Stocks with Notable Option Volatility: Bed Bath & Beyond, AMC, Bank of America and More

"Implied volatility is a measure of the market's expectation of the potential price movements of the stock in the future. Here are the stocks with the most notable Implied volatility today."

Here are the notable stocks with the highest and lowest implied volatility.

The $Bed Bath & Beyond Inc(BBBY.US)$, $Faraday Future Intelligent Electric Inc.(FFIE.US)$, and $Eos Energy(EOSE.US)$ has the highest implied volatility of all stocks with a market cap of over 10 million yesterday.

Bed Bath & Beyond Inc. (BBBY) saw its share price surge by almost 35.28% yesterday following a 30% drop today, causing a surge in option volume to 623.39K. The stock's implied volatility (IV) also increased to a 1-year high of 424% and was at 398% at the time of the market close. The surge in BBBY's share price came after the company announced better-than-expected results in its latest earnings report, beating revenue and earnings estimates.

The high option volume and increased IV indicate that there is increased interest in trading options for BBBY.

Multiple reports from this week suggested that Bed Bath & Beyond was once again preparing to file for Chapter 11 bankruptcy as the embattled retailer continues to struggle to raise necessary funding.

Bed Bath & Beyond has reportedly been in talks with lenders and advisors ahead of the impending bankruptcy filing, which was rumored to take place before April 26. New reports from the Wall Street Journal indicate that the company is preparing to file for bankruptcy in the next few days.

The $Prometheus Biosciences(RXDX.US)$, $Seagen(SGEN.US)$, and $Johnson & Johnson(JNJ.US)$ has the lowest implied volatility of all stocks with a market cap of over 10 million