Reading IV Screener
Filter covered option underlyings by IV and regime measures.
Events, short expiries, wide spreads, stale LTPs and sparse history can create apparent extremes.
- Filter by universe and expiry before comparing call, put and ATM implied volatility.
- Read IV rank and percentile against their displayed historical reference.
- Check traded volume, OI, expiry distance and quote quality for shortlisted contracts.
