normalized_scale

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
    daily AS
    (
        SELECT
            underlying_symbol AS symbol,
            date,
            quantileDeterministic(toFloat64(implied_volatility), cityHash64(ticker)) AS iv
        FROM global_markets.options_greeks
        WHERE underlying_symbol IN ('NVDA', 'AMD', 'AAPL', 'MSFT', 'SPY', 'KO')
          AND date BETWEEN '2025-06-20' AND '2026-06-19'
          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, date
    ),
    week AS
    (
        SELECT
            symbol,
            avg(iv) AS week_iv
        FROM daily
        WHERE date BETWEEN '2026-06-15' AND '2026-06-19'
        GROUP BY symbol
    )
SELECT
    d.symbol                                             AS symbol,
    round(100 * w.week_iv, 1)                            AS week_iv_pct,
    round(100 * countIf(d.iv <= w.week_iv) / count(), 0) AS iv_percentile_pct,
    count()                                              AS sample_size
FROM daily AS d
INNER JOIN week AS w ON w.symbol = d.symbol
GROUP BY symbol, w.week_iv
ORDER BY iv_percentile_pct DESC