Rising Volatility vs. Falling Volatility

Falling volatility features stocks exhibiting a noticeable decrease in IV, highlighting candidate for selling options to capitalize on high premiums. The list is curated by only considering the top 500 most active stocks by total options volume. To make the list, stocks need to have a decreasing IV, the 5-day average IV needs to be 5% less than the 1-Month average reading, and IV needs to be at least 5% less than the corresponding realized historical volatility. Stocks also need to have both an IV Rank and IV Percentile greater than 20%. Failing volatility is good for Covered Calls, Cash Secured or Naked Puts, Credit Spreads and Income trades.