{"slug":"us-stock-options-for-israeli-investors","qid":"iv_basket","label":"iv_basket","post_title":"us-stock-options-for-israeli-investors","post_url":"/blog/lang/he/us-stock-options-for-israeli-investors#q-iv_basket","columns":["symbol","iv_30d_pct","move_30d_pct","move_7d_pct","as_of_label"],"rows":[{"symbol":"TSLA","iv_30d_pct":45.1,"move_30d_pct":12.94,"move_7d_pct":6.25,"as_of_label":"01/10/2026"},{"symbol":"AMZN","iv_30d_pct":36,"move_30d_pct":10.32,"move_7d_pct":4.98,"as_of_label":"01/10/2026"},{"symbol":"GOOGL","iv_30d_pct":34.4,"move_30d_pct":9.86,"move_7d_pct":4.76,"as_of_label":"01/10/2026"},{"symbol":"TEVA","iv_30d_pct":33.1,"move_30d_pct":9.48,"move_7d_pct":4.58,"as_of_label":"01/10/2026"},{"symbol":"MSFT","iv_30d_pct":31,"move_30d_pct":8.88,"move_7d_pct":4.29,"as_of_label":"01/10/2026"},{"symbol":"NVDA","iv_30d_pct":30.6,"move_30d_pct":8.78,"move_7d_pct":4.24,"as_of_label":"01/10/2026"},{"symbol":"AAPL","iv_30d_pct":25.9,"move_30d_pct":7.43,"move_7d_pct":3.59,"as_of_label":"01/10/2026"},{"symbol":"QQQ","iv_30d_pct":19.9,"move_30d_pct":5.71,"move_7d_pct":2.76,"as_of_label":"01/10/2026"},{"symbol":"SPY","iv_30d_pct":14.1,"move_30d_pct":4.05,"move_7d_pct":1.95,"as_of_label":"01/10/2026"}],"shape":"table","sql":"WITH (SELECT max(date) FROM global_markets.options_greeks) AS latest_day\nSELECT\n    underlying_symbol                                            AS symbol,\n    round(avg(implied_volatility) * 100, 1)                      AS iv_30d_pct,\n    round(avg(implied_volatility) * sqrt(30.0 / 365.0) * 100, 2) AS move_30d_pct,\n    round(avg(implied_volatility) * sqrt(7.0 / 365.0) * 100, 2)  AS move_7d_pct,\n    formatDateTime(latest_day, '%d/%m/%Y')                       AS as_of_label\nFROM global_markets.options_greeks\nWHERE date = latest_day\n  AND underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'GOOGL', 'TSLA', 'SPY', 'QQQ', 'TEVA')\n  AND iv_converged = 1\n  AND volume > 0\n  AND days_to_expiry BETWEEN 20 AND 45\n  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05\nGROUP BY underlying_symbol\nHAVING count() >= 3\nORDER BY iv_30d_pct DESC","computed_at":"2026-10-04T15:26:02.947628+00:00","elapsed":0.004418665}