Skip to content
EOD · Nov 10
S&P 5007,521 −0.38% NDX27,741 −0.60% VIX18.42 −5.34% FTSE10,787 +0.33% DAX26,521 +0.66% US10Y4.98% +0.12 WTI87.32 +1.5% GOLD4,050 +0.5%
Start free
Desk updated · Nov 10 close

Know if an option is cheap or expensive before you trade it.

IV rank, implied vs realised volatility, expected move and earnings history for 3,349 US, UK and EU stocks. 5 free lookups, then a free account.

Try
  • 5 free lookups, then a free account
  • Recomputed after every close
  • No card required

Most looked-up today

Not found

That symbol was not found.

NVDA
Nvidia Corp
$168.89−5.5%Close · Nov 10
Rich
Rich vs its own year, but still 10.7 pts above realisedNVDA options are near the top of their 1-year range, yet the market still prices more movement than the stock has delivered.
IV30 impliedHV21 realised
52w high 61.152w low 29.2Nov ’25FebMayAugNov ’26
IV rank
100
of 1-year range
IV30 / HV21
61.1 / 50.4
+10.7 pts over realised
Expected move
±17.5%
±$29.59 by 30 days
Next earnings
Nov 17
in 6 days
Past moves · free account
Delayed end-of-day data · not investment adviceFull analysis →
Daily briefing · Tue Nov 10

AAON leads, HIMS lags — U.S. market close

S&P 500
7,521
−0.4%
VIX
18.42
−5.3%
WTI
87.32
+1.5%
  1. AAON +19.3% led the session.
  2. HIMS −16.6% lagged the session.
  3. APLD front implied vol −75.6pt, the largest crush.
  4. URI front implied vol +75.1pt, the largest expansion.
  5. WTI −0.6% on the day, +50.3% year to date.

Get the briefing by email

Five lines on what volatility did, every trading day. Free.

Read the full briefing →
Signals · Nov 10 close

What volatility did today

Each panel is recomputed after the close across all 3,349 tickers. The top rows are free; full scans come with Starter.

All market data →

Implied running hottest over realised

IV30 minus HV21, liquid names only

Scanner
TickerIV30HV21IV − HVIV rank
AVBAvalonbay Communities Inc20.8356.6−335.827
VCYTVeracyte, Inc.76.0279.4−203.452
XPXp Inc.57.8232.9−175.17
BRZEBraze, Inc.9.8146.9−137.01
SGRYSurgery Partners, Inc.15.7139.8−124.06
Scan all 3,349 tickers · StarterTop 5 free every day

Earnings reactions

Actual move vs implied, and the vol crush

Free
TickerMoveImpliedΔIV30
BCAX+15.4%±8.7%−60.0
IBRX−17.7%±6.8%−29.1
IMVT+15.1%±6.0%+30.5
CEVA−8.3%±5.1%−10.9
AMG+5.6%±2.2%−5.7
5 of 5 moved more than the 1-session 30-day ATMAll 140 reviews →

Unusual options activity

Volume vs open interest, call share

Flow
TickerContractsVol / OICalls
SANM6.4k0.59×78%
HIMS202.1k0.59×60%
NVDA9.42M0.55×53%
Full flow and alerts · Starter
Research desk

Notes, earnings reviews and briefings

Written for people who trade volatility. Every ticker links straight into the tools.

All research →
IPO Watch · Anthropic · Update
Equities · NoteNov 1117 min read

Anthropic IPO: $70–78, $81bn Run-Rate, and a Lock-Up Calendar That Front-Runs the Float

ANT has terms: 825m shares at $70–78, ~$1.26–1.40tn fully diluted, $81bn run-rate, $26bn strategic placement. How it stacks against SPCX, ARM, CRWV, FIG and a decade of tech IPOs.

SPCX · GOOGL · NVDARead the note →
Earnings reviewNov 9

Mereo BioPharma Group plc (MREO) Q3 FY2026 earnings

MREOQ3 FY2026
Earnings reviewNov 9

OPAL Fuels Inc. (OPAL) Q3 FY2026 earnings

OPALQ3 FY2026
Equities · NoteOct 30

Q3 2026 Earnings: 25 Semiconductor and Big Tech Results, from SK Hynix's +10.9% to ServiceNow's −27%

LRCX
Equities · NoteOct 28

Anthropic IPO: ANT Stock Preview & S-1 Analysis

GOOGL
The platform · 20 tools

Look up here. Scan with Starter. Go deep with Pro.

