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NaughtyPines
10. Jul. 2016 04:24

NOTABLE HIGH IV STOCKS WITH IV > 50% 

Beschreibung

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 ... .

Kommentar

Hate how it always treats I V R as a stock symbol. It's short for "implied volatility rank."
Kommentare
bageltokki
how are you calculating IVR on trading view? its hard to pull data for 52W high and low for IV i find. thanks!
NaughtyPines
@bageltokki, I use ThinkOrSwim or TastyWorks. I think TV has a historical volatility indicator, which isn't exactly the same as IV.
bageltokki
@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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