IV rank and IV percentile for twelve widely held tickers, 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 2026-08-15, from Highest IV Rank Stocks Right Now.
| ticker | iv_now_pct | iv_rank | iv_percentile | iv_52w_low_pct | iv_52w_high_pct | session_date |
|---|---|---|---|---|---|---|
| QQQ | 19.8 | 41.2 | 36.9 | 13.3 | 29 | 2026-08-12 |
| AMD | 55.7 | 39.5 | 39.7 | 28.9 | 96.9 | 2026-08-12 |
| COIN | 61.9 | 28.7 | 31.3 | 49.1 | 93.5 | 2026-08-12 |
| NVDA | 40.4 | 26.7 | 44 | 32.7 | 61.7 | 2026-08-12 |
| META | 34.1 | 25 | 46.4 | 22.6 | 68.6 | 2026-08-12 |
| MSTR | 67.7 | 22.6 | 32.1 | 50.2 | 127.6 | 2026-08-12 |
| MSFT | 27.4 | 20.6 | 35.3 | 17.4 | 65.8 | 2026-08-12 |
| AAPL | 23.6 | 11.8 | 25.8 | 19.3 | 55.9 | 2026-08-12 |
| SPY | 13 | 10.2 | 11.1 | 11.6 | 25.9 | 2026-08-12 |
| PLTR | 47.7 | 8 | 12.3 | 42.1 | 112.1 | 2026-08-12 |
| AMZN | 28.9 | 7.1 | 20.2 | 23.6 | 99.4 | 2026-08-12 |
| TSLA | 38.2 | 3.8 | 0.4 | 37 | 69.4 | 2026-08-12 |
- Rows × columns
- 12 × 7
- Period covered
- 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 (AAPL, AMD, AMZN…) | |
iv_now_pct |
number | 13 to 67.7 | percent |
iv_rank |
number | 3.8 to 41.2 | ratio or rate |
iv_percentile |
number | 0.4 to 46.4 | ratio or rate |
iv_52w_low_pct |
number | 11.6 to 50.2 | percent |
iv_52w_high_pct |
number | 25.9 to 127.6 | percent |
session_date |
date | 2026-08-12 |
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
WITH per_session AS (
SELECT underlying_symbol AS u,
date AS d,
quantileExact(0.5)(implied_volatility) AS iv
FROM global_markets.options_greeks
WHERE date >= (SELECT max(date) FROM global_markets.options_greeks) - 380
AND underlying_symbol IN ('SPY','QQQ','AAPL','MSFT','AMZN','META','NVDA','AMD','TSLA','COIN','MSTR','PLTR')
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 + 20 AND date + 60
GROUP BY u, d
HAVING count() >= 10
),
ranked AS (
SELECT u, d, iv,
row_number() OVER w AS rn,
first_value(iv) OVER w AS iv_latest,
first_value(d) OVER w AS d_latest
FROM per_session
WINDOW w AS (PARTITION BY u ORDER BY d DESC)
),
agg AS (
SELECT u,
any(iv_latest) AS iv_cur,
any(d_latest) AS last_d,
count() AS sessions,
min(iv) AS iv_lo,
max(iv) AS iv_hi,
countIf(iv < iv_latest) AS below_now
FROM ranked
WHERE rn <= 252
GROUP BY u
)
SELECT u AS ticker,
round(100 * iv_cur, 1) AS iv_now_pct,
round(100 * (iv_cur - iv_lo) / (iv_hi - iv_lo), 1) AS iv_rank,
round(100 * below_now / sessions, 1) AS iv_percentile,
round(100 * iv_lo, 1) AS iv_52w_low_pct,
round(100 * iv_hi, 1) AS iv_52w_high_pct,
toString(last_d) AS session_date
FROM agg
WHERE sessions >= 200
AND iv_hi > iv_lo
AND last_d = (SELECT max(date) FROM global_markets.options_greeks)
ORDER BY iv_rank DESC, ticker
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