ATM implied volatility across every actively traded underlying, 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 2026-10-08, from Highest Implied Volatility Stocks Right Now.
- Rows × columns
- 1 × 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 |
|---|---|---|---|
underlyings_measured |
number | every row is 959 | |
p25_iv_pct |
number | every row is 32.7 | percent |
median_iv_pct |
number | every row is 46.3 | percent |
p75_iv_pct |
number | every row is 66.3 | percent |
p95_iv_pct |
number | every row is 103.4 | 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.
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 count() AS underlyings_measured,
round(100 * quantileExact(0.25)(iv), 1) AS p25_iv_pct,
round(100 * quantileExact(0.5)(iv), 1) AS median_iv_pct,
round(100 * quantileExact(0.75)(iv), 1) AS p75_iv_pct,
round(100 * quantileExact(0.95)(iv), 1) AS p95_iv_pct
FROM (
SELECT underlying_symbol, quantileExact(0.5)(implied_volatility) AS iv
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
GROUP BY underlying_symbol
HAVING sum(volume) >= 200
)
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