Monthly IV Reports
Citable, real-data volatility statistics published every month: the highest and lowest IV-rank stocks, the richest IV-vs-HV spreads, and the biggest expected earnings moves — all from ORATS institutional data.
This Week's Data
Weekly Volatility Report
US options market volatility this week: median IV rank 71.0 across 1149 liquid stocks, 51.1% above rank 70, 58 names at 1-year IV highs. Full distribution + sector data, updated Mondays.
Highest IV Stocks This Week
The 15 highest IV-rank stocks this week, led by NEBX (303.3% 30-day IV). Median IV rank 71.0 across 1149 liquid names. Real ORATS data, updated every Monday.
Lowest IV Stocks This Week
The 15 lowest IV-rank stocks this week, led by CRNX (11.9% 30-day IV, IV rank 0.0). Cheapest options premium among 1149 liquid names — real ORATS data, updated Mondays.
Biggest IV Movers This Week
This week's biggest implied volatility movers: ANNX +91.0 IV-rank points, BMNU -85.0. Week-over-week IV changes across 1149 liquid stocks, updated Mondays.
Biggest Expected Earnings Moves This Week
The biggest expected earnings moves for Jul 17 – 23, 2026: FRMM tops the list at ±27.1% implied. Implied vs historical moves for 20 liquid names — real ORATS data.
Earnings Straddle Scorecard — Last Week
Last week's biggest earnings moves, scored vs implied: AEHR +21.9% actual vs ±22.1% implied. Straddle breakeven beaten on 10 of 20 reports. Real ORATS data, updated Mondays.
Monthly IV Report: July 2026 — Highest IV Rank Stocks & Volatility Statistics
July 2026 implied volatility report: median IV rank 67.0 across 1181 liquid US stocks, 46.1% above IV rank 70. Top 10 highest and lowest IV-rank names, IV vs HV spreads, and biggest expected earnings moves — real ORATS data.
Monthly IV Report: June 2026 — Highest IV Rank Stocks & Volatility Statistics
June 2026 implied volatility report: median IV rank 65.0 across 1159 liquid US stocks, 42.3% above IV rank 70. Top 10 highest and lowest IV-rank names, IV vs HV spreads, and biggest expected earnings moves — real ORATS data.
About These Reports
Each report is a point-in-time snapshot of the US equity options market, computed from the full ORATS universe filtered to liquid optionable names. Every number is real market data — nothing is simulated or estimated. Journalists, newsletter writers, and researchers are free to cite any statistic with a link back to the report. New to the metrics? Start with our implied volatility guide and IV rank vs percentile explainer.