STRASMORE/EXPLORE 2,595 QUERIES

iv_history

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 2026-09-25, from crypto-covered-call-etfs.

as of series 24×4read in context →
iv_history — 24 rows by 4 columns, computed from US exchange, SIP and OPRA data.
monthmstr_iv_pctcoin_iv_pctspy_iv_pct
2024-09-0181.268.415.1
2024-10-01101.486.216.6
2024-11-01144.686.213.8
2024-12-01110.874.812.7
2025-01-0199.176.214.4
2025-02-0179.170.614.1
2025-03-0189.373.219
2025-04-018377.227.2
2025-05-0167.262.618.5
2025-06-0151.257.115.9
2025-07-0151.665.315
2025-08-0154.855.313.7
2025-09-0155.355.613.3
2025-10-0164.868.615.7
2025-11-0177.164.816.7
2025-12-0173.854.913.5
2026-01-0167.65714
2026-02-0183.273.316.4
2026-03-0173.572.221
2026-04-0171.576.417.2
2026-05-0167.969.615.4
2026-06-0181.570.615.7
2026-07-018779.214.8
2026-08-0171.565.813.3
Rows × columns
24 × 4
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for iv_history, derived from the stored result.
ColumnTypeRangeNotes
month date 2024-09-01 to 2026-08-01
mstr_iv_pct number 51.2 to 144.6 percent
coin_iv_pct number 54.9 to 86.2 percent
spy_iv_pct number 12.7 to 27.2 percent

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.

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.

SELECT
    toString(toStartOfMonth(date)) AS month,
    round(avgIf(toFloat64(implied_volatility), underlying_symbol = 'MSTR') * 100, 1) AS mstr_iv_pct,
    round(avgIf(toFloat64(implied_volatility), underlying_symbol = 'COIN') * 100, 1) AS coin_iv_pct,
    round(avgIf(toFloat64(implied_volatility), underlying_symbol = 'SPY')  * 100, 1) AS spy_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('MSTR', 'COIN', 'SPY')
  AND date >= toStartOfMonth(today() - 730)
  AND date <  toStartOfMonth(today())
  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 month
HAVING countIf(underlying_symbol = 'MSTR') > 0
   AND countIf(underlying_symbol = 'COIN') > 0
   AND countIf(underlying_symbol = 'SPY') > 0
ORDER BY month
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