Identifying Options with Highest Implied Volatility

F

frcrilly

Hi All,

I’m starting out in (stock) options trading and so far I am finding it a bit daunting. I would appreciate being pointed in the right direction for the below query.

On any given day, I will want to identify the top 30 call options with the highest implied volatility. (and also the top 30 put options with highest implied volatility). How exactly can I do this??

Any help would be greatly appreciated. Thanks In Advance for all responses.
 
There are many scanners that do this. Some are offered by brokers such as thinkorswim, optionsxpress and etc, while others are "free-standing" so to speak, such as ivolatility and etc (i can't think of any more off the top of my head).

However, I'd say it is best to look at the highest relative IV rather than absolute IV. The reason being that what may be high IV for one stock may be low for another and vice versa.
 
Quote from frcrilly:

Hi All,

I’m starting out in (stock) options trading and so far I am finding it a bit daunting. I would appreciate being pointed in the right direction for the below query.

On any given day, I will want to identify the top 30 call options with the highest implied volatility. (and also the top 30 put options with highest implied volatility). How exactly can I do this??

Any help would be greatly appreciated. Thanks In Advance for all responses.
More...


the ad. right above your post: livevolpro.com
 
Quote from frcrilly:

Hi All,

I’m starting out in (stock) options trading and so far I am finding it a bit daunting. I would appreciate being pointed in the right direction for the below query.

On any given day, I will want to identify the top 30 call options with the highest implied volatility. (and also the top 30 put options with highest implied volatility). How exactly can I do this??

Any help would be greatly appreciated. Thanks In Advance for all responses.
More...

Livevol Pro. http://www.livevol.com

And my blog to help you learn order flow, vol and scans:
http://livevol.blogspot.com/
 
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