Large Implied Volatility Increases and Decreases


Reports on the largest implied volatility (IV) gainers and decliners for the current trading day, organized by underlying symbol and expiration.

Large IV gainers indicate markets are anticipating higher volatility in the future. This may be the result of pending news, earnings and other uncertainty surrounding the underlying security. Decreasing IV is an indication that market participants are willing to sell risk premium and are anticipating that future volatility will subside. Using these key indicators, investors may find valuable trading opportunities by looking for IV gainers or decliners within a key market sector, expiration date or earnings window.

Sort the tables by clicking on specific column headings. For example, click on the Implied Vol Change column to rank symbols from low to high (click again for high to low), and evaluate possible relationships to Important Dates such as Earnings or Events. Search for specific equities by keyword or symbol in the search box. Click on the icons in the Symbols column to view more information on the specific stock.

To learn more about Volatility, click here.

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