forward_iv

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.

SELECT
    toString(month_start)                                   AS month,
    formatDateTime(month_start, '%b %Y')                    AS month_label,
    round(100 * avg(implied_volatility), 1)                 AS atm_iv_pct,
    round(100 * avg(implied_volatility) / sqrt(252), 2)     AS one_day_move_pct
FROM
(
    SELECT
        toStartOfMonth(date) AS month_start,
        implied_volatility
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'AAPL'
      AND date >= '2024-09-01'
      AND date <  '2026-09-01'
      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
)
GROUP BY month_start
ORDER BY month_start