Options session 2026-10-02 · 239 underlyings screened
IV rank places a stock's 30-day at-the-money implied volatility inside its own 52-week range — 0 at the range low, 100 at the high. A reading near the top means the options market is pricing more movement into that name than at almost any point in the past year.
| Ticker | IV rank | IV %ile | 30d ATM IV | 1d | 5d | 52w range | ATM volume 20d | Close |
|---|---|---|---|---|---|---|---|---|
| EWZ | 100.0 | 99.6 | 54.75% | +0.41 | +7.36 | 18.1–54.8 | 798,622 | 38.24 |
| PBR | 100.0 | 99.5 | 55.70% | +4.09 | +5.93 | 21.9–55.7 | 121,397 | 21.66 |
| MRK | 92.2 | 93.7 | 34.03% | -0.48 | +2.34 | 15.7–35.6 | 49,381 | 144.07 |
| VALE | 83.5 | 91.9 | 40.93% | +0.76 | +4.55 | 17.7–45.5 | 51,298 | 13.73 |
| CMCSA | 81.4 | 94.4 | 40.60% | -1.10 | +3.60 | 25.7–44.0 | 70,977 | 21.58 |
| VLO | 81.3 | 94.4 | 49.53% | -0.18 | -4.57 | 27.9–54.5 | 21,611 | 409.24 |
| TMF | 79.5 | 97.2 | 44.47% | -4.06 | -0.27 | 20.9–50.6 | 55,247 | 25.70 |
| BP | 79.4 | 88.5 | 33.96% | +2.52 | +2.18 | 18.9–37.9 | 54,161 | 44.79 |
| AGNC | 77.5 | 96.8 | 32.04% | +1.92 | +3.27 | 14.7–37.1 | 189,202 | 8.82 |
| BMY | 76.2 | 87.7 | 35.33% | +0.57 | +7.51 | 18.0–40.8 | 50,429 | 61.02 |
| BKNG | 76.1 | 71.4 | 40.81% | -3.13 | +1.10 | 21.2–47.0 | 57,693 | 158.95 |
| MDT | 75.4 | 90.5 | 30.70% | -1.00 | +0.43 | 13.4–36.4 | 59,454 | 86.60 |
| ABT | 73.1 | 88.5 | 32.52% | +0.42 | +2.97 | 18.6–37.6 | 21,104 | 97.51 |
| NU | 70.0 | 99.2 | 56.57% | +1.86 | +7.83 | 25.6–69.8 | 127,595 | 13.46 |
| TLT | 69.1 | 95.2 | 16.01% | -0.68 | -0.01 | 9.2–19.0 | 3,881,451 | 77.53 |
| F | 67.6 | 81.7 | 41.16% | +2.69 | +4.43 | 24.1–49.3 | 140,231 | 12.10 |
| KHC | 67.1 | 56.0 | 29.10% | -1.75 | +1.92 | 16.1–35.5 | 36,394 | 22.26 |
| BSX | 66.3 | 85.3 | 45.82% | +1.55 | +8.45 | 19.5–59.2 | 26,402 | 42.77 |
| FTNT | 65.6 | 88.5 | 59.36% | -0.45 | +12.68 | 22.9–78.5 | 25,088 | 179.50 |
| XLU | 64.8 | 89.7 | 19.97% | -1.24 | +0.38 | 13.4–23.5 | 515,586 | 40.00 |
| KO | 64.0 | 65.5 | 20.31% | -0.18 | -0.24 | 12.5–24.7 | 81,392 | 85.76 |
| UNH | 63.0 | 81.0 | 39.83% | -0.82 | -2.14 | 19.8–51.6 | 53,999 | 371.90 |
| SCHW | 62.7 | 76.2 | 30.77% | -1.24 | +0.48 | 19.8–37.3 | 58,552 | 96.88 |
| RDDT | 62.6 | 48.8 | 69.85% | -0.25 | +9.42 | 25.6–96.2 | 31,480 | 147.48 |
| NLY | 62.4 | 88.1 | 28.42% | +0.01 | -10.90 | 8.6–40.3 | 46,798 | 18.68 |
Screened at 20,000+ at-the-money contracts traded over 20 sessions, measured from the median implied volatility of options within 5% of the money expiring in 20–60 days. Leveraged, inverse and volatility-linked ETPs are excluded: their implied volatility tracks the product's leverage, not a view on a company. Same method as our published IV rank board, which shows the SQL behind it.
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Nothing here is investment advice. Figures are measurements of the options tape on the session named above, not forecasts.