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Highest ATM implied volatility: liquid single names and funds, latest session

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 2026-08-25, from Highest Implied Volatility Stocks Right Now.

as of table 12×5read in context →
Highest ATM implied volatility: liquid single names and funds, latest session — 12 rows by 5 columns, computed from US exchange, SIP and OPRA data.
tickeratm_iv_pctoption_price_pct_of_stockcontracts_measuredcontracts_traded
MRNA145.316.2398437
AXTI122.511.1654092
FCEL12111.8322189
AAOI111.710.61084179
CIFR104.6113215522
IREN103.210.17113098
LUNR1019.5322544
CRDO100.79.5702502
NBIS97.89.75421007
HUT94.89.4682140
ASST93.29.4284616
BILL92.78402205
Rows × columns
12 × 5
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 Highest ATM implied volatility: liquid single names and funds, latest session, derived from the stored result.
ColumnTypeRangeNotes
ticker text 12 distinct values (AAOI, ASST, AXTI…)
atm_iv_pct number 92.7 to 145.3 percent
option_price_pct_of_stock number 8 to 16.2 percent
contracts_measured number 28 to 108 count
contracts_traded number 2,140 to 21,007 count

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(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       round(100 * quantileExact(0.5)(option_close / underlying_close), 1) AS option_price_pct_of_stock,
       count() AS contracts_measured,
       sum(volume) AS contracts_traded
FROM global_markets.options_greeks
WHERE date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
  AND underlying_symbol NOT IN ('KORU','SOXL','SOXS','TQQQ','SQQQ','NVDL','NVDS','NVD','TSLL','TSLQ','TSLZ','SPXL','SPXS','UPRO','SPXU','LABU','LABD','FAS','FAZ','TNA','TZA','YINN','YANG','UDOW','SDOW','BOIL','KOLD','UCO','SCO','USD','SSO','SDS','QLD','QID','ERX','ERY','DRN','DRV','CURE','SOXY','MUU','SNXX','UVXY','SVXY','UVIX','SVIX','BULZ','WEBL','WEBS','DPST','DRIP','GUSH','AGQ','ZSL','BITX','ETHU','MSTX','MSTU','CONL','DUST','JNUG','JDST','NUGT','AMDL','NUAI')
GROUP BY underlying_symbol
HAVING sum(volume) >= 2000 AND count() >= 20
ORDER BY atm_iv_pct DESC
LIMIT 12

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