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Closed my second pass at adobe for 40% at 4.00, and it just kept popping. It's around 4.25 now. ORCL is threatening breakeven while MU will have to be saved in earnings. I'd need a pop of like 6% to save breakeven. Ugh.Ah well, win some lose some but it looks like I should have been strict with my stoploss.

@Brice, have a look on the page (https://www.art-of.trading/earnings ). Just quickly plugged the IV rank back and did a reload. Also compared a few values with optionalpha: Not perfectly identical but reasonably close. You can filter and sort on the column and create a 'max IV rank' scanner. Happy if this can help your need.

I would recommend ThinkOrSwim to display charts of IV Rank or IV Percentile etc. I have some custom TOS scripts to display the bottom chart, i can share the script if you want. You might open a paper trade account or a live account to have real time data (need to put a little bit of money to open the account but i only have $50 there). You can also create watchlist of tickers and add a IVR/IVP column also. I also have IV percentile (which is a variation of IV Rank) on the scanner of volatilityhq.com as well supported for about 1300 stocks (scanner exclude stocks with low option volume), but i think TOS is still better for the charting, analysis etc and it's mostly free.

Hi Brice, welcome! I actually had it included on the upcoming earnings page on www.art-of.trading for some time. But the figure obviously did not provoke much interest in this context, so I took it out (short sellers like to see it). I would be ok to put it back, the list is three months into the future, so most stocks you will have in there (though it possibly would make more sense to add it in a extra section).

Since the IV Rank was developed by Tom Sosnoff, you can find it on Thinkorswim (from TD Ameritrade) or Tastyworks, both being owned and developed under the control of Tom. Rob