curva_iv

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH
    venc AS (
        SELECT expiration_date AS exp
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = '2026-06-12'
          AND iv_converged = 1
          AND volume > 0
          AND days_to_expiry BETWEEN 20 AND 75
        GROUP BY expiration_date
        ORDER BY sum(volume) DESC
        LIMIT 1
    ),
    marks AS (
        SELECT
            toFloat64(strike_price)          AS strike,
            avg(implied_volatility)          AS iv,
            avg(delta)                       AS dl,
            avg(toFloat64(underlying_close)) AS spot,
            max(expiration_date)             AS venc_date
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = '2026-06-12'
          AND expiration_date IN (SELECT exp FROM venc)
          AND lower(toString(option_type)) IN ('call', 'c')
          AND iv_converged = 1
          AND volume > 0
        GROUP BY strike
    )
SELECT
    formatDateTime(toDate(venc_date), '%d/%m/%Y') AS vencimento,
    round(strike, 2)   AS strike_usd,
    round(iv * 100, 1) AS iv_pct,
    round(dl, 3)       AS delta
FROM marks
WHERE modulo(toUInt32(round(strike * 100)), 500) = 0
  AND abs(strike / spot - 1) < 0.12
ORDER BY strike