Before a company reports earnings, implied volatility is usually high because the market is unsure about the outcome of the report. Speculators and hedgers create huge demand for the company's options which increases the implied volatility, and therefore, the price of options. More News from BarchartAfter the earnings announcement, implied volatility usually drops back down to normal levels. To calculate the expected range, look up the option chain and add together the price of the at-the-money put option and the at-the-money call option. Stocks With High Implied VolatilityWe can use Barchart's Stock Screener to find other stocks with high implied volatility.