Implied Volatility Rank

Implied volatility is derived from option prices, not historical prices of the underlying instrument. Therefore, you would either need a source of pre-calculated implied volatility data (I don't know of any for retail traders) or if you wanted to calculate it yourself you would need a full complement of options data for every symbol on which you wanted to calculate IV Rank.

If you're using thinkorswim (one broker who provides IV Rank) then it would probably be simpler to create your initial scan using their tools, and then possibly import the resulting list into AmiBroker for further analysis.

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