Anyone know of any websites that allow you to do this? Most of the sites I'm familiar w/ let you screen/ search by beta, but I'm looking for historical volatility (as used in options calculators.) Thanks.
if you are talking about hist. vol(not IV) it no problem to calculate it. you can build such scaner in omega's radarscreen for example.
True, but RadarScreen is not primarily designed for scanning 1,000s of stocks & it costs $70/ mo. A better option might be TC2000, or something similar ...