Screener examples › Premium Sellers
High IV rank after a price drop
Distinguish volatility-driven premium opportunities from genuine deteriorating businesses.
“US stocks over $2B down more than 15% over the last month with IV rank above 70, options liquidity score above 75 and no earnings in the next 20 days”
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US operating companies over $2B that fell more than 15% in a month with high IV rank and liquid options.
Filters: Market cap > $2B; 1-month return < -15%; IV rank > 70; Options liquidity score > 75; Earnings more than 20 days away
Top matches on data as of November 6, 2026
| Symbol | Company | Market Cap (USD) | 1M Return | IV Rank | IV30 | Opt Liquidity | Next Earnings | Days to Earnings | Price |
|---|---|---|---|---|---|---|---|---|---|
| FRO | Frontline Plc | $10.0B | -19.3% | 98.99 | 73.2% | 76 | 2026-11-30 | 24 | $45.42 |
| OKTA | Okta, Inc. | $29.9B | -23.4% | 98.34 | 97.3% | 85 | 2026-12-01 | 25 | $168.69 |
| CRWD | CrowdStrike Holdings, Inc. | $219.1B | -17.5% | 94.37 | 75.0% | 100 | 2026-12-01 | 25 | $216.90 |
| MBLY | Mobileye Global Inc. | $4.7B | -18.8% | 91.95 | 99.0% | 84 | 2027-01-28 | 83 | $5.73 |
| SNOW | Snowflake Inc. | $94.4B | -19.7% | 85.92 | 79.1% | 94 | 2026-12-02 | 26 | $275.88 |
| VLO | Valero Energy Corporation | $98.7B | -21.9% | 83.17 | 52.3% | 86 | 2027-01-28 | 83 | $346.45 |
| GLXY | Galaxy Digital | $2.6B | -32.0% | 83.07 | 110.8% | 94 | 2027-02-02 | 88 | $13.66 |
| MCHP | Microchip Technology Incorporated | $31.6B | -22.7% | 82.88 | 74.7% | 92 | 2027-02-04 | 90 | $58.35 |
| CIEN | Ciena Corporation | $34.6B | -42.9% | 79.98 | 96.6% | 84 | 2026-12-10 | 34 | $243.39 |
| APLD | Applied Digital Corp. | $4.4B | -34.8% | 72.73 | 112.3% | 99 | 2027-01-06 | 61 | $15.55 |
| AVGO | Broadcom Inc. | $1399.7B | -18.5% | 70.46 | 57.3% | 100 | 2026-12-09 | 33 | $293.69 |
| CRDO | Credo Technology Group Holding Ltd | $22.3B | -43.1% | 70.37 | 116.7% | 91 | 2026-12-02 | 26 | $120.51 |
12 matches. Research data, not investment advice.