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
- 1Sort by IV, IVP or rank. Use the verdict pills (high / mid / low) to shortlist.
- 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.
