IV rank against IV percentile: the latest reading inside each ticker's 52-week range
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 2026-08-02, from Is 30% IV High? It Depends on the Ticker.
| symbol | latest_iv_pct | low_52w_iv_pct | high_52w_iv_pct | iv_rank | iv_percentile |
|---|---|---|---|---|---|
| AAPL | 45.9 | 19 | 45.9 | 100 | 99.6 |
| KO | 20.6 | 13.9 | 25.1 | 60.2 | 71.6 |
| COIN | 77.9 | 48.8 | 97.7 | 59.6 | 89.2 |
| NVDA | 42.2 | 32.4 | 54.4 | 44.6 | 58.4 |
| MSFT | 33.4 | 18.2 | 53.9 | 42.6 | 78.4 |
| MSTR | 79 | 49.8 | 129.4 | 36.6 | 75.6 |
| TSLA | 45.5 | 40.1 | 64.8 | 22 | 32.4 |
| SPY | 14.6 | 12.3 | 26.3 | 16.7 | 40.8 |
- Rows × columns
- 8 × 6
- 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 |
|---|---|---|---|
symbol |
text | 8 distinct values (AAPL, COIN, KO…) | |
latest_iv_pct |
number | 14.6 to 79 | percent |
low_52w_iv_pct |
number | 12.3 to 49.8 | percent |
high_52w_iv_pct |
number | 25.1 to 129.4 | percent |
iv_rank |
number | 16.7 to 100 | ratio or rate |
iv_percentile |
number | 32.4 to 99.6 | ratio or rate |
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 atm AS (
SELECT underlying_symbol AS symbol,
date,
avg(implied_volatility) * 100 AS iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('SPY', 'KO', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'COIN', 'MSTR')
AND date >= toDate('2025-08-01')
AND date <= toDate('2026-07-31')
AND iv_converged = 1
AND volume > 0
AND underlying_close > 0
AND days_to_expiry BETWEEN 20 AND 45
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY symbol, date
),
latest AS (
SELECT symbol,
argMax(iv_pct, date) AS latest_iv
FROM atm
GROUP BY symbol
)
SELECT a.symbol AS symbol,
round(any(l.latest_iv), 1) AS latest_iv_pct,
round(min(a.iv_pct), 1) AS low_52w_iv_pct,
round(max(a.iv_pct), 1) AS high_52w_iv_pct,
round(100 * (any(l.latest_iv) - min(a.iv_pct)) / (max(a.iv_pct) - min(a.iv_pct)), 1) AS iv_rank,
round(100 * countIf(a.iv_pct < l.latest_iv) / count(), 1) AS iv_percentile
FROM atm AS a
INNER JOIN latest AS l ON a.symbol = l.symbol
GROUP BY a.symbol
HAVING max(a.iv_pct) > min(a.iv_pct) AND count() >= 100
ORDER BY iv_rank DESC
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 analysisIs 30% IV High? It Depends on the Ticker
Where a 30% reading sits in each ticker's own two-year distribution
table 8×6
→
Implied volatility band against the move the underlying made the next session
table 5×5
→
Monthly median 30-day implied volatility: index ETF, staple, and chipmaker
series 24×5
→
Where IV percentile sits furthest above IV rank, latest session
table 12×6
→
The same reading against each name's own 52-week implied volatility range (July 28, 2026)
table 11×5
→
How the screened universe distributes across IV rank, latest session
table 9×7
→
See all 2,170 queries →