{"slug":"highest-iv-rank-stocks","qid":"iv_rank_board","label":"Highest IV rank, screened US underlyings, latest options session","post_title":"Highest IV Rank Stocks Right Now","post_url":"/blog/highest-iv-rank-stocks#q-iv_rank_board","columns":["ticker","iv_now_pct","iv_rank","iv_percentile","iv_52w_low_pct","iv_52w_high_pct","session_date"],"rows":[{"ticker":"KHC","iv_now_pct":32.8,"iv_rank":86.2,"iv_percentile":91.7,"iv_52w_low_pct":16.1,"iv_52w_high_pct":35.5,"session_date":"2026-08-12"},{"ticker":"DELL","iv_now_pct":84.6,"iv_rank":83.3,"iv_percentile":92.5,"iv_52w_low_pct":21.1,"iv_52w_high_pct":97.3,"session_date":"2026-08-12"},{"ticker":"HPQ","iv_now_pct":56.3,"iv_rank":82.1,"iv_percentile":88.5,"iv_52w_low_pct":22.1,"iv_52w_high_pct":63.8,"session_date":"2026-08-12"},{"ticker":"NU","iv_now_pct":46.2,"iv_rank":81.7,"iv_percentile":67.1,"iv_52w_low_pct":20.6,"iv_52w_high_pct":51.9,"session_date":"2026-08-12"},{"ticker":"SNOW","iv_now_pct":69.9,"iv_rank":78.4,"iv_percentile":81.7,"iv_52w_low_pct":12.9,"iv_52w_high_pct":85.6,"session_date":"2026-08-12"},{"ticker":"CRWD","iv_now_pct":62,"iv_rank":76.7,"iv_percentile":88.5,"iv_52w_low_pct":29.4,"iv_52w_high_pct":71.9,"session_date":"2026-08-12"},{"ticker":"MDT","iv_now_pct":30.6,"iv_rank":75.8,"iv_percentile":91.7,"iv_52w_low_pct":12.5,"iv_52w_high_pct":36.4,"session_date":"2026-08-12"},{"ticker":"HD","iv_now_pct":31.2,"iv_rank":75.4,"iv_percentile":84.9,"iv_52w_low_pct":16.1,"iv_52w_high_pct":36.2,"session_date":"2026-08-12"},{"ticker":"VALE","iv_now_pct":37.9,"iv_rank":72.8,"iv_percentile":82.8,"iv_52w_low_pct":17.7,"iv_52w_high_pct":45.5,"session_date":"2026-08-12"},{"ticker":"HPE","iv_now_pct":74.7,"iv_rank":72.2,"iv_percentile":90.9,"iv_52w_low_pct":25,"iv_52w_high_pct":93.9,"session_date":"2026-08-12"},{"ticker":"KR","iv_now_pct":33.5,"iv_rank":70.4,"iv_percentile":82.9,"iv_52w_low_pct":19.7,"iv_52w_high_pct":39.3,"session_date":"2026-08-12"},{"ticker":"ADBE","iv_now_pct":50.7,"iv_rank":69.9,"iv_percentile":80.6,"iv_52w_low_pct":24.9,"iv_52w_high_pct":61.8,"session_date":"2026-08-12"},{"ticker":"WMT","iv_now_pct":30.8,"iv_rank":66,"iv_percentile":84.9,"iv_52w_low_pct":18.4,"iv_52w_high_pct":37.2,"session_date":"2026-08-12"},{"ticker":"RIOT","iv_now_pct":86.9,"iv_rank":64.8,"iv_percentile":43.3,"iv_52w_low_pct":40.1,"iv_52w_high_pct":112.2,"session_date":"2026-08-12"},{"ticker":"MCD","iv_now_pct":23,"iv_rank":64.5,"iv_percentile":78.2,"iv_52w_low_pct":13.8,"iv_52w_high_pct":28.1,"session_date":"2026-08-12"}],"shape":"series","sql":"WITH per_session AS (\n    SELECT underlying_symbol AS u,\n           date AS d,\n           quantileExact(0.5)(implied_volatility) AS iv,\n           sum(volume) AS vol\n    FROM global_markets.options_greeks\n    WHERE date >= (SELECT max(date) FROM global_markets.options_greeks) - 380\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 + 20 AND date + 60\n      AND underlying_symbol NOT IN ('SPCX','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','VXX','VIXY')\n    GROUP BY u, d\n    HAVING count() >= 10\n),\nranked AS (\n    SELECT u, d, iv, vol,\n           row_number() OVER w AS rn,\n           first_value(iv) OVER w AS iv_latest,\n           first_value(d) OVER w AS d_latest\n    FROM per_session\n    WINDOW w AS (PARTITION BY u ORDER BY d DESC)\n),\nagg AS (\n    SELECT u,\n           any(iv_latest) AS iv_cur,\n           any(d_latest) AS last_d,\n           count() AS sessions,\n           min(iv) AS iv_lo,\n           max(iv) AS iv_hi,\n           countIf(iv < iv_latest) AS below_now,\n           sumIf(vol, rn <= 20) AS vol_20d\n    FROM ranked\n    WHERE rn <= 252\n    GROUP BY u\n)\nSELECT u AS ticker,\n       round(100 * iv_cur, 1) AS iv_now_pct,\n       round(100 * (iv_cur - iv_lo) / (iv_hi - iv_lo), 1) AS iv_rank,\n       round(100 * below_now / sessions, 1) AS iv_percentile,\n       round(100 * iv_lo, 1) AS iv_52w_low_pct,\n       round(100 * iv_hi, 1) AS iv_52w_high_pct,\n       toString(last_d) AS session_date\nFROM agg\nWHERE sessions >= 200\n  AND vol_20d >= 20000\n  AND iv_hi > iv_lo\n  AND last_d = (SELECT max(date) FROM global_markets.options_greeks)\nORDER BY iv_rank DESC, vol_20d DESC, ticker\nLIMIT 15","computed_at":"2026-08-15T04:10:13.323778+00:00","elapsed":21.813445072}