stocks by high implied volatility

[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

 

[spindr0]

Try McMillan's site:

http://optionstrategist.com/free/analysis/index.html

 

[millionaire7]

http://finviz.com/screener.ashx?v=111&f=ta_volatility_wo15&ft=4

 

[saminny]

Quote from millionaire7:

http://finviz.com/screener.ashx?v=111&f=ta_volatility_wo15&ft=4

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%.

 

[saminny]

Quote from spindr0:

Try McMillan's site:

http://optionstrategist.com/free/analysis/index.html

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.

 

[Nanook]

Quote from saminny:

Hi,
Where can I find stocks with high implied vols?

EliteTrader>Options Analysis
Optionistics>Volatility Screener

 

[saminny]

Quote from Nanook:

EliteTrader>Options Analysis
Optionistics>Volatility Screener

cool thx