High implied volatility stocks or etf

Screening Filters

1. relative_vol: min 1.5

   • Purpose: Find stocks or ETFs trading with above-average recent activity.
   • Rationale: Higher relative volume often signals stronger interest and more meaningful price action. For a high implied volatility screen, elevated trading activity can help surface names where the options market is actively repricing risk and uncertainty.

2. moving_average_relationship: PriceAboveMA20

   • Purpose: Keep only names with price trading above the 20-day moving average.
   • Rationale: This is a basic momentum filter. It helps avoid weak, heavily damaged charts and focuses the search on securities that are already showing positive short-term trend strength, which can make high-IV opportunities more relevant and tradable.

3. is_optionable: True

   • Purpose: Restrict results to securities with listed options.
   • Rationale: Since implied volatility is an options metric, this filter is essential. It ensures the results include only stocks or ETFs where IV rank can be measured and where options strategies can be used.

4. option_iv_rank: min 70

   • Purpose: Identify securities with unusually high implied volatility relative to their own historical range.
   • Rationale: IV rank compares current implied volatility to its past levels. A minimum of 70 means the screen targets names whose options are relatively expensive, which is exactly what “high implied volatility stocks or ETF” is asking for.

Why Results Match:

• The screen is designed to find optionable stocks or ETFs with currently elevated implied volatility.
• The IV rank filter is the core match to the user’s request, because it directly targets high implied volatility.
• Relative volume adds a liquidity/interest component, helping surface names that are actively moving and more likely to have meaningful options activity.
• Price above the 20-day moving average adds a short-term bullish momentum bias, which can improve the quality of the list by filtering out weak downtrends.
• Together, these filters produce a list of actively traded, options-enabled securities with expensive volatility, which is a good fit for someone looking for high implied volatility stocks or ETFs.