Weekly data bulletin · Series E — Volatility changes

Biggest IV Movers This Week

According to ApexVol data as of 2026-07-17, comparing against the 2026-07-10 snapshot: ANNX posted the week's biggest volatility spike, its IV rank jumping +91.0 points to 94.0 (30-day IV 165.9% → 194.3%). BMNU saw the deepest crush, -85.0 rank points to 13.0. Across 1149 liquid names, 153 spiked 20+ IV-rank points week-over-week and 100 crushed 20+. IV moves for a reason — check for earnings, FDA dates or M&A before trading these.

Data as of 2026-07-17 Compared to 2026-07-10 Universe 1149 liquid names Source ORATS Cadence Weekly · Mon
+91.0
Biggest spike (ANNX), IV-rank pts
-85.0
Deepest crush (BMNU), IV-rank pts
153
Names spiking 20+ pts
100
Names crushing 20+ pts
Exhibit 01

Spikes Right, Crushes Left

The biggest week-over-week changes in 1-year IV rank across 1149 liquid US stocks, both directions in one table. IV moves for a reason — check each name for earnings, trial readouts or deal news before trading the change.

EX.01 IV-rank movers 2026-07-10 → 2026-07-17
# Ticker Δ IV rank Crush ← · → Spike IV rank 30d IV 1-wk chg Sector
01 ANNX +91 3 → 94 165.9% → 194.3% -0.2% Healthcare
02 TOYO +90 10 → 100 116.3% → 235.3% -13.6%
03 ECHO +85 11 → 96 58.6% → 62.8% -4.0%
04 BMNU -85 98 → 13 156.3% → 159.9% +6.7%
05 YUMC +82 17 → 99 29.9% → 34.8% +1.9% C. Cyclical
06 PPL +81 15 → 96 21.8% → 22.4% +0.3% Utilities
07 RAM +78 22 → 100 185.9% → 205.8% -32.7%
08 CIA +77 15 → 92 126.9% → 137.0% -5.1% Financials
09 PENN -75 83 → 8 51.2% → 56.4% +0.7% C. Cyclical
10 SYM -71 76 → 5 90.5% → 90.0% -5.3% Industrials
11 CALM +69 21 → 90 40.1% → 43.0% +0.1% C. Defensive
12 VIX +69 2 → 71 80.5% → 98.3% +15.6% Volatility
13 EQX -65 98 → 33 63.4% → 64.0% -11.6% Materials
14 GFL +64 30 → 94 36.1% → 41.6% -1.5% Industrials
15 IEI +64 29 → 93 3.7% → 4.2% +0.2%
16 TZA -63 90 → 27 69.0% → 66.3% +1.9%
17 XNDU +62 13 → 75 131.3% → 152.8% -10.2%
18 ALLT -61 62 → 1 76.0% → 64.7% -5.5% Technology
19 TGTX -60 79 → 19 63.1% → 66.9% -3.8% Healthcare
20 QTTB -58 99 → 41 178.7% → 110.4% +34.3%
21 XHB -57 74 → 17 32.1% → 30.7% -0.3% C. Cyclical
22 CHYM -56 61 → 5 71.5% → 72.5% +6.5% Financials
23 AUR -54 98 → 44 83.4% → 80.5% -5.2% Technology
24 VNET -54 74 → 20 84.6% → 87.8% -7.5% Technology
Note — Δ IV rank = change in 1-year IV percentile between the 2026-07-10 and 2026-07-17 snapshots; bars scale each change against the week's largest. Changes under 5 points are treated as noise and excluded. Source: ORATS, as of 2026-07-17.
Exhibit notes

Methodology

Source
ORATS live + historical cores
Comparison
2026-07-10 snapshot
Universe
1149 liquid optionable names
Noise floor
±5 IV-rank points

Both snapshots come from ORATS: the current read from the live cores feed, the prior week from ORATS historical cores for 2026-07-10. Universe: liquid optionable US names (price above $5, 20-day average options volume of at least 1,000 contracts). IV rank (1-year IV percentile) is compared point-in-time to point-in-time; the table shows the 24 largest absolute changes, both directions, with drift under 5 points excluded as noise. A spike usually means a catalyst has appeared on the calendar; a crush usually means one has passed — see IV crush. Generated every Monday before the US open.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-07-17. How we research →
Citation

Cite This Data

ApexVol Research. “Biggest IV Movers This Week (Jul 17 – 23, 2026).” ApexVol, 2026-07-17. https://apexvol.com/reports/iv-movers-this-week
Free to cite with attribution · page refreshes weekly — cite the week label for reproducibility
FAQ

Frequently Asked Questions

As of 2026-07-17, the biggest implied volatility movers versus the 2026-07-10 snapshot are ANNX, TOYO, ECHO. The full spike-and-crush table refreshes every Monday.
IV rises when the options market starts paying up for future movement — most commonly ahead of a scheduled catalyst (earnings, FDA decisions, court rulings, product events) or after an unscheduled shock (M&A news, guidance cuts, macro stress). A spike is information, not a signal by itself: it usually means an event is now on the calendar or the market has repriced the stock's risk.
A crush usually means the awaited event has passed and the uncertainty premium has deflated — the trade that profits from it (selling premium before the event) is already over. Post-crush, option prices are cheaper for directional buyers, but often for good reason: the catalyst is gone. Comparing post-crush IV against realized volatility tells you whether the deflation overshot.
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