Highest expected volatility

Discussion in 'Options' started by drukes1234, Jul 21, 2010.

  1. Is there any way to list the stocks that have the highest expected volatility based on options pricing? I'm primarily interested in this to gauge how much options players are expecting a stock to move on an earnings report or any other catalyst. How can I calculate the expected volatility of a stock going into earnings or is there a site that ranks them?

  2. tututu


  3. Take a look at livevol as well, probably the best stuff I have used in the retail world