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Screen the S&P 500 by IV Rank in Market Overview

Search IV rank across the S&P 500, switch to the ETF tree map, drill into components by volatility risk premium and jump into any stock's dashboard.

0:45 Published YouTube
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On this page
  1. In writing
  2. Start in the Market Overview
  3. The tree map view
  4. From the map to the dashboard
  5. Up next

What this one covers

  • Search IV rank in the Market Overview to see every S&P 500 stock ranked
  • Switch to the tree map to see ETFs, then open one for its component breakdown
  • Flip the breakdown to volatility risk premium and click any stock into its dashboard

The same thing, in writing

Start in the Market Overview

This is part one of the quick tips on things to do on ApexVol. Open the Market Overview tab and search for IV rank. The result is every stock in the S&P 500 listed with its IV rank, which makes the page a fast screen across the whole index.

The tree map view

Clicking the tree map button switches the same data into a tree map of ETFs. Clicking into any ETF opens its component breakdown, and that breakdown can be switched to show the volatility risk premium of each component instead of its IV rank.

From the map to the dashboard

Any stock inside the breakdown is a link. Clicking it opens that stock's dashboard, so the screen leads straight from the whole index down to a single name. The video calls it a super easy way to screen stocks across the S&P 500.

Topics

  • market overview
  • iv rank
  • screener
  • tree map
  • quick tip
By Ryan Silk & Lawrence Polatchek Last reviewed . Methodology is published in full.

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Where this one
leads next.

The rest of the series, and the written guides behind what you just watched.

1:09 Shorts Where the Edge Is: Implied vs Historical Vol Stock picking bets against the efficient market hypothesis. The measurable edge is the gap between implied and historical volatility. 1:34 Shorts How Calls and Puts Make Money: An AAPL Example Apple at 200, a 200 call and a 200 put bought for 5 each. One expiry at 220 and one at 180 show how each side earns the same 15. 0:51 Shorts IV Intelligence Tab: Vol Landscape at a Glance Enter a ticker, open IV Intelligence, and the whole volatility picture for that stock is on one screen, models included.
Learn Iv Rank PercentileThe written guide, with the worked numbers. Learn Options Screener GuideThe written guide, with the worked numbers. Learn Volatility Risk PremiumThe written guide, with the worked numbers. FeaturesEvery module in the platform, on one page. All videosEvery walkthrough and clip, sorted by topic. Learning centreEvery guide, ordered from first principles up.

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