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Where IV percentile sits furthest above IV rank, 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 table 12×6read in context →
Where IV percentile sits furthest above IV rank, latest session — 12 rows by 6 columns, computed from US exchange, SIP and OPRA data.
tickeriv_now_pctiv_rankiv_percentilepercentile_minus_rankiv_52w_high_pct
CSCO39.548.685.737.166.9
KLAC61.743.179.536.4101.4
PCG47.955.591.135.666
USO49.623.659.135.5123.2
AVGO49.219.754.434.7132.1
QCOM46.236.37134.792.8
S644374.531.599.9
ORCL68.755.686.130.5112.9
TGT39.139.867.928.156.2
CRM49.955.681.325.770.1
XOP30.52549.224.263.5
SOXX45.551.173.422.367.1
Rows × columns
12 × 6
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 Where IV percentile sits furthest above IV rank, latest session, derived from the stored result.
ColumnTypeRangeNotes
ticker text 12 distinct values (AVGO, CRM, CSCO…)
iv_now_pct number 30.5 to 68.7 percent
iv_rank number 19.7 to 55.6 ratio or rate
iv_percentile number 49.2 to 91.1 ratio or rate
percentile_minus_rank number 22.3 to 37.1
iv_52w_high_pct number 56.2 to 132.1 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,
           countIf(iv < iv_latest) AS below_now,
           sumIf(vol, rn <= 20) AS vol_20d
    FROM ranked
    WHERE rn <= 252
    GROUP BY u
),
board AS (
    SELECT u,
           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_hi, 1) AS iv_52w_high_pct
    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)
)
SELECT u AS ticker,
       iv_now_pct,
       iv_rank,
       iv_percentile,
       round(iv_percentile - iv_rank, 1) AS percentile_minus_rank,
       iv_52w_high_pct
FROM board
ORDER BY percentile_minus_rank DESC, iv_now_pct DESC, ticker
LIMIT 12

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