Yesterday's top 20 gainers
Fixed 20-name list · fixed in saved previous-session rank order
IV and expected-move horizon --
| Rank | Company | Sector | Market cap | Last | Gain | Expected σ | Z-score | IV Reliability |
|---|
Today's live IV movers
Eligible IV universe · waiting for current-session prices
IV and expected-move horizon --
| Rank | Company | Sector | Last | IV Reliability |
|---|
How to read IV Expansion + Bucket σ
IV Expansion updates only during options trading hours. Readings are hidden during pre-market to avoid showing yesterday’s data. After the market closes, the last available reading stays visible. If no reading is available, check back during the next options session.
IV Expansion shows how much IV changed. Bucket σ shows how unusual its log change is for the same stock, time bucket and expiry-tenor group.
Illustration: +18% / +0.6σ is a large change near that stock’s usual pattern; +5% / +3.1σ is a smaller change far above its own historical median.
Both readings use the same observation. σ uses median and 1.4826 × MAD, not the price Z-score. Missing history is unscored; * marks provisional quote quality.