Weekly data bulletin · Series F — Market

Weekly Volatility Report

According to ApexVol data as of 2026-07-17, the median IV rank across 1149 liquid optionable US stocks is 71.0 — up 4.0 points from 67.0 a week earlier. 51.1% of names sit above IV rank 70 while 16.1% sit below 30, and 58 names are at a 1-year IV high. VIX closed at 18.77 (+3.74 on the week). Technology is the hottest sector by median IV rank (90.0); Volatility is the quietest (34.0).

Data as of 2026-07-17 Universe 1149 liquid names VIX 18.77 +3.74 Source ORATS Cadence Weekly · Mon
71.0 +4.0
Median IV rank (WoW change)
51.1%
Names above IV rank 70
16.1%
Names below IV rank 30
58
Names at a 1-year IV high
Exhibit 01

Where the Market's IV Sits

Share of the 1149-name liquid universe in each IV-rank decile. Right-heavy means most stocks are near the top of their own 1-year volatility range; the blue bar holds the median name.

EX.01 IV-rank distribution Jul 17 – 23, 2026
Note — each bucket is a decile of 1-year IV percentile; labels show the share of the liquid universe in that decile (58 names sit at exactly 100). Source: ORATS, as of 2026-07-17.
Exhibit 02

Sector Volatility Ledger

Median IV rank and 30-day IV by sector, hottest first — classified names only.

EX.02 Sector medians Jul 17 – 23, 2026
# Sector Median IV rank Median 30d IV Names
01 Technology 90.0 87.7% 203
02 C. Defensive 82.5 33.7% 46
03 Industrials 82.0 60.7% 100
04 Comm 81.0 50.3% 47
05 Real Estate 67.0 31.4% 19
06 C. Cyclical 66.0 50.4% 136
07 Energy 63.0 41.4% 66
08 Financials 59.0 36.6% 109
09 Utilities 58.0 26.3% 19
10 Healthcare 57.0 61.6% 129
11 Materials 53.0 56.9% 79
12 Volatility 34.0 61.1% 7
Note — sectors with fewer than 5 classified liquid names are omitted; ORATS leaves many ETFs and small caps unsectored, so counts undershoot the full universe. Source: ORATS, as of 2026-07-17.
Exhibit notes

Methodology

Source
ORATS institutional feed
Universe
1149 liquid optionable names
WoW baseline
2026-07-10 snapshot
Cadence
Mondays, pre-open

All single-stock statistics come from ORATS, computed over the full US equity coverage filtered to liquid optionable names (share price above $5, 20-day average options volume of at least 1,000 contracts, valid IV data). Each stock's IV rank (1-year IV percentile) is measured against its own 252-trading-day range, so the distribution reads breadth, not index level. Week-over-week deltas compare against the ORATS historical snapshot for 2026-07-10; VIX context comes from CBOE index data. Generated every Monday before the US open; the monthly IV report is the month-scale companion with full tables.

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. “Weekly Volatility Report (Jul 17 – 23, 2026).” ApexVol, 2026-07-17. https://apexvol.com/reports/weekly-volatility-report
Free to cite with attribution · page refreshes weekly — cite the week label for reproducibility
FAQ

Frequently Asked Questions

As of 2026-07-17, the median IV rank across 1149 liquid optionable US stocks is 71.0, with 51.1% of names above rank 70 and 16.1% below 30. 58 names are at a 1-year IV high. This report refreshes every Monday.
Each bar is the share of liquid US optionable stocks whose 1-year IV percentile falls in that decile. A right-heavy distribution means most of the market is trading near the top of its own 1-year volatility range (premium broadly expensive); a left-heavy one means premium is broadly cheap. The blue bar marks the decile containing the median name.
VIX measures S&P 500 index option pricing — one number for one underlying. This report measures single-stock implied volatility across the whole liquid US universe, each name relative to its own 1-year history. The two can diverge: single-stock IV can run hot during earnings season while index vol stays calm, and breadth (how many names are at extremes) is visible only at the single-stock level.
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