NaughtyPines

NOTABLE HIGH IV STOCKS WITH IV > 50%

NYSE:P   PANDORA MEDIA INC
5 months ago
1. P, 79%
2. FCX             , 76%
3. X, 75%
4. TWTR             , 67%
5. STX             , 57%
6. ABX             , 56%
7. NFLX             , 56%
8 GG             , 53%
9. SLW             , 52%

Naturally, we are coming into earnings season here, so there's a reason that some of these have high IV here (e.g., NFLX             announces in a week and a half). Ordinarily, I like IV to be >50% and IVR (current IV's level relative to where it's been for the past 52 weeks to be high, too), but I may not find a great deal of 70%+ IVR             plays here with broad market volatility so low ( VIX             finished the week below 15).

Neverthless, it may be worthwhile to churn through this small list for premium selling plays (iron condors, short strangles, short straddes), assuming there's sufficient time before earnings to sneak a play in. Otherwise, it's probably best just to wait to do the standard volatility contraction play surrounding earnings ... .
5 months ago
Comment: Hate how it always treats I V R as a stock symbol. It's short for "implied volatility rank."
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