Is there an Implied Volatility factor line?

Hello,

I’m trying to figure out how implied volatility affects a stocks probable return. Do you have any idea if there’s a code I can use to sort stocks by it, or do you know what might be a good proxy if there isn’t one?

Thanks
james

We need an options database for this.

There is no proxy that I know of. And I doubt one for your purpose exists.

The closest thing is beta or standard deviation but those reflect realized volatility rather than implied volatility.