proxy_iv
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 2026-10-07, from how-to-read-a-crypto-option-chain.
| symbol | iv_pct | contracts |
|---|---|---|
| RIOT | 80.3 | 137 |
| MARA | 79.8 | 148 |
| MSTR | 66.4 | 388 |
| COIN | 64.6 | 379 |
| IBIT | 36.6 | 556 |
| QQQ | 19.4 | 3484 |
| SPY | 13.7 | 3727 |
- Rows × columns
- 7 × 3
- 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 | 7 distinct values (COIN, IBIT, MARA…) | |
iv_pct |
number | 13.7 to 80.3 | percent |
contracts |
number | 137 to 3,727 | 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.
SELECT
underlying_symbol AS symbol,
round(avg(implied_volatility) * 100, 1) AS iv_pct,
count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('IBIT', 'COIN', 'MARA', 'MSTR', 'RIOT', 'SPY', 'QQQ')
AND date >= today() - 14
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 symbol
HAVING count() >= 10
ORDER BY iv_pct DESC
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