stocks by high implied volatility

Discussion in 'Options' started by saminny, Jun 25, 2010.

  1. saminny

    saminny

    Hi,
    Where can I find stocks with high implied vols? I looked at a number of sites such as ivolatility.com, optionseducation.com, schaeffersresearch.com, etc.. but couldn't find any such listing or ranking. Most of the sites list stocks by put/call ratio or IV/HV.

    thanks,

    Sam
     
  2. saminny

    saminny

    Thanks. Nice site for screening stocks. But it doesn't show information relevant to options such as implied volatility. Secondly, I did some screening based on historical month/week volatility but the numbers seem way off so I am not sure how they are computing it.
    e.g. for BP they are showing monthly volatility of 5.79% and in reality it is ~90%.
     
  3. saminny

    saminny

    Thanks. This is good. It would be even more useful if they could provide a bigger list, and allow some filtering by market cap in Xtreme report. But they do provide a flat file for vol data which is useful.
     
  4. Nanook

    Nanook

  5. saminny

    saminny