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Quiet before the storm
Compressed volatility ahead of a known catalyst.
“Stocks with IV percentile under 20, earnings in the next 30 days and Bollinger bandwidth in the bottom 10%”
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US stocks with low IV percentile, earnings within 30 days, and Bollinger bandwidth in the tightest 10% of the US universe.
Filters: IV percentile < 20; Earnings within 30 days; Bollinger bandwidth in bottom 10%; Optionable
Top matches on data as of October 26, 2026
| Symbol | Company | IV Percentile | IV Rank | IV30 | Days to Earnings | Next Earnings | BB Bandwidth | BW pct rank | Price |
|---|---|---|---|---|---|---|---|---|---|
| BWMN | Bowman Consulting Group Ltd. | 0 | 0 | 28.8% | 9 | 2026-11-04 | 0.7% | 3.8% | $42.84 |
| WSBF | Waterstone Financial, Inc. | 0 | 0 | 22.0% | 0 | 2026-10-26 | 3.2% | 6.0% | $19.78 |
| FCBC | First Community Bankshares, Inc. | 0 | 0 | 21.2% | 1 | 2026-10-27 | 5.4% | 9.5% | $48.36 |
| RSVR | Reservoir Media, Inc. | 2.78 | 4.22 | 15.0% | 8 | 2026-11-03 | 2.9% | 5.8% | $9.56 |
| MKTX | MarketAxess Holdings Inc. | 5.05 | 3.99 | 6.0% | 11 | 2026-11-06 | 0.7% | 3.6% | $165.02 |
| UE | Urban Edge Properties | 10 | 15.7 | 17.9% | 2 | 2026-10-28 | 3.6% | 6.3% | $19.26 |
| ITGR | Integer Holdings Corporation | 11.21 | 2.88 | 6.5% | 0 | 2026-10-26 | 0.4% | 1.5% | $126.52 |
| LNTH | Lantheus Holdings, Inc. | 16.24 | 6.19 | 13.1% | 10 | 2026-11-05 | 0.9% | 4.3% | $99.92 |
| CAPL | CrossAmerica Partners LP | 16.33 | 19.48 | 20.3% | 9 | 2026-11-04 | 4.8% | 8.0% | $22.20 |
| AES | The AES Corporation | 17.46 | 5.14 | 6.1% | 8 | 2026-11-03 | 1.0% | 4.5% | $15.03 |
| ARX | Accelerant Holdings | 18.64 | 15.34 | 21.7% | 16 | 2026-11-11 | 0.6% | 3.1% | $19.82 |
| PAYO | Payoneer Global Inc. | 18.95 | 19 | 31.8% | 9 | 2026-11-04 | 0.8% | 3.9% | $7.15 |
| SLAB | Silicon Laboratories Inc. | 19.57 | 8.91 | 8.4% | 8 | 2026-11-03 | 1.1% | 4.6% | $221.25 |
13 matches. Research data, not investment advice.