At-the-money implied volatility across six names (Jul 6 2026, Jul-17 expiry)
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 2026-08-14, from Why Some Options Cost So Much More.
| instrument | atm_iv_pct | spot |
|---|---|---|
| SPY | 13 | 751 |
| KO | 20.2 | 83 |
| QQQ | 24.5 | 720 |
| AAPL | 25.6 | 313 |
| NVDA | 39.7 | 195 |
| TSLA | 47.6 | 417 |
- Rows × columns
- 6 × 3
- 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 |
|---|---|---|---|
instrument |
text | 6 distinct values (AAPL, KO, NVDA…) | |
atm_iv_pct |
number | 13 to 47.6 | percent |
spot |
number | 83 to 751 |
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.
SELECT underlying_symbol AS instrument,
round(avg(implied_volatility) * 100, 1) AS atm_iv_pct,
round(avg(underlying_close), 0) AS spot
FROM global_markets.options_greeks
WHERE date = '2026-07-06'
AND implied_volatility > 0.02
AND abs(strike_price / underlying_close - 1) < 0.05
AND (ticker LIKE 'O:SPY260717%' OR ticker LIKE 'O:QQQ260717%'
OR ticker LIKE 'O:KO260717%' OR ticker LIKE 'O:AAPL260717%'
OR ticker LIKE 'O:NVDA260717%' OR ticker LIKE 'O:TSLA260717%')
GROUP BY instrument
ORDER BY atm_iv_pct
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