The same reading against each name's own 52-week implied volatility range (July 28, 2026)

WITH per_session AS (
    SELECT underlying_symbol AS u,
           date AS d,
           100 * quantileExact(0.5)(implied_volatility) AS iv_pct
    FROM global_markets.options_greeks
    WHERE date BETWEEN '2025-07-28' AND '2026-07-28'
      AND underlying_symbol IN ('KO','JNJ','SPY','QQQ','AAPL','MSFT','NVDA','TSLA','PLTR','COIN','MSTR')
      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
    GROUP BY u, d
    HAVING count() >= 10
)
SELECT u AS ticker,
       round(anyIf(iv_pct, d = '2026-07-28'), 1) AS iv_now_pct,
       round(min(iv_pct), 1) AS iv_52w_low_pct,
       round(max(iv_pct), 1) AS iv_52w_high_pct,
       round(100 * (anyIf(iv_pct, d = '2026-07-28') - min(iv_pct)) / (max(iv_pct) - min(iv_pct)), 1) AS iv_rank
FROM per_session
GROUP BY ticker
HAVING countIf(d = '2026-07-28') = 1 AND count() >= 200
ORDER BY iv_rank DESC