WealthOrbit

Volatility Table

Where option premium sits today relative to each name's own twelve-month range.

What IV rank is

(current IV − 52-week low) ÷ (52-week high − 52-week low) × 100

Implied volatility on its own tells you almost nothing. Thirty-six percent might be the calmest a name has been all year, or the most expensive. Rank compares a name to itself, which is the only comparison that means anything.

IV minus HV

Implied volatility is what the options market expects. Historical volatility is what the stock actually delivered. The difference is the volatility risk premium — what sellers are being paid above what has been happening.

A positive number is the normal state and is the reason premium selling exists at all. A negative number means options are priced below what the stock has been doing, which is unusual and worth understanding before acting on.

Names tracked30updated daily
Rich0rank 70 and above
Cheap21rank under 40
Earnings inside 14d7check before any trade
Avg IV−HV-6.27 of 30 priced above realised
SymbolNameIVHV IV−HV52-week IV rangeRank ReadingEarnings
AAPL Apple 26.0 35.6 -9.6
15
32
 64 Middling 3d
JNJ Johnson & Johnson 22.2 27.0 -4.8
14
29
 54 Middling —
XOM Exxon Mobil 27.1 30.0 -2.9
17
36
 53 Middling —
COST Costco 23.2 24.4 -1.2
17
29
 50 Middling 10d
AVGO Broadcom 50.2 44.9 +5.3
36
66
 48 Middling 13d
WMT Walmart 21.6 34.1 -12.5
9
36
 47 Middling 6d
CVX Chevron 24.6 26.5 -1.9
18
33
 46 Middling —
CAT Caterpillar 36.0 57.0 -21.0
22
56
 41 Middling —
HD Home Depot 24.8 29.5 -4.7
18
36
 40 Middling —
NVDA NVIDIA 40.6 36.5 +4.1
32
54
 40 Cheap 7d
META Meta Platforms 35.9 46.8 -10.9
23
56
 38 Cheap 9d
GLD Gold ETF 24.6 22.7 +1.9
14
43
 35 Cheap —
TLT 20+ Year Treasury ETF 10.8 9.2 +1.6
8
16
 32 Cheap —
AMD Advanced Micro Devices 53.8 75.9 -22.1
39
88
 31 Cheap 8d
QQQ Nasdaq 100 ETF 18.6 21.3 -2.7
14
29
 28 Cheap —
MSFT Microsoft 25.2 44.6 -19.4
18
46
 27 Cheap —
NFLX Netflix 31.1 50.8 -19.7
24
51
 26 Cheap —
V Visa 19.2 23.0 -3.8
15
32
 24 Cheap —
BA Boeing 28.7 30.8 -2.1
24
45
 22 Cheap —
LLY Eli Lilly 30.6 40.2 -9.6
26
48
 21 Cheap —
AMZN Amazon 28.4 46.8 -18.4
23
50
 21 Cheap —
TSLA Tesla 39.1 47.5 -8.4
34
64
 18 Cheap —
USO Crude Oil ETF 42.4 51.6 -9.2
26
127
 16 Cheap —
JPM JPMorgan Chase 20.6 20.6 +0.0
18
36
 14 Cheap —
SPY S&P 500 ETF 12.4 11.4 +1.0
10
26
 12 Cheap —
BAC Bank of America 20.3 17.9 +2.4
18
38
 11 Cheap —
UNH UnitedHealth 27.9 37.8 -9.9
25
54
 11 Cheap —
DIA Dow 30 ETF 11.9 12.9 -1.0
10
25
 10 Cheap —
GOOGL Alphabet 27.0 36.7 -9.7
25
44
 9 Cheap —
IWM Russell 2000 ETF 16.7 14.4 +2.3
16
33
 6 Cheap —
Rich — premium expensive for this name Middling Cheap — premium low for this name Earnings within fourteen days IV above HV — options priced above realised movement

How to read it, and how not to

A high rank means premium is expensive relative to this name's own history. It does not mean the options are overpriced. Volatility can be high for good reasons and go higher.

A low rank means the opposite, and the same caution applies in reverse.

Rank says nothing about direction. Volatility measures the size of expected movement, not which way.

Where earnings fall inside the next fourteen days, expect rank to be elevated for that reason alone, and expect it to fall sharply after the announcement regardless of the result.

This is a measurement, not a recommendation. Nothing here is advice to trade.