raw_scale
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 2026-10-02, from implied-volatility-heatmap.
| symbol | median_iv_pct | contracts |
|---|---|---|
| AMD | 72.4 | 254 |
| NVDA | 36.3 | 128 |
| MSFT | 30.9 | 232 |
| AAPL | 22.5 | 174 |
| KO | 19.4 | 165 |
| SPY | 14.3 | 1919 |
- Rows × columns
- 6 × 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 | 6 distinct values (AAPL, AMD, KO…) | |
median_iv_pct |
number | 14.3 to 72.4 | percent |
contracts |
number | 128 to 1,919 | 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(100 * quantileDeterministic(toFloat64(implied_volatility), cityHash64(ticker)), 1) AS median_iv_pct,
count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('NVDA', 'AMD', 'AAPL', 'MSFT', 'SPY', 'KO')
AND date BETWEEN '2026-06-15' 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
ORDER BY median_iv_pct DESC
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