SharpeIQ Research
Top 10 expansions and crushes in IBKR's constant-maturity ~30-day ATM series — the same print as the earnings table. The earnings premium and the front-week crush live in a different number; a name can drop 12 points here and 55 on the weeklies. IV as of Sep 24, 2026.
| Ticker | Company | IV | 30d ATM |
|---|---|---|---|
| AXGN | Axogen, Inc. | 80.3% | +25.6pt |
| ALM | Almonty Industries Inc. | 99.7% | +25.4pt |
| AQN | Algonquin Power & Utilities Corp. | 49.8% | +24.9pt |
| AMRX | Amneal Pharmaceuticals, Inc. | 59.1% | +16.2pt |
| BUSE | First Busey Corp /Nv/ | 54.1% | +15.2pt |
| CCC | Ccc Intelligent Solutions Holdings Inc. | 79.2% | +14.0pt |
| CNH | Cnh Industrial N.V. | 56.5% | +12.5pt |
| ALHC | Alignment Healthcare, Inc. | 109.5% | +10.3pt |
| ARR | Armour Residential Reit, Inc. | 27.1% | +9.1pt |
| BHF | Brighthouse Financial, Inc. | 55.1% | +8.3pt |
| Ticker | Company | IV | 30d ATM |
|---|---|---|---|
| ACAD | Acadia Pharmaceuticals Inc | 44.4% | -70.0pt |
| BTDR | Bitdeer Technologies Group | 94.1% | -14.8pt |
| BB | Blackberry Ltd | 66.4% | -14.6pt |
| CDP | Copt Defense Properties | 25.6% | -10.2pt |
| CIGI | Colliers International Group Inc. | 34.8% | -7.8pt |
| CLBK | Columbia Financial, Inc./Md/ | 29.5% | -7.5pt |
| CATY | Cathay General Bancorp | 24.3% | -7.0pt |
| ASND | Ascendis Pharma A/S | 41.1% | -6.5pt |
| ABNB | Airbnb, Inc. | 34.9% | -6.2pt |
| ARM | Arm Holdings Plc /Uk | 67.3% | -5.2pt |
| Ticker | Company | IV | 30d ATM |
|---|---|---|---|
| AXGN | Axogen, Inc. | 80.3% | +28.7pt |
| CCC | Ccc Intelligent Solutions Holdings Inc. | 79.2% | +28.1pt |
| BEAM | Beam Therapeutics Inc. | 70.2% | +26.7pt |
| ALAB | Astera Labs, Inc. | 80.3% | +19.1pt |
| ALM | Almonty Industries Inc. | 99.7% | +18.7pt |
| AVAH | Aveanna Healthcare Holdings, Inc. | 59.7% | +15.9pt |
| ARQT | Arcutis Biotherapeutics, Inc. | 59.4% | +14.8pt |
| CNH | Cnh Industrial N.V. | 56.5% | +14.1pt |
| AUR | Aurora Innovation, Inc. | 73.2% | +13.8pt |
| CACC | Credit Acceptance Corp | 33.5% | +11.6pt |
| Ticker | Company | IV | 30d ATM |
|---|---|---|---|
| ACAD | Acadia Pharmaceuticals Inc | 44.4% | -77.6pt |
| CDP | Copt Defense Properties | 25.6% | -44.5pt |
| CAI | Caris Life Sciences, Inc. | 65.9% | -34.9pt |
| AQN | Algonquin Power & Utilities Corp. | 49.8% | -32.5pt |
| AXTA | Axalta Coating Systems Ltd. | 36.5% | -29.4pt |
| BUSE | First Busey Corp /Nv/ | 54.1% | -21.3pt |
| ABVX | Abivax S.A. | 62.5% | -17.8pt |
| BHF | Brighthouse Financial, Inc. | 55.1% | -11.9pt |
| BRX | Brixmor Property Group Inc. | 18.4% | -11.9pt |
| AZO | Autozone Inc | 32.1% | -10.2pt |
| Ticker | Company | IV | 30d ATM |
|---|---|---|---|
| ALHC | Alignment Healthcare, Inc. | 109.5% | +52.5pt |
| AXGN | Axogen, Inc. | 80.3% | +35.0pt |
| CCC | Ccc Intelligent Solutions Holdings Inc. | 79.2% | +34.2pt |
| BUSE | First Busey Corp /Nv/ | 54.1% | +23.6pt |
| CNH | Cnh Industrial N.V. | 56.5% | +17.5pt |
| BRKR | Bruker Corp | 62.4% | +14.4pt |
| AQN | Algonquin Power & Utilities Corp. | 49.8% | +14.1pt |
| ALM | Almonty Industries Inc. | 99.7% | +11.3pt |
| BTSG | Brightspring Health Services, Inc. | 44.1% | +11.0pt |
| AUR | Aurora Innovation, Inc. | 73.2% | +10.9pt |
| Ticker | Company | IV | 30d ATM |
|---|---|---|---|
| CBC | Central Bancompany, Inc. | 32.7% | -46.7pt |
| CLDX | Celldex Therapeutics, Inc. | 55.4% | -41.0pt |
| CAI | Caris Life Sciences, Inc. | 65.9% | -29.7pt |
| ASAN | Asana, Inc. | 64.8% | -29.6pt |
| AEO | American Eagle Outfitters Inc | 41.3% | -28.3pt |
| AGX | Argan Inc | 61.9% | -25.8pt |
| ASST | Strive, Inc. | 72.1% | -24.5pt |
| BRZE | Braze, Inc. | 59.1% | -24.2pt |
| ANF | Abercrombie & Fitch Co /De/ | 47.0% | -23.9pt |
| BCRX | Biocryst Pharmaceuticals Inc | 50.2% | -21.0pt |
| Ticker | Company | IV | 30d ATM |
|---|---|---|---|
| BBT | Beacon Financial Corp | 131.4% | +103.4pt |
| ALHC | Alignment Healthcare, Inc. | 109.5% | +44.7pt |
| BHF | Brighthouse Financial, Inc. | 55.1% | +29.7pt |
| AUB | Atlantic Union Bankshares Corp | 50.2% | +24.4pt |
| AXGN | Axogen, Inc. | 80.3% | +20.8pt |
| BBD | Bank Bradesco | 54.6% | +18.1pt |
| ALM | Almonty Industries Inc. | 99.7% | +14.5pt |
| CLMT | Calumet, Inc. /De | 66.4% | +13.9pt |
| AYI | Acuity Inc. (De) | 43.2% | +10.8pt |
| CNH | Cnh Industrial N.V. | 56.5% | +10.6pt |
| Ticker | Company | IV | 30d ATM |
|---|---|---|---|
| ABVX | Abivax S.A. | 62.5% | -101.7pt |
| ARX | Accelerant Holdings | 1.9% | -73.7pt |
| BSBR | Banco Santander (Brasil) S.A. | 67.0% | -60.0pt |
| CBZ | Cbiz, Inc. | 3.0% | -57.6pt |
| BTDR | Bitdeer Technologies Group | 94.1% | -55.7pt |
| CACC | Credit Acceptance Corp | 33.5% | -50.3pt |
| CGON | Cg Oncology, Inc. | 63.5% | -49.7pt |
| AAOI | Applied Optoelectronics, Inc. | 83.5% | -41.5pt |
| AXTI | Axt Inc | 104.9% | -41.1pt |
| BE | Bloom Energy Corp | 76.0% | -39.4pt |
Change is in volatility points over 1 / 5 / 21 / 63 trading days, not a front-expiry straddle. Same liquidity gates as the equity board. Not investment advice.