STRASMORE/EXPLORE 2,549 QUERIES

QQQ on the latest session: at-the-money IV, contracts traded and total volume

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 2026-09-20, from NDX vs QQQ Options: Which One to Trade?.

as of scalar 1×7read in context →
symbol
QQQ
session pretty
Sep 17, 2026
atm iv pct
17.8
atm contracts
225
total contracts
4,546
total volume
2.65M
total volume pretty
2.65 million
Rows × columns
1 × 7
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 QQQ on the latest session: at-the-money IV, contracts traded and total volume, derived from the stored result.
ColumnTypeRangeNotes
symbol text 1 distinct value (QQQ)
session_pretty text 1 distinct value (Sep 17, 2026)
atm_iv_pct number every row is 17.8 percent
atm_contracts number every row is 225 count
total_contracts number every row is 4,546 count
total_volume number every row is 2,653,555 count
total_volume_pretty text 1 distinct value (2.65 million)

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 symbol,
    concat(formatDateTime(min(date), '%b'), ' ', toString(toDayOfMonth(min(date))), ', ', toString(toYear(min(date)))) AS session_pretty,
    round(avgIf(implied_volatility,
                iv_converged = 1
                AND days_to_expiry BETWEEN 20 AND 45
                AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02) * 100, 1) AS atm_iv_pct,
    countIf(iv_converged = 1
            AND days_to_expiry BETWEEN 20 AND 45
            AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02) AS atm_contracts,
    count()                                                                   AS total_contracts,
    sum(volume)                                                               AS total_volume,
    formatReadableQuantity(toFloat64(sum(volume)))                            AS total_volume_pretty
FROM global_markets.options_greeks
WHERE underlying_symbol = 'QQQ'
  AND volume > 0
  AND date = (
        SELECT max(date)
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'QQQ'
          AND date >= today() - 30
          AND volume > 0
      )
GROUP BY symbol
HAVING countIf(iv_converged = 1
               AND days_to_expiry BETWEEN 20 AND 45
               AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02) > 0
⌘/Ctrl + Enter

Werk met deze data in je AI-assistent

Opent klaar om te bevragen, met de data van deze pagina. Gratis, zonder account.

Claude ChatGPT Gemini Muse Je eigen agent
More from this analysisNDX vs QQQ Options: Which One to Trade?
Contract size: one QQQ contract from the latest daily close scalar 1×4 → QQQ ex-dividend dates and cash per share, most recent first series 8×4 → QQQ expiration dates that traded, by weekday, over the last ~45 days ranking 5×2 → QQQ at-the-money implied volatility by session: trailing 90 days series 62×2 → Median theta and implied volatility by days to expiry: near-the-money SPY contracts, H1 2026 table 60×4 → QQQ vs SPY: median ATM implied volatility by month, since mid-2022 series 51×3 → See all 2,549 queries →