{"slug":"iron-condor-screener-from-the-free-sql-api","qid":"iv_rank","label":"iv_rank","post_title":"iron-condor-screener-from-the-free-sql-api","post_url":"/blog/iron-condor-screener-from-the-free-sql-api#q-iv_rank","columns":["symbol","current_iv_pct","iv_percentile","as_of"],"rows":[{"symbol":"KO","current_iv_pct":20.2,"iv_percentile":70,"as_of":"Sep 24, 2026"},{"symbol":"MSFT","current_iv_pct":28.2,"iv_percentile":46,"as_of":"Sep 24, 2026"},{"symbol":"AAPL","current_iv_pct":24.5,"iv_percentile":39,"as_of":"Sep 24, 2026"},{"symbol":"QQQ","current_iv_pct":19.4,"iv_percentile":36,"as_of":"Sep 24, 2026"},{"symbol":"SPY","current_iv_pct":13.8,"iv_percentile":29,"as_of":"Sep 24, 2026"},{"symbol":"NVDA","current_iv_pct":31.5,"iv_percentile":1,"as_of":"Sep 24, 2026"}],"shape":"ranking","sql":"WITH\n    daily AS\n    (\n        SELECT\n            underlying_symbol                                  AS symbol,\n            date,\n            round(100 * avg(toFloat64(implied_volatility)), 2) AS iv_pct\n        FROM global_markets.options_greeks\n        WHERE underlying_symbol IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'KO')\n          AND date >= today() - 400\n          AND iv_converged = 1\n          AND volume > 0\n          AND days_to_expiry BETWEEN 20 AND 45\n          AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05\n        GROUP BY symbol, date\n    ),\n    latest AS\n    (\n        SELECT\n            symbol,\n            argMax(iv_pct, date) AS current_iv,\n            max(date)            AS snapshot\n        FROM daily\n        GROUP BY symbol\n    )\nSELECT\n    l.symbol                                                    AS symbol,\n    round(l.current_iv, 1)                                      AS current_iv_pct,\n    round(100 * countIf(d.iv_pct <= l.current_iv) / count(), 0) AS iv_percentile,\n    formatDateTime(l.snapshot, '%b %e, %Y')                     AS as_of\nFROM latest AS l\nINNER JOIN daily AS d ON d.symbol = l.symbol\nGROUP BY l.symbol, l.current_iv, l.snapshot\nORDER BY iv_percentile DESC","computed_at":"2026-09-28T15:33:35.429845+00:00","elapsed":319.249883192}