Implied volatility screener
The IV Screener compares implied volatility levels and historical context across the available options universe. IV change and percentile measures help distinguish a contract's absolute volatility from how unusual that reading is within its reference period.
Check the lookback, expiry and liquidity before comparing candidates. IV percentile and IV rank use different calculations, and a high reading does not establish that an option is overpriced. Event risk, realised movement and execution costs matter before using the shortlist for a volatility trade.
What is IV percentile in options?
Where the current implied volatility sits within its own historical range — 90th percentile means IV is higher than 90% of its past readings. High percentile suggests rich volatility (selling candidates); low percentile suggests cheap (buying candidates), always relative to that contract's own history.
How do I find high IV stocks for option selling?
Set the IV percentile filter high (80+) and IV change modest — names structurally rich rather than mid-event. Verify with the underlying's realized movement: premium selling wants IV priced above what the stock actually delivers.
Related JustTicks tools: IV Dashboard, IV Vega Screener, Implied Volatility Analysis