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 2026-10-16, from Highest Implied Volatility Stocks Right Now.
| ticker | atm_iv_pct | option_price_pct_of_stock | contracts_measured | contracts_traded |
|---|---|---|---|---|
| RKLB | 131.5 | 9.8 | 23 | 2985 |
| WULF | 112.9 | 10.8 | 22 | 16756 |
| MRNA | 112.1 | 11.2 | 64 | 9615 |
| LQDA | 103.2 | 7.6 | 24 | 9039 |
| IREN | 102.6 | 10.5 | 42 | 56356 |
| AAOI | 97.7 | 9 | 48 | 4218 |
| NVTS | 97.5 | 9.4 | 22 | 3963 |
| ASTS | 96.3 | 8.7 | 50 | 14832 |
| HUT | 93.9 | 8.4 | 37 | 3500 |
| APLD | 88.9 | 8.1 | 36 | 12929 |
| SMR | 88.6 | 9.9 | 22 | 4263 |
| GLXY | 88.4 | 8.8 | 23 | 8577 |
- Rows × columns
- 12 × 5
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 12 distinct values (AAOI, APLD, ASTS…) | |
atm_iv_pct |
number | 88.4 to 131.5 | percent |
option_price_pct_of_stock |
number | 7.6 to 11.2 | percent |
contracts_measured |
number | 22 to 64 | count |
contracts_traded |
number | 2,985 to 56,356 | 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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
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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