Implied volatility beside the movement each stock actually delivered over the prior 30 sessions
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.
| ticker | implied_vol_pct | realized_vol_30d_pct | iv_minus_realized |
|---|---|---|---|
| COIN | 78.9 | 63.8 | 15 |
| PLTR | 67.8 | 58.6 | 9.2 |
| MSFT | 43.3 | 34.1 | 9.2 |
| NVDA | 43.9 | 38.8 | 5 |
| SPY | 15.3 | 12.4 | 2.9 |
| QQQ | 26 | 25.4 | 0.5 |
| AAPL | 29.3 | 32.4 | -3.1 |
| JNJ | 24 | 29.1 | -5 |
| MSTR | 80.2 | 86.3 | -6.1 |
| KO | 20.9 | 28.4 | -7.5 |
| TSLA | 47.3 | 67.7 | -20.4 |
- Rows × columns
- 11 × 4
- 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 |
|---|---|---|---|
ticker |
text | 11 distinct values (AAPL, COIN, JNJ…) | |
implied_vol_pct |
number | 15.3 to 80.2 | percent |
realized_vol_30d_pct |
number | 12.4 to 86.3 | percent |
iv_minus_realized |
number | -20.4 to 15 | ratio or rate |
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.
WITH daily AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
argMax(close, window_start) AS px
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('KO','JNJ','SPY','QQQ','AAPL','MSFT','NVDA','TSLA','PLTR','COIN','MSTR')
AND toDate(toTimeZone(window_start, 'America/New_York')) BETWEEN toDate('2026-05-20') AND toDate('2026-07-28')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY ticker, d
),
rets AS (
SELECT ticker, d,
log(px / any(px) OVER (PARTITION BY ticker ORDER BY d ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING)) AS r
FROM daily
),
realized AS (
SELECT ticker, 100 * stddevSamp(r) * sqrt(252) AS rv
FROM rets
WHERE r IS NOT NULL AND d > toDate('2026-06-12')
GROUP BY ticker
HAVING count() >= 20
),
implied AS (
SELECT underlying_symbol AS ticker,
100 * quantileExact(0.5)(implied_volatility) AS iv
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 ticker
)
SELECT implied.ticker AS ticker,
round(implied.iv, 1) AS implied_vol_pct,
round(realized.rv, 1) AS realized_vol_30d_pct,
round(implied.iv - realized.rv, 1) AS iv_minus_realized
FROM implied INNER JOIN realized ON implied.ticker = realized.ticker
ORDER BY iv_minus_realized DESC
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