The volatility reports show the most volatile stocks and options and the change in volatility for stocks and options.Report results can be filtered by the minimum stock price. This is useful in removing stocks from the report that have few, if any, option contracts near the money.
When reporting the change in volatilty, results may be ordered by the largest rise in volatility, the largest drop in volatility, or the largest of both combined.
Each report shows the underlying stock symbol, security name, and underlying price. The option reports also identify contracts by symbol, expiration month and year, strike price, and put versus call. The implied volatility or change in implied volatility is also shown.