A rise in implied volatility in stocks is not a welcome aspect by stock investors. Some stock traders may say that they like a rise in implied volatility, but they may not necessarily appreciate that a rise in volatility can also involve price swings that can take their stop losses, and overnight stock gaps as it often arises in major earnings announcement, test trials in biotech stocks, and some yet unknown reason which may cause stock option buyers to bid up option premiums.

Below is a list of stocks (stock list is ordered in decreasing order of 30-implied volatility gains).


Stock %IV Change IV

HTS 87.90% 30.45%
NLY 62.37% 37.11%
AGNC 55.87% 37.42%
TWO 47.82% 29.27%
KCI 31.09% 11.92%
CYS 29.47% 24.64%
BLUD 28.73% 17.45%
YNDX 25.78% 55.83%
IVR 21.05% 26.78%
VE 16.79% 35.83%
HS 16.41% 53.77%
RIMM 15.39% 58.50%
JDSU 15.22% 67.24%
TIVO 15.08% 59.20%
CL 14.89% 19.99%
UTHR 14.79% 50.47%
IMAX 14.76% 67.15%
IBM 14.55% 19.62%
ARCC 14.21% 26.38%
HK 13.80% 9.83%

30-day Implied Volatilities Losers (stock list is ordered in decreasing order of absolute value of 30-implied volatility losses).

ACOM -28.22% 54.81%
EXPE -27.81% 31.13%
JAZZ -24.83% 45.21%
VECO -23.24% 44.59%
QLIK -22.05% 46.42%
CSE -21.82% 33.88%
NXPI -21.50% 52.32%
NTGR -19.42% 51.40%
SBUX -18.88% 29.11%
NWL -17.72% 32.10%
VPRT -17.37% 46.61%
DECK -16.26% 41.02%
ARBA -15.48% 46.51%
NETL -13.77% 46.75%
DDR -13.41% 30.53%
FII -12.78% 30.03%
QLGC -12.61% 32.53%
VRSN -12.49% 29.15%
CERN -12.32% 31.72%
CYH -12.21% 48.02%

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