Stock Volatility Screener: Scan High & Low Volatility Setups
Compare Historical Volatility, Parkinson, Garman-Klass, and Yang-Zhang estimates in one customizable matrix. Identify breakout compressions and momentum runners with ease.
Trading Applications
Two Volatility Regimes, Two Powerful Setups
High Volatility Stock Scanning
Targeted at active momentum day traders and breakout trend followers:
- Locate stocks with expanding ATR and high Relative Volume (RVOL)
- Ride multi-day trend expansions driven by catalyst news or earnings beats
- Identify rich option premium environments for disciplined credit sellers
Low Volatility Squeeze Scanning
Targeted at swing traders anticipating explosive base breakouts:
- Filter by tight Bollinger Bandwidth and contracting daily ranges
- Spot institutional accumulation before volatility expands
- Establish tight, low-risk stop losses at consolidation support levels
Supported Estimators
Advanced Volatility Metrics Supported in Pineify
Beyond basic close-to-close metrics, Pineify provides range-based and gap-adjusted estimators.
| Estimator Model | Inputs & Method | Primary Use Case | Core Advantage |
|---|---|---|---|
| Historical Volatility (HV) | Close-to-Close Standard Deviation | Macro trend stability and baseline annualized volatility comparison | Industry standard metric used widely by options desks and fund managers. |
| Parkinson Volatility | High-Low Intraday Range | Capturing intraday price extremes and trading ranges | Up to 5 times more efficient than standard close-to-close calculations. |
| Garman-Klass Volatility | Open, High, Low, and Close Prices | Active swing trading and intraday price dynamics | Accounts for both trend opening jumps and high-low candle boundaries. |
| Yang-Zhang Volatility | Drift-Independent + Overnight Gap | Stocks with significant pre-market and overnight earnings gaps | Combines overnight jumps with intraday price variation accurately. |
| Bollinger Bandwidth & Squeeze | (Upper Band - Lower Band) / Middle Band | Detecting imminent volatility expansion breakouts | Normalized indicator making it easy to compare squeezes across different share prices. |
Frequently Asked Questions
What is a stock volatility screener?
A stock volatility screener is a technical scanning tool that measures how wildly or tightly a stock's price fluctuates over time. Traders use it to locate high-volatility stocks for momentum day trading and low-volatility stocks for breakout squeeze setups or conservative portfolio allocations.
What volatility indicators are available in Pineify Custom Screener?
Pineify includes multiple statistical volatility estimators: Historical Volatility (close-to-close), Parkinson (high-low range), Garman-Klass (open-high-low-close), Rogers-Satchell, Yang-Zhang (overnight jump adjusted), Chaikin Volatility, Relative Volatility Index (RVI), Average True Range (ATR), and Bollinger Bandwidth.
How do I scan for low volatility breakout candidates?
In Pineify, load your target watchlist and add Bollinger Bandwidth alongside Historical Volatility or Yang-Zhang Volatility columns. Sort by lowest bandwidth to locate volatility compression squeezes, which often precede sharp trend expansions.
Can I scan both high and low volatility stocks in the same watchlist?
Yes. You can add up to 20 indicator columns and sort by any column with one click, letting you instantly toggle between the highest volatility runners and the quietest consolidation bases.
How often are volatility readings refreshed in the screener?
The active collection refreshes automatically every 60 seconds, updating price changes and technical volatility readings without requiring manual browser reloads.
Disclaimer: Pineify Custom Screener is an analytical software tool, not an investment adviser. Statistical volatility measurements are descriptive of past price action and do not guarantee future market behavior.
Scan Volatility with Precision
Track 300 technical fields across up to 100 stocks per collection with 60-second auto-refresh. Start using Pineify Custom Screener today.