IV Screener

Implied volatility rank and percentile across the F&O universe, for picking what to sell.

Section
Analyze
Included in
Pro and above
Language
English and Hinglish, on every screen
EN · English

What this page is

The whole F&O universe ranked by ATM implied volatility — with IV percentile against each stock's own history AND its rank across the universe today.

How to use it

  1. 1Sort by IV, IVP or rank. Use the verdict pills (high / mid / low) to shortlist.
  2. 2Rank % is available from day one; IVP appears once ~20 days of the stock's own IV have been recorded.

How to read it

  • High IVP (> 70) = this stock's options are expensive vs its own past → sellers' territory. Low IVP (< 30) = cheap → buyers'.
  • High rank but low IVP = a naturally volatile stock that is currently calm relative to itself. Do not confuse the two.
  • IV is solved with Black-76 on the front future for every symbol from batched quotes — sample mode is labelled.

💡 Pro tip:Cross this with the Market Calendar: high IVP with earnings inside the expiry is event premium, not mispricing — the crush after results is the trade, not before.

हिं · Hinglish

Ye page kya hai

Poora F&O universe ATM implied volatility se ranked — har stock ki apni history ka IV percentile AUR aaj universe me uska rank, dono.

Kaise use karein

  1. 1IV, IVP ya rank se sort karo. Verdict pills (high / mid / low) se shortlist banao.
  2. 2Rank % pehle din se milta hai; IVP tab dikhta hai jab stock ka ~20 din ka apna IV record ho jaaye.

Kaise padhein

  • High IVP (> 70) = is stock ke options apne past se mehenge → sellers ka ilaaka. Low IVP (< 30) = saste → buyers ka.
  • High rank par low IVP = naturally volatile stock jo abhi apne hisaab se shaant hai. Dono ko mix mat karo.
  • Har symbol ka IV front future par Black-76 se batched quotes se nikalta hai — sample mode labelled hai.

💡 Pro tip:Ise Market Calendar se milao: expiry ke andar earnings ho aur IVP high — wo event premium hai, mispricing nahi — trade results ke BAAD ka crush hai, pehle ka nahi.

Open the live IV Screener

The live tool runs on real NSE data and needs an CircleOptionLab account. Everything described above is what it does; signing in is what runs it.

Related tools in Analyze

About CircleOptionLab

CircleOptionLab is an options analytics platform for Indian F&O — Nifty, Bank Nifty and stock options. It is operated by 5 Circles Private Limited, a SEBI-registered Research Analyst (INH000020004). It reads market data; it never places, modifies or cancels an order.

Nothing on this page is a recommendation to buy or sell. Derivatives trading carries a substantial risk of loss and is not suitable for every investor.