Reports
The month,
in volatility.
A point-in-time snapshot of the US equity options market every month: the highest and lowest IV-rank names, the richest IV-against-HV spreads and the largest expected earnings moves, computed from the full feed and filtered to liquid names.
The reports
Newest first,
dated.
Each card carries the median IV rank for the month and the share of the universe above rank 70.
Every number is market data from the full universe of the feed, filtered to liquid optionable names; nothing is simulated or estimated. Journalists, newsletter writers and researchers may cite any statistic with a link back to the report. New to the metrics? Start with the implied volatility guide and the IV rank against percentile explainer.
The screen
behind the report.
The Options Screener ranks the whole market by IV rank, VRP and expected move every session, which is where each report starts. A free account runs it on AAPL with no card.
Real market data, not a sandbox. Open the screener.