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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.

as of series 12×7read in context →
IV rank and IV percentile for twelve widely held tickers, latest session — 12 rows by 7 columns, computed from US exchange, SIP and OPRA data.
tickeriv_now_pctiv_rankiv_percentileiv_52w_low_pctiv_52w_high_pctsession_date
QQQ19.841.236.913.3292026-08-12
AMD55.739.539.728.996.92026-08-12
COIN61.928.731.349.193.52026-08-12
NVDA40.426.74432.761.72026-08-12
META34.12546.422.668.62026-08-12
MSTR67.722.632.150.2127.62026-08-12
MSFT27.420.635.317.465.82026-08-12
AAPL23.611.825.819.355.92026-08-12
SPY1310.211.111.625.92026-08-12
PLTR47.7812.342.1112.12026-08-12
AMZN28.97.120.223.699.42026-08-12
TSLA38.23.80.43769.42026-08-12
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for IV rank and IV percentile for twelve widely held tickers, latest session, derived from the stored result.
ColumnTypeRangeNotes
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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