Near-the-money Figma implied volatility around the August 7, 2026 release

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