PLTR vs SPY and QQQ: median ATM implied volatility by month, since mid-2022

Name: PLTR vs SPY and QQQ: median ATM implied volatility by month, since mid-2022
Creator: Strasmore
Published: 2026-08-22
License: https://www.strasmore.com/terms/

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 PLTR Implied Volatility: IV Now & Its History.

as of 2026-08-22 series 50×4read in context →

PLTR vs SPY and QQQ: median ATM implied volatility by month, since mid-2022 — 50 rows by 4 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
month	pltr_iv_pct	spy_iv_pct	qqq_iv_pct
2022-07-01	74	22.9	29.8
2022-08-01	62.5	19.7	25.8
2022-09-01	64.6	25.9	32.5
2022-10-01	71.8	28.2	34.8
2022-11-01	59.2	22.3	28.3
2022-12-01	56.8	20.9	26.6
2023-01-01	61.8	19.4	25.6
2023-02-01	66.7	18.6	25.4
2023-03-01	55.1	20.2	25.2
2023-04-01	59.1	15.9	21.1
2023-05-01	62.4	15.2	18.9
2023-06-01	67.5	12.3	18.5
2023-07-01	74	12.2	18.6
2023-08-01	60.6	14.1	19.5
2023-09-01	53.4	13.9	18.5
2023-10-01	71.7	16.9	21.6
2023-11-01	52.9	12.7	16.6
2023-12-01	51.3	11.9	15.5
2024-01-01	63.1	12	16.4
2024-02-01	55.8	12	16.6
2024-03-01	53.2	12.4	17.1
2024-04-01	67.2	14.7	19.1
2024-05-01	41.1	11.9	15.9
2024-06-01	41.3	11.8	15.6
2024-07-01	58.7	12.9	18
2024-08-01	50	15.7	21.8
2024-09-01	44.5	15.1	20.4
2024-10-01	61.5	15.9	20.7
2024-11-01	53.4	13.3	17.7
2024-12-01	62.2	12.2	16.1
2025-01-01	74.5	14.1	19.1
2025-02-01	63	13.8	18.7
2025-03-01	72.7	19.4	25
2025-04-01	88.8	27.2	32.1
2025-05-01	59.9	18.1	22
2025-06-01	54.5	15.5	18.8
2025-07-01	62.3	14.1	17
2025-08-01	48.7	13.2	16.8
2025-09-01	49.9	13	17
2025-10-01	64.2	14.9	19.7
2025-11-01	56.1	16.1	21.6
2025-12-01	45.5	13.2	17.6
2026-01-01	57.7	13.4	18.2
2026-02-01	54.8	16.2	21.6
2026-03-01	53.9	21.5	24.8
2026-04-01	59.9	16.6	21.3
2026-05-01	48.8	14.8	21.4
2026-06-01	49.6	15.3	24.8
2026-07-01	63.5	14.2	24.6
2026-08-01	47.5	12.7	19.9

Rows × columns: 50 × 4
Period covered: 2022-07-01 to 2026-08-01
Computed: 2026-08-22
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 PLTR vs SPY and QQQ: median ATM implied volatility by month, since mid-2022, derived from the stored result.
Column	Type	Range	Notes
`month`	date	2022-07-01 to 2026-08-01
`pltr_iv_pct`	number	41.1 to 88.8	percent
`spy_iv_pct`	number	11.8 to 28.2	percent
`qqq_iv_pct`	number	15.5 to 34.8	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 2026-08-22, and the query below is what returned them.

the exact SQL behind every number

SELECT toString(toStartOfMonth(date)) AS month,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'PLTR'), 1) AS pltr_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'SPY'), 1) AS spy_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'QQQ'), 1) AS qqq_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('PLTR', 'SPY', 'QQQ')
  AND date >= toDate('2022-07-01')
  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 + 7 AND date + 60
GROUP BY month
HAVING countIf(underlying_symbol = 'PLTR') >= 50
ORDER BY month

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