{"slug":"implied-volatility-heatmap","qid":"raw_scale","label":"raw_scale","post_title":"implied-volatility-heatmap","post_url":"/blog/implied-volatility-heatmap#q-raw_scale","columns":["symbol","median_iv_pct","contracts"],"rows":[{"symbol":"AMD","median_iv_pct":72.4,"contracts":254},{"symbol":"NVDA","median_iv_pct":36.3,"contracts":128},{"symbol":"MSFT","median_iv_pct":30.9,"contracts":232},{"symbol":"AAPL","median_iv_pct":22.5,"contracts":174},{"symbol":"KO","median_iv_pct":19.4,"contracts":165},{"symbol":"SPY","median_iv_pct":14.3,"contracts":1919}],"shape":"ranking","sql":"SELECT\n    underlying_symbol AS symbol,\n    round(100 * quantileDeterministic(toFloat64(implied_volatility), cityHash64(ticker)), 1) AS median_iv_pct,\n    count() AS contracts\nFROM global_markets.options_greeks\nWHERE underlying_symbol IN ('NVDA', 'AMD', 'AAPL', 'MSFT', 'SPY', 'KO')\n  AND date BETWEEN '2026-06-15' AND '2026-06-19'\n  AND iv_converged = 1\n  AND volume > 0\n  AND days_to_expiry BETWEEN 20 AND 45\n  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05\nGROUP BY symbol\nORDER BY median_iv_pct DESC","computed_at":"2026-10-02T15:14:05.590333+00:00","elapsed":0.003140338}