What stocks tomorrow are gonna be volatile

First, a quick clarification:
No screen can guarantee which stocks will be volatile tomorrow. What we can do is filter for stocks that already show signs of higher risk and active trading, which increases the probability of continued volatility.

Screening Filters

1. beta = HighRisk

   • Purpose: Find stocks that historically move more than the overall market.
   • Rationale:
     • Beta measures how sensitive a stock is to market moves.
     • A “HighRisk” beta (typically > 1.3–1.5) means the stock tends to swing more—both up and down—than the market.
     • If you’re looking for volatility, high-beta names are natural candidates because they’re structurally more volatile.

2. price_change_pct ≥ 5% (today)

   • Purpose: Capture stocks that are already making large moves today.
   • Rationale:
     • A move of at least +5% or −5% in a single day is unusually large for most stocks.
     • Big price moves often reflect news, earnings, upgrades/downgrades, or sentiment shifts that can spill over into the next trading day.
     • By requiring a ≥5% move, the screener focuses on names currently “in play” with elevated trading interest and recent volatility.

3. option_iv_rank ≥ 40

   • Purpose: Identify stocks whose options market is pricing in above-normal future volatility.
   • Rationale:
     • Implied volatility (IV) comes from option prices and reflects the market’s expectation of future price movement.
     • IV rank compares current IV to its own past range (e.g., past year). A rank ≥ 40 means current IV is higher than at least 40% of the past-period values—i.e., options traders expect more movement than usual.
     • This ties directly to your question about future volatility: when IV rank is elevated, the options market is anticipating more action ahead, including tomorrow.

Why the Results Match Your Request

• Structural volatility is targeted via High beta, ensuring the list is tilted to naturally more volatile stocks.
• Current, realized volatility is captured with today’s ≥5% price change, highlighting names already making big moves that often remain active in the short term.
• Expected future volatility is incorporated through IV rank ≥ 40, using options pricing to find where the market is betting on above-normal upcoming movement (which includes tomorrow).

Together, these filters narrow down to stocks that:

• Historically move more than the market,
• Are currently experiencing significant price swings,
• And are expected by options traders to keep moving more than usual—making them reasonable candidates for higher volatility tomorrow.