{"slug":"stocks-with-the-highest-option-premiums","qid":"percent_leaders","label":"percent_leaders","post_title":"stocks-with-the-highest-option-premiums","post_url":"/blog/stocks-with-the-highest-option-premiums#q-percent_leaders","columns":["symbol","premium_pct_of_strike","iv_pct","underlying_price"],"rows":[{"symbol":"META","premium_pct_of_strike":6.16,"iv_pct":52.8,"underlying_price":734},{"symbol":"PLTR","premium_pct_of_strike":5.86,"iv_pct":49.8,"underlying_price":191.1},{"symbol":"TSLA","premium_pct_of_strike":5.28,"iv_pct":44.4,"underlying_price":380.13},{"symbol":"DVN","premium_pct_of_strike":4.83,"iv_pct":38.3,"underlying_price":48.19},{"symbol":"SLV","premium_pct_of_strike":4.24,"iv_pct":36.6,"underlying_price":58.07},{"symbol":"NVDA","premium_pct_of_strike":3.9,"iv_pct":31.8,"underlying_price":225.07},{"symbol":"GOOGL","premium_pct_of_strike":3.54,"iv_pct":30.4,"underlying_price":339.05},{"symbol":"BAC","premium_pct_of_strike":3.29,"iv_pct":25.5,"underlying_price":56.14},{"symbol":"MSFT","premium_pct_of_strike":3.25,"iv_pct":26.1,"underlying_price":500.31},{"symbol":"AAPL","premium_pct_of_strike":2.74,"iv_pct":22.5,"underlying_price":336.86},{"symbol":"QQQ","premium_pct_of_strike":2.32,"iv_pct":18.1,"underlying_price":740.8},{"symbol":"XLF","premium_pct_of_strike":1.84,"iv_pct":16.7,"underlying_price":54.66}],"shape":"ranking","sql":"SELECT\n    underlying_symbol                                                       AS symbol,\n    round(100 * avg(toFloat64(option_close) / toFloat64(strike_price)), 2)  AS premium_pct_of_strike,\n    round(100 * avg(implied_volatility), 1)                                 AS iv_pct,\n    round(toFloat64(any(underlying_close)), 2)                              AS underlying_price\nFROM global_markets.options_greeks\nWHERE date = (SELECT max(date) FROM global_markets.options_greeks WHERE date >= today() - 30)\n  AND option_type IN ('call', 'C')\n  AND iv_converged = 1\n  AND volume > 0\n  AND days_to_expiry BETWEEN 25 AND 35\n  AND toFloat64(underlying_close) >= 5\n  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.025\n  AND underlying_symbol NOT IN ('SPCX')\nGROUP BY underlying_symbol\nHAVING sum(volume) >= 1000 AND count() >= 3\nORDER BY premium_pct_of_strike DESC\nLIMIT 12","computed_at":"2026-09-25T14:51:53.651786+00:00","elapsed":0.225948969}