Quantile is a coordinate term of percentile. Here is the code Source:Tastytrade: This will only work on the live money TOS platform. It is on the 2/19 Options Jive episode They also have the TOS script for plotting the code.
The number of decimal places for the rarity was varied in the hope it might be useful. They were calculated using the NORMDIST function in Excel.
These are IQs, their percentiles, and rarity on a 15 SD (e.g.