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.
| date | day_label | atm_iv_pct | contract_volume |
|---|---|---|---|
| 2026-07-06 | Jul 6 | 95.2 | 657 |
| 2026-07-07 | Jul 7 | 97.8 | 3536 |
| 2026-07-08 | Jul 8 | 93 | 1286 |
| 2026-07-09 | Jul 9 | 90.8 | 1587 |
| 2026-07-10 | Jul 10 | 88.6 | 226 |
| 2026-07-13 | Jul 13 | 101.7 | 2227 |
| 2026-07-14 | Jul 14 | 108.7 | 5548 |
| 2026-07-15 | Jul 15 | 102.9 | 1284 |
| 2026-07-16 | Jul 16 | 108.2 | 2238 |
| 2026-07-17 | Jul 17 | 114.8 | 3912 |
| 2026-07-20 | Jul 20 | 113.9 | 2360 |
| 2026-07-21 | Jul 21 | 111.5 | 2068 |
| 2026-07-22 | Jul 22 | 111.7 | 485 |
| 2026-07-23 | Jul 23 | 104.5 | 1966 |
| 2026-07-24 | Jul 24 | 108.9 | 861 |
| 2026-07-27 | Jul 27 | 105.8 | 766 |
| 2026-07-28 | Jul 28 | 112.2 | 3839 |
| 2026-07-29 | Jul 29 | 116.5 | 2582 |
| 2026-07-30 | Jul 30 | 109.7 | 366 |
| 2026-07-31 | Jul 31 | 108.8 | 706 |
| 2026-08-03 | Aug 3 | 110.1 | 265 |
| 2026-08-04 | Aug 4 | 105.8 | 1509 |
| 2026-08-05 | Aug 5 | 126.2 | 107 |
| 2026-08-06 | Aug 6 | 86.4 | 2875 |
| 2026-08-07 | Aug 7 | 75.2 | 397 |
| 2026-08-10 | Aug 10 | 77.7 | 2583 |
| 2026-08-11 | Aug 11 | 73.4 | 428 |
| 2026-08-12 | Aug 12 | 69.1 | 965 |
| 2026-08-13 | Aug 13 | 75.4 | 1530 |
| 2026-08-14 | Aug 14 | 76 | 846 |
| 2026-08-17 | Aug 17 | 74.5 | 1409 |
| 2026-08-18 | Aug 18 | 73.8 | 1692 |
| 2026-08-19 | Aug 19 | 73.1 | 1662 |
| 2026-08-20 | Aug 20 | 73.6 | 688 |
| 2026-08-21 | Aug 21 | 69.8 | 316 |
| 2026-08-24 | Aug 24 | 71.9 | 995 |
| 2026-08-25 | Aug 25 | 73.8 | 238 |
| 2026-08-26 | Aug 26 | 67.3 | 142 |
| 2026-08-27 | Aug 27 | 73.5 | 4978 |
| 2026-08-28 | Aug 28 | 71.2 | 1749 |
| 2026-08-31 | Aug 31 | 68.5 | 423 |
| 2026-09-01 | Sep 1 | 70.4 | 327 |
| 2026-09-02 | Sep 2 | 68.2 | 2361 |
| 2026-09-03 | Sep 3 | 71 | 936 |
| 2026-09-04 | Sep 4 | 68.7 | 1639 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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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