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At-the-money implied volatility and the 30-day expected move it prices, May 2026

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 2026-08-07, from Iron Condor vs Iron Butterfly: Break-Evens.

as of ranking 6×3read in context →
At-the-money implied volatility and the 30-day expected move it prices, May 2026 — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
symbolatm_iv_pctexpected_move_30d_pct
AMD68.519.65
NVDA43.112.37
MSFT28.58.18
AAPL23.56.73
KO18.45.29
SPY15.44.43
Rows × columns
6 × 3
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 At-the-money implied volatility and the 30-day expected move it prices, May 2026, derived from the stored result.
ColumnTypeRangeNotes
symbol text 6 distinct values (AAPL, AMD, KO…)
atm_iv_pct number 15.4 to 68.5 percent
expected_move_30d_pct number 4.43 to 19.65 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
    underlying_symbol                                                       AS symbol,
    round(avg(toFloat64(implied_volatility)) * 100, 1)                      AS atm_iv_pct,
    round(avg(toFloat64(implied_volatility)) * sqrt(30.0 / 365.0) * 100, 2) AS expected_move_30d_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('SPY', 'KO', 'AAPL', 'MSFT', 'NVDA', 'AMD')
  AND date BETWEEN '2026-05-01' AND '2026-05-29'
  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() > 50
ORDER BY expected_move_30d_pct DESC

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