Priced, no catalyst
After the closeHow this is built
Stocks whose at-the-money implied volatility sits in a high percentile of their own history (IV session percentile) while no earnings date falls within the next 14 days. Highest IV session percentile first.
The market is paying up for a move, yet the reason is not on the calendar. ⚠️ Most IV spikes in large caps are scheduled earnings — ranking those would just repeat a free earnings calendar, with no edge. So we remove what is known (earnings) and look only at what is left. If it is not earnings, it tends to be an unscheduled event: FDA decisions, M&A, litigation or guidance.
No names cleared the gates.
What we guard against
- Names with earnings within 14 days are excluded (the core of this ranking)
- IV session percentile is a percentile of the stock’s own IV history — not absolute IV
- With fewer than 20 sessions of history, no ranking is published — only progress is reported
Source: At-the-money implied volatility history from the options chain, plus the earnings calendar
Updated: 2026-10-17 05:18 UTC