After I identify those, I start looking at actual plays to see if I can make something out of them, looking at all possible premium selling strategies -- short nakeds, short straddles/strangles, credit spreads, iron condors, etc.
Here's today's lists of , sector exchange-traded funds, and broad-market exchange traded funds, ranked by their implied percentage:
RIGL 219 (biotech) (in a trade), NVAX (biotech) 185 (in a trade), GSAT (telecomm) 152 , TDW (O&G) 117, SDRL (O&G) 93, MX (semicon) 78, CHK (O&G) 78 (in a trade), GLNG (solar) 76, CLF (mining) 75 (in a trade), WLL (O&G) 73 (in a trade), CDE (mining) 72, HL (gold/mining) 70 (in a trade), GNW (financial) 69, LC (financial) 65, VRX (biotech) 62, AUY (gold/mining) 60, AMD (semicon) 60, NE (O&G) 60 (in a trade).
Sector Exchange-Traded Funds
GDX ( gold miners) 42, XME (mining) 38 (in a trade), XBI (biotech) 36, XOP (O&G) (33).
Broad Market Exchange-Traded Funds
EWZ (Brazil) 34.6, EEM (Emerging Markets) 21.4, IWM (Russell 2000) 18.5, QQQ (Nasdaq) 15.7, EFA (Word, ex. US/Canada) 14.4, SPY ( S&P ) 14, DIA ( DJIA ) 13.5.
Notes: The $RIGL play posted here is the play I'm in. It's not currently workable except possibly as a naked 2.5 short put play due to strike width -- 2.5, 5.0, etc.