52 Week High Low Volatility

Last updated October 28, 2026

52 Week High Low Volatility

The 52 Week High/Low Volatility Screener identifies options with implied volatility at a 52 week high or a 52 week low.

Short option trades such as call writing, put writing, short straddles and strangles, and some neutral strategies can be more profitable if these trades are entered when volatility is high. Conversely, options can be purchased cheaply when implied volatilities are low. Long calls, long puts, long straddles and strangles can be traded more profitably when volatility is at a low.

Ex-dividend dates

Stocks will often have unusually high volatility just prior to the payout of a dividend. It can sometimes be profitable to sell options for the high premiums when this occurs, then buy the options back when the volatility subsides.

These high volatility dates can be filtered out of the screen results by selecting the "Ignore Ex-dividend Dates" checkbox. When this checkbox is checked, highs or lows in implied volatility that occur on the days preceding an ex-dividend date are ignored.

Selection filters

Stocks can be filtered by price, volume, and implied volatility.

Price Range — only stocks with a price between the minimum and maximum prices will be included in the screen.
Stock Volume — only stocks with a daily volume between the minimum and maximum volume will be included in the screen.
Implied Volatility — only show stocks with an implied volatility in the selected range.
Option Volume — only stocks with total option volume in the selected range on the high/low date will be included in the screen.

Subscribers can save screen parameters and recall them later. Screener type, filter values, and sort order are saved; the date of the screen is not. When a saved screen is opened, the parameters are applied to the currently selected date.

Sort By controls the order in which the screener results are displayed:

HIGH — list stocks that have recently hit their 52 week implied volatility high.
LOW — list stocks that have recently hit their 52 week implied volatility low.

Report columns

Stock — the underlying stock symbol
Stock Name — the underlying stock name
High/Low Date — the date that the high or low volatility occurred
Stock Price — the underlying stock price
Stock Volume — the underlying stock volume
Option Volume — the sum of all underlying option volume
Implied Volatility — contract implied volatility
Price Change — the change in price on the high/low date

Data is updated nightly.