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One input, three levels: weekly average IV for AAPL, NVDA and KO (20 to 45 days out)

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 2026-08-13, from Implied Volatility vs Vega: The Difference.

as of series 53×5read in context →
One input, three levels: weekly average IV for AAPL, NVDA and KO (20 to 45 days out) — 53 rows by 5 columns, computed from US exchange, SIP and OPRA data.
weekweek_labelaapl_iv_pctnvda_iv_pctko_iv_pct
2025-07-28Jul 28, 202528.544.717.4
2025-08-04Aug 4, 202526.944.416.4
2025-08-11Aug 11, 202524.442.916
2025-08-18Aug 18, 202524.143.916.1
2025-08-25Aug 25, 202524.340.516.9
2025-09-01Sep 1, 202523.135.418.3
2025-09-08Sep 8, 202522.833.617.6
2025-09-15Sep 15, 202523.134.818.2
2025-09-22Sep 22, 202524.537.318.5
2025-09-29Sep 29, 202525.23720
2025-10-06Oct 6, 202528.342.220.9
2025-10-13Oct 13, 202530.446.321.2
2025-10-20Oct 20, 202527.744.816.3
2025-10-27Oct 27, 202526.548.816.4
2025-11-03Nov 3, 202523.548.817.5
2025-11-10Nov 10, 202523.449.716.6
2025-11-17Nov 17, 202525.352.217.2
2025-11-24Nov 24, 202521.643.414.7
2025-12-01Dec 1, 202520.539.315.6
2025-12-08Dec 8, 202520.138.615.8
2025-12-15Dec 15, 202520.836.115.4
2025-12-22Dec 22, 202519.633.814.2
2025-12-29Dec 29, 202521.735.814.2
2026-01-05Jan 5, 20262637.116.3
2026-01-12Jan 12, 20262737.317.5
2026-01-19Jan 19, 202629.440.519.2
2026-01-26Jan 26, 202628.241.719.6
2026-02-02Feb 2, 202624.649.220.5
2026-02-09Feb 9, 202625.748.619.5
2026-02-16Feb 16, 202626.548.519.8
2026-02-23Feb 23, 20262648.618.7
2026-03-02Mar 2, 202628.545.420.1
2026-03-09Mar 9, 202628.641.420.9
2026-03-16Mar 16, 202627.237.521.4
2026-03-23Mar 23, 202628.937.821.5
2026-03-30Mar 30, 20263037.123.2
2026-04-06Apr 6, 202629.735.622.4
2026-04-13Apr 13, 202628.936.921.5
2026-04-20Apr 20, 202628.438.521.9
2026-04-27Apr 27, 202626.744.519.6
2026-05-04May 4, 2026244418.4
2026-05-11May 11, 202624.446.718.9
2026-05-18May 18, 202623.242.518.1
2026-05-25May 25, 202622.438.818.6
2026-06-01Jun 1, 202624.34119.5
2026-06-08Jun 8, 202624.540.619.7
2026-06-15Jun 15, 20262336.519.6
2026-06-22Jun 22, 20262737.320.1
2026-06-29Jun 29, 202627.738.620.5
2026-07-06Jul 6, 202628.140.523.1
2026-07-13Jul 13, 202629.341.723
2026-07-20Jul 20, 202630.141.222.8
2026-07-27Jul 27, 20263243.621.2
Rows × columns
53 × 5
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for One input, three levels: weekly average IV for AAPL, NVDA and KO (20 to 45 days out), derived from the stored result.
ColumnTypeRangeNotes
week date 2025-07-28 to 2026-07-27
week_label text 53 distinct values (Apr 13, 2026, Apr 20, 2026, Apr 27, 2026…)
aapl_iv_pct number 19.6 to 32 percent
nvda_iv_pct number 33.6 to 52.2 percent
ko_iv_pct number 14.2 to 23.2 percent

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.

the exact SQL behind every number 
SELECT
    toString(toMonday(date))                                              AS week,
    formatDateTime(toMonday(date), '%b %e, %Y')                           AS week_label,
    round(avgIf(implied_volatility, underlying_symbol = 'AAPL') * 100, 1) AS aapl_iv_pct,
    round(avgIf(implied_volatility, underlying_symbol = 'NVDA') * 100, 1) AS nvda_iv_pct,
    round(avgIf(implied_volatility, underlying_symbol = 'KO') * 100, 1)   AS ko_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AAPL', 'NVDA', 'KO')
  AND date >= '2025-08-01'
  AND date <  '2026-08-01'
  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 week, week_label
HAVING countIf(underlying_symbol = 'AAPL') > 0
   AND countIf(underlying_symbol = 'NVDA') > 0
   AND countIf(underlying_symbol = 'KO') > 0
ORDER BY week

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More from this analysisImplied Volatility vs Vega: The Difference
Contract days behind the weekly IV series, by month series 12×5 → Same underlying, same IV, rising vega: AAPL by days to expiry (July 2026) ranking 14×4 → Where vega peaks: AAPL vega and IV across strikes, 20 to 45 days out (July 2026) ranking 12×4 → SPY at-the-money implied volatility, month by month (Jul 2025 – Jul 2026) series 13×2 → Implied volatility beside the movement each stock actually delivered over the prior 30 sessions ranking 11×4 → The same reading against each name's own 52-week implied volatility range (July 28, 2026) table 11×5 → See all 2,170 queries →