Top 20 High IV Watchlist

Options traders are paying 140.9% annualized to hold SNDK through an earnings release just 11 days out, with the market pricing in a ±40.4% move over the next 30 days. At an IV Rank of 73 and an IV Percentile of 95, premium is historically elevated even by this stock's own volatile standards.

Something quiet is happening in PENG: no headline catalyst, yet the options market is pricing 126.4% annualized IV with a ±36.2% expected move over the next 30 days. At an IV Rank of 76 and IV Percentile of 86, the market is treating this as meaningfully expensive relative to its own history, with no obvious explanation in the data.

Sitting at an IV Rank of 91 and an IV Percentile of 94, ACMR's options are among the most expensive they've been all year relative to their own history. With earnings arriving in 13 days, the 121.3% IV and ±34.8% expected move reflect event risk that is already being priced aggressively.

A 21.5% single-session drop is the story in MXL, a move that magnitude resets the options landscape entirely and explains the 117.8% IV now on the board. The IV Rank of 59 tells you premium was already elevated before the crash, meaning this isn't purely a vol spike from a calm base.

With earnings in just 2 days, AMKR has reached an IV Rank of 98 and an IV Percentile of 98, placing it at the very top of its own historical premium range. The options market is implying a ±32.1% move over the next 30 days, and at this point nearly all of that premium is event risk.

Traders positioning ahead of LITE's earnings in 17 days have pushed IV to 110.7% annualized, with the options market implying a ±31.7% move over the next 30 days. An IV Rank of 84 confirms this isn't a routine level for LITE; premium is running well above its historical midpoint.

At an IV Percentile of 96, COHR's options are priced in the top 4% of all readings in its history, with 109.5% IV and a ±31.4% expected move baked in. Earnings are 18 days out, which means premium has started expanding early, a pattern that often reflects uncertainty about the macro backdrop for optical and photonics names.

An IV Percentile of 95 places WDC's options pricing in rare territory relative to its own history, with 109.4% IV and a ±31.4% expected move on the table. Earnings in 11 days are the clear anchor for this premium, and the IV Rank of 85 confirms the market isn't treating this as a routine reporting cycle.

After a 14.2% single-session decline, HIMS's options market is running 108.3% IV with a ±31.0% expected move priced into the next 30 days. Earnings are 16 days out, so the combination of a sharp price drop and an approaching catalyst is keeping premium firmly elevated.

With earnings in just 3 days, STX's IV Rank of 87 and IV Percentile of 94 put options pricing near the high end of its historical range, with 108.1% IV and a ±31.0% expected move on the board. A 6.8% session decline has added fresh directional uncertainty on top of the event risk already embedded in premium.

Earnings in 12 days are the primary driver for CLSK's 107.4% IV and ±30.8% expected move, with the options market treating the release as a meaningful binary event. The IV Rank of 60 is moderate by this stock's own standards, which reflects how routinely volatile crypto-adjacent miners tend to be.

An IV Percentile of 96 means SMCI's current 106.5% IV sits in the top 4% of all readings in its history, even though the IV Rank of 70 suggests it has been higher in absolute terms. Earnings in 10 days are the obvious catalyst, and the ±30.5% expected move reflects how much uncertainty the market still assigns to this name.

No earnings catalyst is visible in the near-term data, yet MU is running 104.2% IV at an IV Rank of 84 and an IV Percentile of 85, placing premium well above its historical midpoint. The ±29.9% expected move over 30 days likely reflects broader semiconductor sector pressure rather than a company-specific event.

UVXY's own options are priced at 99.7% IV, which sounds extreme until you check the IV Rank of 32 and IV Percentile of 38, both of which say this is actually cheap relative to where vol-of-vol has traded historically. For a product designed to track short-term VIX futures, subdued options pricing on UVXY itself is a read on how calm the broader fear market currently is.

Earnings in 10 days are layered on top of MARA's perpetual sensitivity to Bitcoin price swings, producing 99.0% IV and a ±28.4% expected move. The IV Rank of 44 is telling: even at nearly 100% annualized IV, this is a below-average premium environment for a name that regularly trades at much higher levels.

Four days from an earnings release, LRCX's options are priced at an IV Rank of 86 and an IV Percentile of 94, with 94.9% IV and a ±27.2% expected move embedded in the market. A 4.6% session decline has added directional pressure on top of event risk that was already well-priced.

At an IV Rank of 93 and an IV Percentile of 97, FLEX's options are nearly as expensive as they have ever been relative to their own history, with 94.1% IV and a ±27.0% expected move priced in. Earnings arrive in 4 days, and a 7.4% session drop has amplified the uncertainty that was already building ahead of the release.

Three days from an earnings release, ENPH is carrying 93.4% IV and a ±26.8% expected move, with an IV Rank of 69 confirming premium is above its historical midpoint but not at extremes. Solar names have faced persistent macro and policy headwinds, which tends to keep a floor under ENPH's baseline volatility even between catalysts.

Earnings in 3 days have pushed GLW to an IV Rank of 89 and an IV Percentile of 92, with 91.5% IV and a ±26.2% expected move on the board. For a company of GLW's size and relative stability, that premium level is historically elevated and reflects genuine uncertainty around the release.

At an IV Rank of 84 and an IV Percentile of 94, ON Semiconductor's options are priced in the upper tier of their historical range, with 91.4% IV and a ±26.2% expected move over the next 30 days. Earnings in 9 days are the anchor, and the auto and industrial chip exposure this name carries adds a macro layer to the event risk already in premium.