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