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IV Percentile Screener
Scan 500+ stocks by implied volatility rank and IV percentile. See which tickers are at historically high or low IV levels — and what options context each reading may correspond to. All data free. No account required.
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- Top 5 most undervalued stocks by margin of safety — with valuation breakdown
- Biggest score changes from the prior week across 800+ equities
- Best options setups from the screener (covered calls, cash-secured puts)
Research and educational purposes only. Not investment advice.
IV Rank vs. IV Percentile — What They Mean
IV Rank (IVR) places today's implied volatility within its 52-week range. A reading of 80 means current IV is 80% of the way from the year's low to the year's high. Because IVR is range-based, a single spike — like an earnings event — can compress every future reading for months, even if IV is objectively high.
IV Percentile (IVP) counts the percentage of trading days in the past year when IV was below today's level. If IVP is 85, options premium is more expensive than on 85% of the days you could have traded in the last year. This metric is more resistant to one-off outliers and gives a cleaner read on how common the current premium environment is historically.
When premium is elevated (IVR > 65): Options prices are historically expensive. Strategies that involve collecting premium — covered calls and cash-secured puts — may offer more favorable entry contexts, because you are receiving more premium per dollar of risk. The trade-off is that elevated IV often precedes large moves. When premium is compressed (IVR < 25): Buying options outright costs less relative to historical norms, which may correspond to long options contexts. Neither condition is a recommendation — use the full stock analysis for context.
Frequently Asked Questions
What is IV percentile for stocks?
IV percentile measures the percentage of days over the past year when a stock's implied volatility was lower than its current level. A reading of 80 means IV is higher than 80% of all daily observations in the past year — indicating elevated premium levels that may correspond to potential premium-selling opportunities.
What is the difference between IV rank and IV percentile?
IV rank compares current IV to the 52-week high and low using a simple range formula: (current IV − 52w low) / (52w high − 52w low) × 100. IV percentile counts how many days IV was below the current reading. Both are expressed 0–100, but IV percentile is less sensitive to outlier spikes because it counts days rather than comparing to a single extreme.
When should I consider selling premium based on IV rank?
Covered calls and cash-secured puts may be worth considering when IV rank is above 65, as options prices are historically elevated. When IV rank is below 25, premium is relatively low, which may correspond to conditions where long options strategies cost less. This screener surfaces that context — it is research information, not a trading recommendation.
Educational Use Only — Not Financial Advice
All content, analysis, valuations, options strategies, AI-generated commentary, screener results, and other information provided by Equity Rank is for informational and educational purposes only. Nothing on this platform constitutes financial advice, investment advice, trading advice, or any other type of advice. Equity Rank is not a registered investment adviser, broker-dealer, or financial planner under any applicable law or regulation.
Valuation models, margin of safety percentages, fair value estimates, options strategy outputs, and AI analysis are algorithmic outputs based on publicly available data and do not represent personalized investment recommendations. All financial models contain assumptions that may be incorrect. Past performance of any security is not indicative of future results. You may lose money on any investment.
Always conduct your own independent due diligence. Consult a licensed financial advisor, tax professional, or attorney before making any investment or financial decision. By using Equity Rank, you acknowledge that you understand and accept these limitations. Portfolio model outputs are mathematical results of quantitative algorithms and do not represent investment recommendations.