See which stocks have the highest IV rank

What this recipe computes

• IV rank and IV percentile against each name’s own trailing year.
• 30-day implied volatility alongside the rank.
• Today’s option premium, so the board ranks names someone actually traded.

What it does not claim

• Rich is relative to the name’s own history, not to other names.
• No realized-volatility comparison is made — this dataset’s historical-volatility window is unspecified.
• A high rank is not a reason to sell, and a low one is not a reason to buy.

How to read it

1. Step 1

   Pick a direction

   Richest surfaces elevated vol; cheapest surfaces names trading near the bottom of their own range.

2. Step 2

   Read rank and IV30 together

   The same 30% IV can be rich for a quiet ETF and cheap for a name that moves 5% a day.

3. Step 3

   Open the symbol’s surface

   Vol Surface shows whether the level sits in the term structure or the smile.

Frequently asked questions

What is the difference between IV rank and IV percentile?

Rank places current IV between the year’s low and high. Percentile counts how many days sat below it. A name can rank high while spending most of the year higher still.

Why is a liquidity floor applied?

Without one the board fills with names carrying a stale vol reading and no real option trading, which is not a tradeable list.

Related glossary

• IV RankIV Rank places today’s implied volatility between its recent high and low so “expensive” or “cheap” is relative to that underlying’s history.
• IV crushIV crush is a sharp drop in implied volatility after uncertainty resolves, often after earnings. Premium can fall even when the stock moves your way.
• Option flowOption flow is the time-and-sales stream of options prints: contract, size, premium, and inferred aggressor side.

Related personas

• GEX and Options Flow for Volatility TradersVol traders live in regimes. GEX and IV set the weather; flow shows whether customers are paying for convexity or harvesting premium now.
• Options Flow for Options SellersSelling premium works until you short the strike the tape is attacking. Flow and walls help you see where demand is concentrated before you choose short strikes.
• Unusual Options Activity for Earnings TradersEarnings compress time: IV expands, strikes get loud, and bad filters get expensive. Rank unusual activity, then check whether flow sits in the event expiry.

Related recipes

• Vol surfaceSee whether options are rich or cheap on the surface before you sell or buy premium.
• Expected moveAnswer "how far is this name priced to move by Friday" without building a vol surface first.
• HV vs RVCatch the trap of treating vendor HV as realized vol before you compare IV to “realized.”