Compare plans →

Free Free account

$0
IVRIV RankWhere IV sits in its 52-week rangeAccount → HVHV / IVRealised vs implied, several windowsAccount → EIVEarnings IVImplied vs actual moves, with historyAccount → BSOption PricerFair value and Greeks, three modelsAccount → SZNSeasonalityAverage returns by month and weekAccount → NEWSNews FlowHeadlines ranked by volatility impactAccount →

Starter Scan

$19/mo
SCANIV ScannerAll 3,349 tickers by IV vs HVPreview → OPPOpportunitiesDaily shortlist of flagged setupsPreview → WBWorkbenchSingle-ticker deep dive and recipesPreview → PFPortfolioAggregate Greeks, P&L and risk curvesPreview → CCCovered Call & RollYield, assignment odds, roll timingPreview → INSInsider & FlowInsider trades and unusual optionsPreview →

Pro Deep

$49/mo
SURFIV Surface3D skew and term structurePreview → AIAI ResearchDCF, fundamentals and vol contextPreview → BTBacktest14 strategies on any tickerPreview → MCPMCP accessClaude, ChatGPT, and Cursor · 100 calls/dayPreview → MODModel sectionsDownloadable models inside notesPreview → UNIVUniverse backtestS&P 500, FTSE, sectors, or the full databasePreview →
Start 7-day Pro trial

Max ($99/mo) is 1,000 MCP calls a day and 50 AI runs a day.

Coverage & methodology

Numbers you can check

No testimonials and no trade calls. Here is what we cover and exactly how each number is calculated.

3,800+
Tickers
US·UK·EU
NYSE, NASDAQ, LSE, XETRA and more
98+ yrs
Deepest daily price history
26M+
Data points

IV rank

(IV30 − 52w low) ÷ (52w high − 52w low)
Where today’s 30-day implied vol sits in its own one-year range, from 0 to 100.

IV30 and HV21

IV30 = ATM implied vol, interpolated to 30 days
HV21 is the annualised sample standard deviation of the last 21 close-to-close log returns (one month of sessions). The same figure is shown on the HV/IV page. The gap is IV30 minus HV21 in vol points.

Expected move

Price × IV × √(days ÷ 365)
A one-standard-deviation range to the chosen expiry. The full analysis also shows the ATM straddle.

Timing

End-of-day data, recomputed after each US and European close. It is delayed and not meant for intraday execution.

What it isn’t

SharpeIQ is an analytics tool, not an adviser. Nothing on the desk is a recommendation to buy or sell.

Pricing

Read free. Pay when you scan.

Monthly plans, cancel any time. Prices in USD.

Free

$0
Research, briefings and single-ticker lookups.
  • All research and daily briefings
  • IV rank, HV/IV, Earnings IV
  • Pricer, seasonality, news
  • Watchlist of 10 tickers
Create free account

Starter

$19/mo
Scanning and position tools.
  • Everything in Free
  • IV Scanner on all 3,349 tickers
  • Opportunities and Workbench
  • Portfolio, covered call, roll
  • Insider trades and full flow
Choose Starter
Most popular · 7-day trial

Pro

$49/mo
AI research, surfaces and backtests.
  • Everything in Starter
  • IV Surface, skew and term
  • AI research, 5 runs a day
  • Single-ticker backtests
  • MCP access, 100 calls a day
  • Model sections in notes
Start 7-day trial

Max

$99/mo
Higher limits and universe scans.
  • Everything in Pro
  • AI research, 50 runs a day
  • Universe backtests (S&P 500, FTSE)
  • MCP access, 1,000 calls a day
  • Priority support
Choose Max
FAQ

Questions traders ask

What can I do without an account?

Read all research and briefings, and run 5 full single-ticker lookups: IV rank, IV vs HV, expected move and the next earnings date. A free account, no card, keeps the lookups going and adds a 10-ticker watchlist.

Is the IV Scanner free?

The top five rows are free on this page every day. Scanning all 3,349 tickers with filters is part of Starter.

How fresh is the data?

Everything is end-of-day. We recompute after each US and European close, so the desk always shows the latest close rather than intraday prices.

Which markets do you cover?

US-listed stocks and ETFs, plus major UK and European names such as VOD.L and SAP.DE: 3,349 tickers in total.

Can I cancel any time?

Yes. Plans are monthly and you can cancel from your account page. Pro starts with a 7-day trial.

Which plans include MCP?

MCP access for Claude, ChatGPT, and Cursor is part of Pro (100 calls a day) and Max (1,000 calls a day). It is not included with Free or Starter.

Check the next option you trade against its own history.

Look up a tickerSee plans