NaughtyPines

NOTABLE HIGH IV STOCKS WITH IV > 50%

NYSE:P   PANDORA MEDIA INC
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 ... .
Comment: Hate how it always treats I V R as a stock symbol. It's short for "implied volatility rank."
how are you calculating IVR on trading view? its hard to pull data for 52W high and low for IV i find. thanks!
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NaughtyPines bageltokki
@bageltokki, I use ThinkOrSwim or TastyWorks. I think TV has a historical volatility indicator, which isn't exactly the same as IV.
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bageltokki PRO NaughtyPines
@NaughtyPines, ah ha. yeah I dont have access to ToS/Tasty works in canada. was hoping TV would have something. thanks!
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