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End-of-day implied-volatility leaders, liquid underlyings

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-22, from Free Stock Market Data API, No Key Required.

as of ranking 12×2read in context →
End-of-day implied-volatility leaders, liquid underlyings — 12 rows by 2 columns, computed from US exchange, SIP and OPRA data.
tickeravg_iv_pct
CAPR298.4
CYPH226
SNXX203.8
KORU201.5
EVTL199.7
MSTU194.3
SOC189.9
WOLF187.1
CONL183.9
MRNA183.2
RAM182.4
HIVE176.9
Rows × columns
12 × 2
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for End-of-day implied-volatility leaders, liquid underlyings, derived from the stored result.
ColumnTypeRangeNotes
ticker text 12 distinct values (CAPR, CONL, CYPH…)
avg_iv_pct number 176.9 to 298.4 percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
SELECT underlying_symbol AS ticker,
       round(avg(implied_volatility) * 100, 1) AS avg_iv_pct
FROM global_markets.options_greeks
WHERE date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged
  AND underlying_symbol NOT IN ('SPCX')
GROUP BY underlying_symbol
HAVING sum(volume) > 10000
ORDER BY avg_iv_pct DESC
LIMIT 12

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