{"slug":"highest-iv-rank-stocks","qid":"rank_vs_percentile","label":"Where IV percentile sits furthest above IV rank, latest session","post_title":"Highest IV Rank Stocks Right Now","post_url":"/blog/highest-iv-rank-stocks#q-rank_vs_percentile","columns":["ticker","iv_now_pct","iv_rank","iv_percentile","percentile_minus_rank","iv_52w_high_pct"],"rows":[{"ticker":"CSCO","iv_now_pct":39.5,"iv_rank":48.6,"iv_percentile":85.7,"percentile_minus_rank":37.1,"iv_52w_high_pct":66.9},{"ticker":"KLAC","iv_now_pct":61.7,"iv_rank":43.1,"iv_percentile":79.5,"percentile_minus_rank":36.4,"iv_52w_high_pct":101.4},{"ticker":"PCG","iv_now_pct":47.9,"iv_rank":55.5,"iv_percentile":91.1,"percentile_minus_rank":35.6,"iv_52w_high_pct":66},{"ticker":"USO","iv_now_pct":49.6,"iv_rank":23.6,"iv_percentile":59.1,"percentile_minus_rank":35.5,"iv_52w_high_pct":123.2},{"ticker":"AVGO","iv_now_pct":49.2,"iv_rank":19.7,"iv_percentile":54.4,"percentile_minus_rank":34.7,"iv_52w_high_pct":132.1},{"ticker":"QCOM","iv_now_pct":46.2,"iv_rank":36.3,"iv_percentile":71,"percentile_minus_rank":34.7,"iv_52w_high_pct":92.8},{"ticker":"S","iv_now_pct":64,"iv_rank":43,"iv_percentile":74.5,"percentile_minus_rank":31.5,"iv_52w_high_pct":99.9},{"ticker":"ORCL","iv_now_pct":68.7,"iv_rank":55.6,"iv_percentile":86.1,"percentile_minus_rank":30.5,"iv_52w_high_pct":112.9},{"ticker":"TGT","iv_now_pct":39.1,"iv_rank":39.8,"iv_percentile":67.9,"percentile_minus_rank":28.1,"iv_52w_high_pct":56.2},{"ticker":"CRM","iv_now_pct":49.9,"iv_rank":55.6,"iv_percentile":81.3,"percentile_minus_rank":25.7,"iv_52w_high_pct":70.1},{"ticker":"XOP","iv_now_pct":30.5,"iv_rank":25,"iv_percentile":49.2,"percentile_minus_rank":24.2,"iv_52w_high_pct":63.5},{"ticker":"SOXX","iv_now_pct":45.5,"iv_rank":51.1,"iv_percentile":73.4,"percentile_minus_rank":22.3,"iv_52w_high_pct":67.1}],"shape":"table","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),\nboard AS (\n    SELECT u,\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_hi, 1) AS iv_52w_high_pct\n    FROM agg\n    WHERE 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)\n)\nSELECT u AS ticker,\n       iv_now_pct,\n       iv_rank,\n       iv_percentile,\n       round(iv_percentile - iv_rank, 1) AS percentile_minus_rank,\n       iv_52w_high_pct\nFROM board\nORDER BY percentile_minus_rank DESC, iv_now_pct DESC, ticker\nLIMIT 12","computed_at":"2026-08-15T04:10:35.795974+00:00","elapsed":22.368458443}