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Current, 52 week low and 52 week high ATM IV for each name

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 2026-08-22, from IV Rank vs IV Percentile: Formulas Explained.

as of table 8×6read in context →
Current, 52 week low and 52 week high ATM IV for each name — 8 rows by 6 columns, computed from US exchange, SIP and OPRA data.
symbolcurrent_iv_pctlow_52w_iv_pcthigh_52w_iv_pctobservationsas_of_label
TSLA41.7638.1164.77253Aug 19, 2026
NVDA39.332.4354.36253Aug 19, 2026
AMZN29.2723.6374.42252Aug 19, 2026
MSFT25.8418.3553.93253Aug 19, 2026
AAPL24.8918.9845.92253Aug 19, 2026
QQQ19.3816.0629.23253Aug 19, 2026
KO18.2213.925.06253Aug 19, 2026
SPY12.9812.2826.3253Aug 19, 2026
Rows × columns
8 × 6
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 Current, 52 week low and 52 week high ATM IV for each name, derived from the stored result.
ColumnTypeRangeNotes
symbol text 8 distinct values (AAPL, AMZN, KO…)
current_iv_pct number 12.98 to 41.76 percent
low_52w_iv_pct number 12.28 to 38.11 percent
high_52w_iv_pct number 25.06 to 74.42 percent
observations number 252 to 253
as_of_label text 1 distinct value (Aug 19, 2026)

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
WITH daily AS
(
    SELECT
        underlying_symbol                        AS symbol,
        date,
        avg(toFloat64(implied_volatility)) * 100 AS atm_iv
    FROM global_markets.options_greeks
    WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'TSLA', 'SPY', 'QQQ', 'KO')
      AND date >= today() - 371
      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, date
),
latest AS
(
    SELECT
        symbol,
        argMax(atm_iv, date) AS iv_now,
        max(date)            AS as_of
    FROM daily
    GROUP BY symbol
)
SELECT
    d.symbol                                  AS symbol,
    round(l.iv_now, 2)                        AS current_iv_pct,
    round(min(d.atm_iv), 2)                   AS low_52w_iv_pct,
    round(max(d.atm_iv), 2)                   AS high_52w_iv_pct,
    count()                                   AS observations,
    formatDateTime(any(l.as_of), '%b %e, %Y') AS as_of_label
FROM daily AS d
INNER JOIN latest AS l ON l.symbol = d.symbol
GROUP BY d.symbol, l.iv_now
ORDER BY current_iv_pct DESC

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