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Monthly data report
Highest IV Stocks September 2026: Monthly IV Report
One reading of the liquid US options market, taken at the start of the month: where implied volatility sits against its own year, and where it sits against what the stock actually delivered.
Data as of 2026-08-31. Universe: 1193 liquid optionable US stocks. Source: institutional options data.
According to ApexVol data as of 2026-08-31, the median IV rank across 1193 liquid optionable US stocks is 32.0, with 9.2% of names showing an IV rank above 70 and 47.8% below 30. AMGN tops the high-IV-rank list at 100.0 (30-day implied volatility of 33.2%), and the median 30-day implied volatility across the universe is 45.2%.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-09-01. How we research →
The rankings
Ten names
at each end.
Computed once at the start of the month and left alone, so the table you cite today reads the same next year. Every ticker links to its live page.
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 September 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 September 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 September 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 | ALMS | +132.7 pts | 208.5% | 75.8% | 90.0 |
| 2 | CLYM | +120.5 pts | 214.6% | 94.1% | 65.0 |
| 3 | RARE | +96.4 pts | 156.7% | 60.3% | 96.0 |
| 4 | PHVS | +79.1 pts | 137.1% | 58.0% | 79.0 |
| 5 | SLS | +71.2 pts | 181.9% | 110.7% | 87.0 |
| 6 | QURE | +63.3 pts | 112.5% | 49.2% | 45.0 |
| 7 | FRMM | +62.2 pts | 154.1% | 91.9% | 75.0 |
| 8 | VKTX | +58.3 pts | 105.1% | 46.8% | 100.0 |
| 9 | UVIX | +55.0 pts | 105.3% | 50.3% | 8.0 |
| 10 | PL | +52.5 pts | 111.9% | 59.4% | 19.0 |
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Provenance
Take the numbers.
Bring the link.
Every statistic on this page is free to cite with attribution. Journalists and newsletter writers may reproduce individual tables with a link back to this page.
Suggested citation
ApexVol Research. "Monthly IV Report: September 2026." ApexVol,
2026-09-01. https://apexvol.com/reports/iv-report-september-2026Methodology
Data source: our institutional data provider, the institutional options data provider that powers all ApexVol analytics. The universe is the full 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, giving 1193 stocks for September 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 earnings-dated straddle pricing. Statistics are computed once at the start of the month and are not updated intraday.
Keep reading
The same screen,
run live.
A snapshot once a month.
The screen runs every day.
These rankings come out of the Options Screener, which sorts the whole market by IV rank, vol risk premium and expected earnings move every session. A free account runs it on AAPL with no card.
Real market data, not a sandbox. Open the screener.