The top-ranked name's implied volatility by week, with its 52-week high and low
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.
| week | iv_pct | iv_52w_high_pct | iv_52w_low_pct |
|---|---|---|---|
| 2025-08-11 | 22.4 | 35.5 | 16.1 |
| 2025-08-18 | 26.5 | 35.5 | 16.1 |
| 2025-08-25 | 20.4 | 35.5 | 16.1 |
| 2025-09-01 | 25 | 35.5 | 16.1 |
| 2025-09-08 | 23.5 | 35.5 | 16.1 |
| 2025-09-15 | 25.3 | 35.5 | 16.1 |
| 2025-09-22 | 25.1 | 35.5 | 16.1 |
| 2025-09-29 | 28.3 | 35.5 | 16.1 |
| 2025-10-06 | 30.1 | 35.5 | 16.1 |
| 2025-10-13 | 31.7 | 35.5 | 16.1 |
| 2025-10-20 | 29.4 | 35.5 | 16.1 |
| 2025-10-27 | 28.2 | 35.5 | 16.1 |
| 2025-11-03 | 29.3 | 35.5 | 16.1 |
| 2025-11-10 | 25 | 35.5 | 16.1 |
| 2025-11-17 | 22.2 | 35.5 | 16.1 |
| 2025-11-24 | 20.9 | 35.5 | 16.1 |
| 2025-12-01 | 21.8 | 35.5 | 16.1 |
| 2025-12-08 | 22 | 35.5 | 16.1 |
| 2025-12-15 | 21.2 | 35.5 | 16.1 |
| 2025-12-22 | 20.4 | 35.5 | 16.1 |
| 2025-12-29 | 20.9 | 35.5 | 16.1 |
| 2026-01-05 | 23.1 | 35.5 | 16.1 |
| 2026-01-12 | 26.2 | 35.5 | 16.1 |
| 2026-01-19 | 28.2 | 35.5 | 16.1 |
| 2026-01-26 | 29.4 | 35.5 | 16.1 |
| 2026-02-02 | 30.4 | 35.5 | 16.1 |
| 2026-02-09 | 25.6 | 35.5 | 16.1 |
| 2026-02-16 | 22.3 | 35.5 | 16.1 |
| 2026-02-23 | 21.7 | 35.5 | 16.1 |
| 2026-03-02 | 22.3 | 35.5 | 16.1 |
| 2026-03-09 | 29.2 | 35.5 | 16.1 |
| 2026-03-16 | 30.3 | 35.5 | 16.1 |
| 2026-03-23 | 31 | 35.5 | 16.1 |
| 2026-03-30 | 32.3 | 35.5 | 16.1 |
| 2026-04-06 | 32.8 | 35.5 | 16.1 |
| 2026-04-13 | 32.6 | 35.5 | 16.1 |
| 2026-04-20 | 32.8 | 35.5 | 16.1 |
| 2026-04-27 | 31.8 | 35.5 | 16.1 |
| 2026-05-04 | 25.8 | 35.5 | 16.1 |
| 2026-05-11 | 28.9 | 35.5 | 16.1 |
| 2026-05-18 | 23.5 | 35.5 | 16.1 |
| 2026-05-25 | 23.8 | 35.5 | 16.1 |
| 2026-06-01 | 30 | 35.5 | 16.1 |
| 2026-06-08 | 28.9 | 35.5 | 16.1 |
| 2026-06-15 | 28.2 | 35.5 | 16.1 |
| 2026-06-22 | 28 | 35.5 | 16.1 |
| 2026-06-29 | 27.6 | 35.5 | 16.1 |
| 2026-07-06 | 30.1 | 35.5 | 16.1 |
| 2026-07-13 | 31.8 | 35.5 | 16.1 |
| 2026-07-20 | 32.8 | 35.5 | 16.1 |
| 2026-07-27 | 34.7 | 35.5 | 16.1 |
| 2026-08-03 | 30.4 | 35.5 | 16.1 |
| 2026-08-10 | 31.4 | 35.5 | 16.1 |
- Rows × columns
- 53 × 4
- Period covered
- to
- 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 |
|---|---|---|---|
week |
date | 2025-08-11 to 2026-08-10 | |
iv_pct |
number | 20.4 to 34.7 | percent |
iv_52w_high_pct |
number | every row is 35.5 | percent |
iv_52w_low_pct |
number | every row is 16.1 | 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.
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,
sum(volume) AS vol
FROM global_markets.options_greeks
WHERE date >= (SELECT max(date) FROM global_markets.options_greeks) - 380
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
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')
GROUP BY u, d
HAVING count() >= 10
),
ranked AS (
SELECT u, d, iv, vol,
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,
sumIf(vol, rn <= 20) AS vol_20d
FROM ranked
WHERE rn <= 252
GROUP BY u
),
leader AS (
SELECT u, iv_lo, iv_hi
FROM agg
WHERE sessions >= 200
AND vol_20d >= 20000
AND iv_hi > iv_lo
AND last_d = (SELECT max(date) FROM global_markets.options_greeks)
ORDER BY round(100 * (iv_cur - iv_lo) / (iv_hi - iv_lo), 1) DESC, vol_20d DESC, u
LIMIT 1
)
SELECT toString(toMonday(r.d)) AS week,
round(100 * quantileExact(0.5)(r.iv), 1) AS iv_pct,
round(100 * any(l.iv_hi), 1) AS iv_52w_high_pct,
round(100 * any(l.iv_lo), 1) AS iv_52w_low_pct
FROM ranked AS r
INNER JOIN leader AS l ON r.u = l.u
WHERE r.rn <= 252
GROUP BY week
HAVING uniqExact(r.d) >= 3
OR max(r.d) = (SELECT max(date) FROM global_markets.options_greeks)
ORDER BY week
Run your own version of this
The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.
More from this analysisHighest IV Rank Stocks Right Now
Highest IV rank, screened US underlyings, latest options session
series 15×7
→
IV rank and IV percentile for twelve widely held tickers, latest session
series 12×7
→
Where IV percentile sits furthest above IV rank, latest session
table 12×6
→
How the screened universe distributes across IV rank, latest session
table 9×7
→
AAPL at the money implied volatility, weekly, trailing 52 weeks
series 53×5
→
Monthly median 30-day implied volatility: index ETF, staple, and chipmaker
series 24×5
→
See all 2,170 queries →