{"slug":"highest-implied-volatility-stocks","qid":"spy_baseline","label":"SPY, the same measurement: the market's calm benchmark","post_title":"Highest Implied Volatility Stocks Right Now","post_url":"/blog/highest-implied-volatility-stocks#q-spy_baseline","columns":["spy_atm_iv_pct","spy_option_price_pct_of_stock","contracts_measured"],"rows":[{"spy_atm_iv_pct":12.3,"spy_option_price_pct_of_stock":0.8,"contracts_measured":1400}],"shape":"scalar","sql":"SELECT round(100 * quantileExact(0.5)(implied_volatility), 1) AS spy_atm_iv_pct,\n       round(100 * quantileExact(0.5)(option_close / underlying_close), 1) AS spy_option_price_pct_of_stock,\n       count() AS contracts_measured\nFROM global_markets.options_greeks\nWHERE date = (SELECT max(date) FROM global_markets.options_greeks)\n  AND underlying_symbol = 'SPY'\n  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5\n  AND abs(strike_price / underlying_close - 1) <= 0.05\n  AND expiration_date BETWEEN date + 7 AND date + 60","computed_at":"2026-08-25T13:09:30.584103+00:00","elapsed":0.034056601}