STRASMORE/EXPLORE 2,595 QUERIES

iv_into_the_final_unlock

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 figma-lockup-expiration.

as of series 45×4read in context →
iv_into_the_final_unlock — 45 rows by 4 columns, computed from US exchange, SIP and OPRA data.
dateday_labelatm_iv_pctcontract_volume
2026-07-06Jul 695.2657
2026-07-07Jul 797.83536
2026-07-08Jul 8931286
2026-07-09Jul 990.81587
2026-07-10Jul 1088.6226
2026-07-13Jul 13101.72227
2026-07-14Jul 14108.75548
2026-07-15Jul 15102.91284
2026-07-16Jul 16108.22238
2026-07-17Jul 17114.83912
2026-07-20Jul 20113.92360
2026-07-21Jul 21111.52068
2026-07-22Jul 22111.7485
2026-07-23Jul 23104.51966
2026-07-24Jul 24108.9861
2026-07-27Jul 27105.8766
2026-07-28Jul 28112.23839
2026-07-29Jul 29116.52582
2026-07-30Jul 30109.7366
2026-07-31Jul 31108.8706
2026-08-03Aug 3110.1265
2026-08-04Aug 4105.81509
2026-08-05Aug 5126.2107
2026-08-06Aug 686.42875
2026-08-07Aug 775.2397
2026-08-10Aug 1077.72583
2026-08-11Aug 1173.4428
2026-08-12Aug 1269.1965
2026-08-13Aug 1375.41530
2026-08-14Aug 1476846
2026-08-17Aug 1774.51409
2026-08-18Aug 1873.81692
2026-08-19Aug 1973.11662
2026-08-20Aug 2073.6688
2026-08-21Aug 2169.8316
2026-08-24Aug 2471.9995
2026-08-25Aug 2573.8238
2026-08-26Aug 2667.3142
2026-08-27Aug 2773.54978
2026-08-28Aug 2871.21749
2026-08-31Aug 3168.5423
2026-09-01Sep 170.4327
2026-09-02Sep 268.22361
2026-09-03Sep 371936
2026-09-04Sep 468.71639
Rows × columns
45 × 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_into_the_final_unlock, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-07-06 to 2026-09-04
day_label text 45 distinct values (Aug 10, Aug 11, Aug 12…)
atm_iv_pct number 67.3 to 126.2 percent
contract_volume number 107 to 5,548 count

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.

WITH near_the_money AS
(
    SELECT
        date AS session_date,
        implied_volatility,
        volume
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'FIG'
      AND date >= '2026-07-06'
      AND date <= '2026-09-04'
      AND iv_converged = 1
      AND volume > 0
      AND days_to_expiry BETWEEN 20 AND 45
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
)
SELECT
    toString(session_date)                  AS date,
    formatDateTime(session_date, '%b %e')   AS day_label,
    round(100 * avg(implied_volatility), 1) AS atm_iv_pct,
    sum(volume)                             AS contract_volume
FROM near_the_money
GROUP BY session_date
HAVING count() >= 3
ORDER BY session_date
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