Monthly Data Report · June 2026

Monthly IV Report: June 2026 — Highest IV Rank Stocks & Volatility Statistics

Data as of 2026-06-18 · Universe: 1159 liquid optionable US stocks · Source: ORATS

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 2026-06-19. How we research →

According to ApexVol data as of 2026-06-18, the median IV rank across 1159 liquid optionable US stocks is 65.0, with 42.3% of names showing an IV rank above 70 and 16.6% below 30. ACI tops the high-IV-rank list at 100.0 (30-day implied volatility of 38.9%), and the median 30-day implied volatility across the universe is 50.2%.

65.0
Median IV Rank
42.3%
Names with IV Rank > 70
16.6%
Names with IV Rank < 30
50.2%
Median 30-Day IV

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.

# Ticker IV Rank 30d IV Price
1 ACI 100.0 38.9% $14.41
2 ACLS 100.0 78.0% $175.45
3 ACMR 100.0 107.1% $96.19
4 ADI 100.0 49.5% $414.45
5 ALGM 100.0 83.7% $53.98
6 AMAT 100.0 71.4% $592.92
7 BIRK 100.0 66.8% $46.95
8 CBOE 100.0 40.6% $254.69
9 CHTR 100.0 53.7% $132.0
10 CTAS 100.0 31.1% $169.64

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.

# Ticker IV Rank 30d IV Price
1 TMF 0.0 21.8% $35.86
2 TLT 0.0 8.4% $86.33
3 ROKU 0.0 21.7% $137.29
4 PK 0.0 31.9% $14.5
5 PAYO 0.0 11.0% $7.02
6 HUN 0.0 55.9% $12.73
7 EXE 0.0 29.2% $87.46
8 CRVS 0.0 73.3% $12.0
9 TBT 1.0 16.9% $35.08
10 NVO 1.0 34.9% $43.52

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 TENX +193.7 pts 257.5% 63.8% 99.0
2 STRC +193.5 pts 222.6% 29.1% 99.0
3 CGON +64.8 pts 121.3% 56.5% 97.0
4 DFTX +58.0 pts 126.3% 68.3% 93.0
5 CING +44.4 pts 204.0% 159.6% 31.0
6 MESO +43.8 pts 84.2% 40.4% 71.0
7 RLAY +43.7 pts 130.0% 86.3% 52.0
8 FRMI +42.0 pts 159.2% 117.2% 63.0
9 CBRG +41.0 pts 216.4% 175.5% 50.0
10 ERII +33.7 pts 86.9% 53.1% 99.0

Cite This Report

All statistics on this page are free to cite with attribution. Suggested citation:

ApexVol Research. "Monthly IV Report: June 2026." ApexVol, 2026-06-19. https://apexvol.com/reports/iv-report-june-2026

Journalists and newsletter writers: you may reproduce individual tables with a link back to this page.

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 — 1159 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.

Track These Numbers Live

This report is a monthly snapshot. ApexVol tracks IV rank, vol risk premium, and expected earnings moves in real time across 5,500+ stocks.

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