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Main Menu > Analysis > IV Analysis > IV Screener
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Last updated: 09/01/2024, 9:15AM

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IV Screener

Watch here, How to use IV Screener?

What is an Implied Volatility Screener?

An Implied Volatility Screener is a tool that helps traders and investors find options or stocks that are experiencing big price swings according to the options market. It helps them spot potential opportunities or understand how investors feel about the market's future direction.

Features of IV Screener

An IV Screener is essential for traders because it helps them:

  • Visual representation of market performance through the Adv/Dec Heatmap.
  • Categorization of stocks by the percentage change in colourful boxes.
  • Green boxes for advancing stocks (positive price movement), red boxes for declining stocks.
  • Balanced representation of market movements across sectors with equal-weighted and major-to-minor stocks.
  • Provides Returns data for key indices and sectoral indices with various timeframes.
  • Graphical display of return values using box representation.
  • Numerical values displayed in green or red for positively or negatively trading stocks.
  • Identification of sectoral strengths or weaknesses.
  • Valuable insights for informed trading decisions.
  • Concise and visually intuitive representation of market dynamics and trends.

Interpretation of IV Screener

An IV screener is a tool used in options trading to identify options with attractive implied volatility (IV) levels. It scans through various options contracts, comparing their IV values to help traders find potential opportunities based on volatility expectations in the market.

On the Talkoptions website, traders can select any particular sector in the drop-down box. Traders can manually see the IV as per their choice.

If Trader wants to see the stock options whose IV is above 20 then the trader just has to put 20 in the IV Above box and click on Get Report. Then Trader can see the F&O stock option contracts whose IV is more than 20.
On this page, traders can access the Stock/Index scrip name, their spot price, the strike price(ATM), the option type (CE or PE), the LTP of ATM strike price and the IV of that option contract.

Along with this, traders can also see the previous day IV and carryforward IV also.
In this report, you can also see the historical IV of 10,30,100 200 days. They indicate the past highest and lowest IV of a particular day and with the help of this, you can compare today's IV with past data.

Ex. today IV > 10 days. It means that show me a stock of which Today's IV is highest in the past 10 days.

Carryforward IV

Carryforward is the next day IV in that all parameter is the same and days to expiry are changing so it indicates that if all parameter remains constant still what is in the IV change due to day changes.

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