80 | 0.848 |
| WORK | 28.28 | 28.00 | 4.63 | 5.31 | 0.872 |
| BYND | 175.49 | 175.00 | 41.25 | 47.21 | 0.874 |
| CRNC | 50.00 | 50.00 | 11.20 | 12.78 | 0.876 |
| ONEM | 29.22 | 30.00 | 6.70 | 7.61 | 0.881 |
| MAXR | 26.36 | 25.00 | 6.60 | 7.44 | 0.888 |
| DELL | 68.21 | 67.50 | 8.00 | 8.96 | 0.893 |
| ROKU | 204.16 | 205.00 | 43.00 | 48.04 | 0.895 |
| PAGS | 38.78 | 40.00 | 6.80 | 7.57 | 0.899 |
| SMAR | 49.68 | 50.00 | 7.70 | 8.54 | 0.901 |
| CTVA | 30.11 | 30.00 | 3.75 | 4.16 | 0.902 |
| CAG | 37.10 | 37.00 | 3.20 | 3.51 | 0.912 |
| CHNG | 14.92 | 15.00 | 2.58 | 2.83 | 0.913 |
| PLAN | 62.57 | 62.50 | 10.30 | 11.28 | 0.913 |
| IAA | 53.40 | 55.00 | 7.65 | 8.34 | 0.917 |
| MDLA | 28.05 | 30.00 | 5.35 | 5.83 | 0.917 |
| UBER | 37.14 | 37.00 | 6.25 | 6.82 | 0.917 |
| DOMO | 37.31 | 37.00 | 8.00 | 8.60 | 0.930 |
| PING | 32.73 | 35.00 | 6.95 | 7.42 | 0.937 |
| MU | 47.60 | 47.50 | 6.25 | 6.67 | 0.938 |
| CIEN | 41.36 | 41.00 | 4.58 | 4.86 | 0.942 |
| MDB | 238.69 | 240.00 | 39.50 | 41.71 | 0.947 |
| KR | 34.53 | 35.00 | 3.06 | 3.23 | 0.948 |
| PS | 16.55 | 17.50 | 3.45 | 3.56 | 0.970 |
| ZUO | 10.12 | 10.00 | 1.90 | 1.94 | 0.978 |
| DLTR | 89.98 | 90.00 | 8.75 | 8.94 | 0.979 |
| NWL | 17.60 | 18.00 | 2.40 | 2.44 | 0.984 |
| AVTR | 23.47 | 22.50 | 3.80 | 3.85 | 0.986 |
| NRZ | 8.34 | 8.00 | 1.23 | 1.25 | 0.986 |
| ESTC | 113.52 | 115.00 | 18.40 | 18.63 | 0.988 |
| CGC | 14.94 | 15.00 | 3.30 | 3.33 | 0.990 |
| DG | 213.19 | 210.00 | 16.00 | 16.16 | 0.990 |
| LIN | 235.09 | 240.00 | 21.70 | 21.89 | 0.991 |
| MGP | 28.17 | 30.00 | 3.20 | 3.23 | 0.991 |
| DT | 39.89 | 40.00 | 7.40 | 7.46 | 0.992 |
| TRTN | 38.19 | 40.00 | 5.25 | 5.28 | 0.995 |
| T | 28.67 | 29.00 | 2.11 | 2.11 | 0.999 |
| YETI | 48.45 | 47.50 | 8.95 | 8.93 | 1.002 |
| DKS | 62.13 | 60.00 | 8.80 | 8.74 | 1.007 |
| AVGO | 366.10 | 370.00 | 39.90 | 39.56 | 1.009 |
| HCI | 48.67 | 50.00 | 5.70 | 5.65 | 1.009 |
| CHWY | 57.52 | 60.00 | 10.90 | 10.77 | 1.012 |
| OKTA | 227.26 | 230.00 | 33.70 | 33.30 | 1.012 |
| IR | 36.91 | 35.00 | 4.60 | 4.54 | 1.013 |
| ATUS | 26.81 | 27.00 | 3.30 | 3.25 | 1.014 |
| EGO | 11.12 | 11.00 | 2.25 | 2.22 | 1.014 |
| FIVE | 130.04 | 130.00 | 17.70 | 17.44 | 1.015 |
| D | 80.09 | 80.00 | 6.00 | 5.89 | 1.018 |
| UNFI | 16.88 | 17.50 | 3.60 | 3.53 | 1.020 |
| AVAV | 63.55 | 65.00 | 8.80 | 8.62 | 1.021 |
| CARR | 32.08 | 32.00 | 4.50 | 4.40 | 1.023 |
| APPN | 67.71 | 70.00 | 13.20 | 12.89 | 1.024 |
| GIS | 62.68 | 62.50 | 4.50 | 4.38 | 1.027 |
| SAIC | 79.90 | 80.00 | 8.60 | 8.37 | 1.027 |
| ABBV | 87.93 | 87.50 | 7.75 | 7.53 | 1.029 |
| PPL | 28.44 | 28.00 | 2.35 | 2.28 | 1.030 |
| AMBA | 53.40 | 52.50 | 7.90 | 7.66 | 1.032 |
| MIC | 26.68 | 27.50 | 3.95 | 3.83 | 1.032 |
| WY | 29.73 | 30.00 | 3.50 | 3.39 | 1.032 |
| OTIS | 64.54 | 65.00 | 6.55 | 6.34 | 1.033 |
| SNX | 150.60 | 150.00 | 18.50 | 17.87 | 1.035 |
| VZ | 59.66 | 60.00 | 3.65 | 3.52 | 1.037 |
| BBY | 116.07 | 115.00 | 13.70 | 13.19 | 1.039 |
| PVG | 12.95 | 13.00 | 2.35 | 2.26 | 1.040 |
| VRM | 51.10 | 50.00 | 13.40 | 12.89 | 1.040 |
| CPB | 48.98 | 49.00 | 4.15 | 3.98 | 1.042 |
| ENB | 29.54 | 30.00 | 2.70 | 2.59 | 1.042 |
| PANW | 248.67 | 250.00 | 27.15 | 26.03 | 1.043 |
| TPX | 91.75 | 92.50 | 15.00 | 14.38 | 1.043 |
| TW | 57.56 | 60.00 | 7.45 | 7.13 | 1.046 |