Screener examples › Premium Sellers
Rich premium in large caps
Sell premium where it's expensive relative to its own history.
“Large caps over $50B with IV rank above 60, implied volatility above 20-day realized volatility and an options liquidity score above 70”
Run this screen live and refine it in plain English (free, no sign-up).
US large caps over $50B with high IV rank, IV above 20-day realized volatility and liquid options.
Filters: Market cap > $50B; IV rank > 60; IV30 > 20-day realized vol; Options liquidity score > 70
Top matches on data as of October 26, 2026
| Symbol | Company | Market Cap (USD) | IV Rank | IV30 | HV20 | VRP (IV30-HV20) | Opt Liquidity | Open Interest | Sector |
|---|---|---|---|---|---|---|---|---|---|
| ADP | Automatic Data Processing, Inc. | $120.3B | 100 | 80.1% | 25.2% | 0.55 | 72 | 42,138 | Technology |
| CME | CME Group Inc. | $110.3B | 100 | 71.5% | 19.6% | 0.52 | 76 | 53,395 | Financials |
| ETN | Eaton Corporation plc | $144.5B | 100 | 101.5% | 38.2% | 0.63 | 85 | 172,853 | Industrials |
| WPM | Wheaton Precious Metals Corp. | $55.6B | 100 | 72.9% | 37.8% | 0.35 | 79 | 123,597 | Materials |
| APH | Amphenol Corporation | $185.1B | 94.87 | 50.2% | 38.4% | 0.12 | 75 | 304,758 | Technology |
| BKNG | Booking Holdings Inc. | $117.6B | 92.24 | 50.0% | 27.7% | 0.22 | 93 | 606,662 | Consumer Discretionary |
| TJX | The TJX Companies, Inc. | $161.7B | 87.58 | 29.4% | 19.7% | 0.1 | 81 | 131,083 | Consumer Discretionary |
| LOW | Lowe's Companies, Inc. | $110.8B | 86.27 | 36.4% | 31.1% | 0.05 | 82 | 118,604 | Consumer Discretionary |
| WMB | The Williams Companies, Inc. | $87.8B | 86.22 | 33.7% | 33.6% | 0 | 89 | 329,653 | Energy |
| ROST | Ross Stores, Inc. | $74.5B | 84.84 | 37.7% | 23.1% | 0.15 | 75 | 47,988 | Consumer Discretionary |
| GILD | Gilead Sciences, Inc. | $197.3B | 84.07 | 36.1% | 28.7% | 0.07 | 83 | 172,033 | Healthcare |
| CRWD | CrowdStrike Holdings, Inc. | $264.5B | 84.01 | 59.1% | 57.3% | 0.02 | 100 | 1,209,213 | Technology |
| VLO | Valero Energy Corporation | $121.6B | 81.33 | 51.8% | 38.9% | 0.13 | 85 | 169,259 | Energy |
| MRK | Merck & Co., Inc. | $347.6B | 80.45 | 35.0% | 32.2% | 0.03 | 92 | 519,445 | Healthcare |
| BSX | Boston Scientific Corporation | $67.3B | 78.7 | 49.8% | 24.7% | 0.25 | 93 | 865,078 | Healthcare |
| PLTR | Palantir Technologies Inc. | $476.6B | 78.26 | 64.1% | 45.4% | 0.19 | 100 | 3,234,839 | Technology |
| AMZN | Amazon.com, Inc. | $2679.2B | 77.74 | 44.7% | 32.4% | 0.12 | 100 | 4,611,651 | Consumer Discretionary |
| DLR | Digital Realty Trust, Inc. | $61.8B | 77.4 | 37.0% | 27.3% | 0.1 | 71 | 31,871 | Real Estate |
| CSCO | Cisco Systems, Inc. | $435.8B | 75.84 | 47.1% | 34.5% | 0.13 | 97 | 807,390 | Technology |
| BP | BP p.l.c. | $130.4B | 75.78 | 33.7% | 28.0% | 0.06 | 89 | 395,898 | Energy |
| SHOP | Shopify Inc. | $217.9B | 75.23 | 71.5% | 41.9% | 0.3 | 93 | 510,835 | Technology |
| PSX | Phillips 66 | $115.8B | 74.66 | 46.1% | 28.5% | 0.18 | 78 | 77,746 | Energy |
| MCD | McDonald's Corporation | $177.9B | 74.6 | 24.8% | 17.9% | 0.07 | 93 | 400,796 | Consumer Discretionary |
| MO | Altria Group, Inc. | $123.1B | 73.89 | 27.4% | 23.7% | 0.04 | 88 | 304,572 | Consumer Staples |
| FTNT | Fortinet, Inc. | $134.9B | 73.74 | 64.1% | 40.7% | 0.23 | 81 | 148,047 | Technology |
25 matches. Research data, not investment advice.