At the money implied volatility and solver convergence, eight names, June 30, 2026

Name: At the money implied volatility and solver convergence, eight names, June 30, 2026
Creator: Strasmore
Published: 2026-08-25
License: https://www.strasmore.com/terms/

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 2026-08-25, from How Implied Volatility Is Calculated.

as of 2026-08-25 ranking 8×4read in context →

At the money implied volatility and solver convergence, eight names, June 30, 2026 — 8 rows by 4 columns, computed 2026-08-25 from US exchange, SIP and OPRA data.
symbol	atm_iv_pct	solved_pct	contract_count
TSLA	47.7	97.8	364
MSFT	39.6	95.5	221
AMZN	38.7	96.3	163
NVDA	38.2	93.8	209
JNJ	28.3	100	53
AAPL	27.8	89.6	154
KO	20.9	100	79
SPY	14.4	98.5	739

Rows × columns: 8 × 4
Computed: 2026-08-25
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 At the money implied volatility and solver convergence, eight names, June 30, 2026, derived from the stored result.
Column	Type	Range	Notes
`symbol`	text	8 distinct values (AAPL, AMZN, JNJ…)
`atm_iv_pct`	number	14.4 to 47.7	percent
`solved_pct`	number	89.6 to 100	percent
`contract_count`	number	53 to 739	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 2026-08-25, and the query below is what returned them.

the exact SQL behind every number

WITH abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) AS distance_from_spot
SELECT underlying_symbol AS symbol,
       round(100 * avgIf(toFloat64(implied_volatility), iv_converged = 1 AND distance_from_spot < 0.05), 1) AS atm_iv_pct,
       round(100 * countIf(iv_converged = 1) / count(), 1) AS solved_pct,
       count() AS contract_count
FROM global_markets.options_greeks
WHERE date = toDate('2026-06-30')
  AND underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'TSLA', 'SPY', 'KO', 'JNJ')
  AND days_to_expiry BETWEEN 20 AND 45
  AND volume > 0
GROUP BY symbol
HAVING countIf(iv_converged = 1 AND distance_from_spot < 0.05) > 0
ORDER BY atm_iv_pct DESC

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