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At-the-money implied volatility, eleven familiar tickers (July 28, 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 2026-08-17, from Is High Implied Volatility Good? IV in Context.

as of ranking 11×2read in context →
At-the-money implied volatility, eleven familiar tickers (July 28, 2026) — 11 rows by 2 columns, computed from US exchange, SIP and OPRA data.
symbolatm_iv_pct
MSTR80.2
COIN78.9
PLTR67.8
TSLA47.3
NVDA43.9
MSFT43.3
AAPL29.3
QQQ26
JNJ24
KO20.9
SPY15.3
Rows × columns
11 × 2
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, eleven familiar tickers (July 28, 2026), derived from the stored result.
ColumnTypeRangeNotes
symbol text 11 distinct values (AAPL, COIN, JNJ…)
atm_iv_pct number 15.3 to 80.2 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 underlying_symbol AS symbol,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct
FROM global_markets.options_greeks
WHERE date = '2026-07-28'
  AND underlying_symbol IN ('KO','JNJ','SPY','QQQ','AAPL','MSFT','NVDA','TSLA','PLTR','COIN','MSTR')
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 20 AND date + 60
GROUP BY symbol
ORDER BY atm_iv_pct DESC

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