Biggest Move Per Unit of Volty

[tradingjournals]

Are there screeners/sites/etc that could provide for a given day (say yesterday) the biggest movers normalized by IV?

If you have some data and could share it, could you please rank the nasdaq-100 stocks, and the dow stocks?

 

[Option_Attack]

Lots of good info at Ivolatility.com. I just have the free sub, but still find it very useful.

Here is a link to their scanners:

http://www.ivolatility.com/data/rankers_and_scanners_intro.html

 

[Brighton]

Lots of good info at Ivolatility.com. I just have the free sub, but still find it very useful.

Here is a link to their scanners:

http://www.ivolatility.com/data/rankers_and_scanners_intro.html

That's a lot of information for 20 bucks a month, and since you can export with one click to a .csv file (somewhat rare with the low cost iVolatility products), you can add your own fundamental or technical data and build a time series dbase. Granted, it's end-of-day, which in my experience with iVolatility means somewhere between 8 and 10p CT, but it still seems like a very good deal.

 

[drownpruf]

Why? You don't trade.