Monthly IV Report: June 2026 — Highest IV Rank Stocks & Volatility Statistics
Data as of 2026-06-05 · Universe: 1240 liquid optionable US stocks · Source: ORATS
According to ApexVol data as of 2026-06-05, the median IV rank across 1240 liquid optionable US stocks is 81.0, with 65.5% of names showing an IV rank above 70 and 8.5% below 30. AAOI tops the high-IV-rank list at 100.0 (30-day implied volatility of 147.1%), and the median 30-day implied volatility across the universe is 55.0%.
Top 10 Highest IV-Rank Stocks
According to ApexVol data, these are the 10 liquid US stocks with the highest 1-year IV percentile in June 2026 — options premium in these names is the richest relative to its own 12-month history.
Top 10 Lowest IV-Rank Stocks (Cheapest Volatility)
According to ApexVol data, options in these names are the cheapest relative to their own 12-month IV history in June 2026 — relevant for long-premium strategies like calendars, straddles, and protective puts.
Top 10 IV-vs-HV Spreads (Richest Vol Risk Premium)
According to ApexVol data, these stocks show the widest gap between 30-day implied volatility and 20-day realized volatility in June 2026 — the market is pricing substantially more movement than these names have recently delivered.
| # | Ticker | IV − HV Spread | 30d IV | 20d HV | IV Rank |
|---|---|---|---|---|---|
| 1 | CADL | +91.0 pts | 174.8% | 83.8% | 87.0 |
| 2 | DFTX | +87.7 pts | 149.0% | 61.3% | 98.0 |
| 3 | CGON | +73.1 pts | 133.6% | 60.5% | 100.0 |
| 4 | QURE | +71.4 pts | 174.9% | 103.5% | 85.0 |
| 5 | MSTZ | +63.0 pts | 200.8% | 137.8% | 99.0 |
| 6 | OCUL | +54.2 pts | 116.7% | 62.5% | 77.0 |
| 7 | ETHU | +54.0 pts | 129.6% | 75.6% | 25.0 |
| 8 | UVXY | +53.3 pts | 103.5% | 50.3% | 45.0 |
| 9 | CXDO | +52.5 pts | 126.3% | 73.8% | 95.0 |
| 10 | SNDQ | +51.6 pts | 206.5% | 154.9% | 71.0 |
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Methodology
Data source: ORATS, the institutional options data provider that powers all ApexVol analytics. The universe is the full ORATS US equity coverage filtered to liquid optionable names: share price above $5, a 20-day average options volume of at least 1,000 contracts, and valid implied volatility data — 1240 stocks for June 2026. IV rank (1-year IV percentile) measures where a stock's current 30-day implied volatility sits relative to its own range over the past 252 trading days: 100 means IV is at a 1-year high, 0 means a 1-year low. IV-vs-HV spreads compare 30-day implied volatility against 20-day realized (historical) volatility; implied earnings moves are derived from ORATS earnings-dated straddle pricing. Statistics are computed once at the start of the month and are not updated intraday.
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