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High IV rank screener

Find high IV rank stocks, the names where implied volatility is near the top of its own one-year range and option premium is richest, ranked for anyone who sells premium into elevated volatility.

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What it shows

Honest limitation: true IV rank needs about a year of daily implied-volatility history, and free data only exposes today's IV, so we accumulate one snapshot per name per day and IV rank fills in as that history builds. Until a stock has enough IV history, we fall back to a realized- volatility rank as a proxy. It is directionally right, but treat a brand-new name's IV rank as approximate rather than exact.

How it works

Because the free options feed only reports current implied volatility, IV rank cannot be backfilled from history the way price can. Instead the pipeline stores one at-the-money IV snapshot per stock per day and, once enough days have accrued, derives IV rank as where today's IV sits in that trailing-year window. For names still building history, a realized-volatility rank stands in as a proxy so the screen is useful now rather than a year from now.

How to use it

High IV rank tells you premium is rich, not which way the stock goes. Sellers pair it with a view: sell calls against strength, sell puts into support, and check whether the elevated volatility is just an earnings event you would rather avoid. Cross-reference the implied move earnings calendar so you are not accidentally short premium into a binary report. Read the concept in full in what is IV rank.

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FAQ

What are high IV rank stocks?
Names whose current implied volatility sits near the top of its own range over the past year. A high IV rank means options are pricing in more movement than usual for that stock, so premium is relatively rich, which is why premium sellers look for it.
Why screen for high implied volatility?
Because IV rank is what makes option premium rich or cheap. Sellers want to sell when IV rank is high to collect more premium for the same risk. Screening for high IV rank surfaces the names where selling premium pays best.
Is IV rank the same as implied volatility?
No. Implied volatility is a raw number that means little alone, since 40 percent is normal for one stock and extreme for another. IV rank puts it in context, from 0 to 100, against the same stock's one-year range. See the full explainer.