IV Screener
Find unusual volatility, narrow the list, and inspect the price and IV history behind each name.
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All symbols that pass your filters. Select a symbol to inspect it.
What do these metrics mean?
- 30-day IV
- Annualized at-the-money implied volatility for a 30-day horizon. This is not the expected percentage move over 30 days.
- IV rank
- Position between the lowest and highest IV in the trailing 252 sessions, on a 0–100 scale. Requires 120 readings.
- IV / realized
- 30-day implied volatility divided by realized volatility over 21 sessions. Above 1 means implied exceeds recent realized volatility.
- IV change · 1d
- Change from exactly one trading session earlier, in volatility points. Rising IV does not imply a rising stock price.
- Options volume
- Contracts traded across the symbol in the dated volume archive. Missing volume is unknown, not zero; volume alone does not establish execution liquidity.
- Earnings
- Known reports from the data date through five weekdays ahead. Not flagged means no report appears in this limited calendar window.
- Stock price
- Latest underlying closing price.
- Realized · 21d
- Annualized standard deviation of the last 21 daily log returns.
- Realized · 63d
- Annualized standard deviation of the last 63 daily log returns.
- IV percentile
- Percentage of earlier IV readings in the trailing window below the current IV. This differs from IV rank.
- IV change · 5d
- IV change from exactly five sessions earlier, in volatility points.
- IV change · 21d
- IV change from exactly 21 sessions earlier, in volatility points.
- Stock return · 21d
- Underlying price change over 21 trading sessions.
- Premium traded
- Total option premium traded in the dated archive, not premium earned by a strategy.
- IV observations
- Number of option closing prices used to construct the IV reading. This is not a count of historical trading days.
Snapshot: Oct 23, 2026. Options volume: Oct 23, 2026. “Not flagged” covers only the loaded earnings window. Older IV appears only when you allow it; current comparisons remain unavailable.
Context behind the screen
Market context: how today compares with the broader record
The history below uses current IV from 6+ option prices, stock prices of $5+, and available realized volatility. It omits the options-volume filter because that archive is younger. The summary at the top applies the volume filter and describes the default screen.
On Oct 23, 2026, the historical series covered 874 symbols, with median IV of 47.6% and median realized volatility of 35.8%. 85% had IV above recent realized volatility.
Historical study: what volatility followed each condition?
The study compares each IV estimate with realized volatility over the following 21 trading sessions. Positive “IV − future realized” means the subsequent volatility was lower than the starting estimate. It does not measure option-selling profit: contract selection, hedging, spreads and costs are absent.
The record spans Oct 25, 2024–Sep 24, 2026 by observation start date. Windows overlap, and symbols share market events. The counts below report symbol-days and distinct start dates; they do not establish statistical independence.
| Starting condition | IV − future realized | Realized below IV | Symbol-days | Start dates |
|---|---|---|---|---|
| Highest IV / realized decile | +7.6 pts | 71% | 42,308 | 479 |
| Lowest IV / realized decile | +2.6 pts | 61% | 42,734 | 479 |
| All qualifying symbol-days | +3.7 pts | 65% | 425,314 | 479 |
See every decile, IV-rank group and large IV change
| Starting condition | IV − future realized | Realized below IV | Symbol-days | Start dates |
|---|---|---|---|---|
| IV / realized decile 10 | +7.6 pts | 71% | 42,308 | 479 |
| IV / realized decile 9 | +5.0 pts | 68% | 42,563 | 479 |
| IV / realized decile 8 | +4.2 pts | 67% | 42,518 | 479 |
| IV / realized decile 7 | +3.8 pts | 66% | 42,548 | 479 |
| IV / realized decile 6 | +3.4 pts | 65% | 42,604 | 479 |
| IV / realized decile 5 | +3.4 pts | 65% | 42,460 | 479 |
| IV / realized decile 4 | +3.1 pts | 64% | 42,498 | 479 |
| IV / realized decile 3 | +2.9 pts | 62% | 42,568 | 479 |
| IV / realized decile 2 | +2.9 pts | 62% | 42,513 | 479 |
| IV / realized decile 1 | +2.6 pts | 61% | 42,734 | 479 |
| Starting condition | IV − future realized | Realized below IV | Symbol-days | Start dates |
|---|---|---|---|---|
| IV rank 80–100 | +9.2 pts | 71% | 13,635 | 353 |
| IV rank 60–80 (upper bound excluded) | +6.7 pts | 71% | 32,764 | 360 |
| IV rank 40–60 (upper bound excluded) | +5.6 pts | 70% | 71,267 | 360 |
| IV rank 20–40 (upper bound excluded) | +4.6 pts | 71% | 113,692 | 360 |
| IV rank 0–20 (upper bound excluded) | +3.1 pts | 67% | 82,132 | 360 |
| Starting condition | IV − future realized | Realized below IV | Symbol-days | Start dates |
|---|---|---|---|---|
| One-session IV rise ≥ 10 pts | +16.4 pts | 78% | 11,695 | 476 |
| One-session IV fall ≥ 10 pts | +4.3 pts | 61% | 14,657 | 477 |
| All qualifying symbol-days | +3.7 pts | 65% | 425,314 | 479 |
The gap is a median; “realized below IV” is a share of symbol-days. Each date's ratios are ranked across the qualifying symbols on that date. IV rank groups need 120 readings and begin later, so their calendar coverage differs from the all-days baseline. Eligibility requires 6+ option price observations and an underlying price of $5+; the volume filter is omitted. This short historical sample does not establish a durable trading advantage.
Sources, calculation rules and coverage
IV and realized volatility
The site estimates 30-day at-the-money IV from daily option closing trades, using Black–Scholes, the interest rate and trailing dividend yield. Closing trades can be old within the session; the number of contributing prices is shown in symbol details. Realized volatility is the sample standard deviation of daily log returns over 21 or 63 sessions, annualized by √252, using split-adjusted closes.
Rank and changes
IV rank places the current estimate between the minimum and maximum of the trailing 252 sessions. IV percentile counts earlier readings below it. Both require 120 available readings. Changes compare with exactly 1, 5 or 21 sessions earlier; a missing input leaves the result blank.
Default pool and missing data
Default: current IV from 6+ option prices, underlying price $5+, and observed options volume of 200+ contracts dated Oct 23, 2026. Missing volume is unknown. Older IV can be inspected with its actual date; current ratios, ranks and changes are left unavailable. The same default pool supplies the summary cards and the screener.
Earnings and historical coverage
The loaded calendar flags known reports from the snapshot date through five weekdays ahead, and the previous five trading sessions. Forward weekday counts do not adjust for holidays. Unflagged symbols may have reports outside the loaded window or other events. The historical study uses the available IV files for the covered universe and omits the newer volume filter.
Sources: daily option bars from a market data vendor, site-calculated IV, split-adjusted underlying closes, the option-volume archive and the earnings calendar. Download the symbol snapshot or the summary and study.
How is IV rank different from IV percentile?
IV rank places the current estimate between its trailing minimum and maximum, on a 0–100 scale. IV percentile measures the share of earlier readings below it. A single large spike can push rank down while percentile stays high. Both here use a window of up to 252 sessions and require 120 available readings.
Why did a symbol disappear when I searched for it?
Search keeps the active filters. A matching symbol outside those rules appears below the results with an explanation, such as missing current volume, an older IV reading or a rank outside the selected range. You can inspect it without changing the screen.
Does high IV mean options are mispriced?
High IV describes the amount of volatility reflected in the estimate. Earnings or another event may explain it. IV above trailing realized volatility compares a forward-looking estimate with recent movement; it does not establish an exploitable pricing error or an options strategy’s return.