{"slug":"spy-implied-volatility","qid":"iv_90d","label":"SPY at-the-money implied volatility by session: trailing 90 days","post_title":"SPY Implied Volatility: IV Now & Its History","post_url":"/blog/spy-implied-volatility#q-iv_90d","columns":["session_date","atm_iv_pct"],"rows":[{"session_date":"2026-05-21","atm_iv_pct":13.8},{"session_date":"2026-05-22","atm_iv_pct":14.4},{"session_date":"2026-05-26","atm_iv_pct":13.9},{"session_date":"2026-05-27","atm_iv_pct":13.8},{"session_date":"2026-05-28","atm_iv_pct":13},{"session_date":"2026-05-29","atm_iv_pct":13.1},{"session_date":"2026-06-01","atm_iv_pct":13.8},{"session_date":"2026-06-02","atm_iv_pct":13.1},{"session_date":"2026-06-03","atm_iv_pct":14.1},{"session_date":"2026-06-04","atm_iv_pct":13.5},{"session_date":"2026-06-05","atm_iv_pct":17.6},{"session_date":"2026-06-08","atm_iv_pct":16.3},{"session_date":"2026-06-09","atm_iv_pct":17.5},{"session_date":"2026-06-10","atm_iv_pct":19.2},{"session_date":"2026-06-11","atm_iv_pct":17.1},{"session_date":"2026-06-12","atm_iv_pct":15.9},{"session_date":"2026-06-15","atm_iv_pct":13.9},{"session_date":"2026-06-16","atm_iv_pct":14.4},{"session_date":"2026-06-17","atm_iv_pct":17.6},{"session_date":"2026-06-18","atm_iv_pct":13.8},{"session_date":"2026-06-22","atm_iv_pct":15.2},{"session_date":"2026-06-23","atm_iv_pct":16.9},{"session_date":"2026-06-24","atm_iv_pct":16.4},{"session_date":"2026-06-25","atm_iv_pct":16.4},{"session_date":"2026-06-26","atm_iv_pct":15.7},{"session_date":"2026-06-29","atm_iv_pct":14.8},{"session_date":"2026-06-30","atm_iv_pct":13.6},{"session_date":"2026-07-01","atm_iv_pct":13.3},{"session_date":"2026-07-02","atm_iv_pct":13.1},{"session_date":"2026-07-06","atm_iv_pct":13},{"session_date":"2026-07-07","atm_iv_pct":13.5},{"session_date":"2026-07-08","atm_iv_pct":13.8},{"session_date":"2026-07-09","atm_iv_pct":13.2},{"session_date":"2026-07-10","atm_iv_pct":12.5},{"session_date":"2026-07-13","atm_iv_pct":14.4},{"session_date":"2026-07-14","atm_iv_pct":13.3},{"session_date":"2026-07-15","atm_iv_pct":12.7},{"session_date":"2026-07-16","atm_iv_pct":13.8},{"session_date":"2026-07-17","atm_iv_pct":15.3},{"session_date":"2026-07-20","atm_iv_pct":15.2},{"session_date":"2026-07-21","atm_iv_pct":14.1},{"session_date":"2026-07-22","atm_iv_pct":14.2},{"session_date":"2026-07-23","atm_iv_pct":16.1},{"session_date":"2026-07-24","atm_iv_pct":15.5},{"session_date":"2026-07-27","atm_iv_pct":16.1},{"session_date":"2026-07-28","atm_iv_pct":15.3},{"session_date":"2026-07-29","atm_iv_pct":17.2},{"session_date":"2026-07-30","atm_iv_pct":14.4},{"session_date":"2026-07-31","atm_iv_pct":13.6},{"session_date":"2026-08-03","atm_iv_pct":13},{"session_date":"2026-08-04","atm_iv_pct":14.2},{"session_date":"2026-08-05","atm_iv_pct":13.7},{"session_date":"2026-08-06","atm_iv_pct":12.7},{"session_date":"2026-08-07","atm_iv_pct":12.3},{"session_date":"2026-08-10","atm_iv_pct":12.9},{"session_date":"2026-08-11","atm_iv_pct":12.5},{"session_date":"2026-08-12","atm_iv_pct":12.1},{"session_date":"2026-08-13","atm_iv_pct":12},{"session_date":"2026-08-14","atm_iv_pct":11.6},{"session_date":"2026-08-17","atm_iv_pct":12.4},{"session_date":"2026-08-18","atm_iv_pct":13},{"session_date":"2026-08-19","atm_iv_pct":12.3}],"shape":"series","sql":"SELECT toString(date) AS session_date,\n       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct\nFROM global_markets.options_greeks\nWHERE underlying_symbol = 'SPY'\n  AND date >= (SELECT max(date) - 90 FROM global_markets.options_greeks)\n  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5\n  AND abs(strike_price / underlying_close - 1) <= 0.05\n  AND expiration_date BETWEEN date + 7 AND date + 60\nGROUP BY date\nHAVING count() >= 10\nORDER BY date","computed_at":"2026-08-22T04:22:10.972754+00:00","elapsed":0.150217137}