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
Rich3rank 70 and above
Cheap18rank under 40
Earnings inside 14d0check before any trade
Avg IV−HV+1.819 of 30 priced above realised
SymbolNameIVHV IV−HV52-week IV rangeRank ReadingEarnings
WMT Walmart 34.3 23.3 +11.0
9
36
 94 Rich —
HD Home Depot 33.5 25.4 +8.1
20
36
 87 Rich —
CVX Chevron 28.6 22.5 +6.1
18
33
 72 Rich —
AAPL Apple 27.1 22.1 +5.0
15
32
 70 Middling —
JNJ Johnson & Johnson 24.9 26.7 -1.8
16
29
 67 Middling —
NVDA NVIDIA 45.1 29.7 +15.4
28
54
 65 Middling —
XOM Exxon Mobil 29.2 24.1 +5.1
17
36
 64 Middling —
GOOGL Alphabet 30.8 45.9 -15.1
11
42
 63 Middling —
AMD Advanced Micro Devices 64.1 53.8 +10.3
42
88
 49 Middling —
TLT 20+ Year Treasury ETF 12.2 13.0 -0.8
8
17
 46 Middling —
META Meta Platforms 37.8 38.1 -0.3
23
56
 44 Middling —
CAT Caterpillar 40.0 49.7 -9.7
28
56
 44 Middling —
BAC Bank of America 25.2 32.9 -7.7
18
38
 35 Cheap —
AMZN Amazon 32.4 27.1 +5.3
24
50
 34 Cheap —
V Visa 20.8 18.7 +2.1
15
32
 34 Cheap —
BA Boeing 31.0 35.7 -4.7
24
45
 33 Cheap —
SPY S&P 500 ETF 15.7 10.0 +5.7
10
26
 33 Cheap —
MSFT Microsoft 26.2 25.4 +0.8
18
46
 29 Cheap —
USO Crude Oil ETF 53.0 42.2 +10.8
26
127
 27 Cheap —
JPM JPMorgan Chase 22.9 20.8 +2.1
18
36
 27 Cheap —
TSLA Tesla 40.5 37.1 +3.4
34
61
 25 Cheap —
COST Costco 20.2 18.7 +1.5
17
29
 24 Cheap —
NFLX Netflix 33.7 39.2 -5.5
28
51
 24 Cheap —
QQQ Nasdaq 100 ETF 17.8 17.0 +0.8
14
29
 23 Cheap —
DIA Dow 30 ETF 13.8 11.3 +2.5
10
25
 23 Cheap —
LLY Eli Lilly 31.6 36.2 -4.6
27
48
 21 Cheap —
UNH UnitedHealth 31.0 31.4 -0.4
25
54
 21 Cheap —
IWM Russell 2000 ETF 19.4 14.4 +5.0
16
33
 21 Cheap —
GLD Gold ETF 22.7 19.2 +3.5
18
43
 19 Cheap —
AVGO Broadcom 35.7 36.8 -1.1
31
66
 14 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.