IV Screener
Advanced Filtering
Real-time Sorting
IV Statistics
IV Screener Tool
Our advanced IV screener helps you discover trading opportunities by filtering stocks based on implied volatility criteria. Whether you're looking for low IV for option buying or high IV for option selling strategies, this tool provides the insights you need.Screener Features
- IV Range Filtering: Set minimum and maximum IV thresholds.
- Multiple Sorting Options: Sort by IV, volume, OI, price, or symbol.
- Historical IV Stats: Optional detailed IV analysis for each stock.
- Quick Filter Presets: One-click filters for common IV strategies.
- Real-time Updates: Auto-refresh capability with live data.
Trading Strategy Applications
Low IV Stocks (<15%): Good for buying options when volatility is underpriced.
Medium IV Stocks (15-30%): Normal volatility, suitable for various strategies.
High IV Stocks (>30%): Elevated volatility, ideal for option selling strategies.
Volume Filter: Ensure sufficient liquidity for your options trades.
IV Screening Mastery
How to Use IV Screener Effectively
The IV screener helps identify volatility opportunities by filtering stocks based on implied volatility levels, volume, and open interest. Use it to find premium selling or buying opportunities.
Step 1: Set IV Range
Define min/max IV based on your strategy
Step 2: Sort & Filter
Sort by IV, volume, or OI to prioritize
Step 3: Analyze Results
Review historical IV stats and trends
Quick Filter Presets
Use our preset filters to quickly identify different types of volatility opportunities based on common trading strategies and market conditions.
High IV
>30%
Premium Selling
Low IV
<15%
Option Buying
High Volume
Liquid Options
Better Spreads
Medium IV
15-30%
Balanced Risk
Strategy Applications
High IV Opportunity Hunting
When IV is elevated, options premiums are inflated, creating opportunities for premium selling strategies. Screen for stocks with IV > 30% and high volume for optimal conditions.
High IV Strategies:
- • Credit spreads for income generation
- • Iron condors in range-bound markets
- • Covered calls on stock positions
- • Cash-secured puts for stock acquisition
Low IV Value Discovery
Low IV environments offer cheap options, ideal for directional plays and volatility expansion strategies. Look for stocks with IV < 15% before major events or earnings.
Screening Best Practices
Effective IV screening requires understanding market context, liquidity requirements, and risk management principles for optimal results.
Liquidity Check
Ensure sufficient volume and OI for trades
IV Rank Analysis
Compare current IV to historical ranges
Event Awareness
Consider earnings and catalyst timing
Advanced Screening Features
Real-time Updates
Auto-refresh functionality provides live market data updates every 3 minutes during trading hours.
IV Statistics
Comprehensive historical IV analysis including 10, 30, and 100-day statistics with percentile rankings.
Risk Filters
Advanced filtering options to ensure liquidity requirements and risk management compliance.
Frequently Asked Questions
What's the ideal IV range for option selling?
Generally, IV above 30% is considered elevated and favorable for premium selling strategies. However, compare to the stock's historical IV rank - above 75th percentile is typically ideal for selling.
How do I identify volatility expansion opportunities?
Look for stocks with IV rank below 25% (especially below 10%) that are approaching earnings, FDA approvals, or other significant catalysts. These represent potential volatility expansion plays.
Why is volume important in IV screening?
High volume ensures better bid-ask spreads, easier entry/exit, and reduced slippage. Always verify that options have sufficient volume and open interest before trading.
How often should I run IV screens?
For active traders, screen 2-3 times daily. Set up saved screens for your preferred strategies and use auto-refresh during market hours to catch emerging opportunities as they develop.