iv_basket
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 2026-10-04, from us-stock-options-for-israeli-investors.
| symbol | iv_30d_pct | move_30d_pct | move_7d_pct | as_of_label |
|---|---|---|---|---|
| TSLA | 45.1 | 12.94 | 6.25 | 01/10/2026 |
| AMZN | 36 | 10.32 | 4.98 | 01/10/2026 |
| GOOGL | 34.4 | 9.86 | 4.76 | 01/10/2026 |
| TEVA | 33.1 | 9.48 | 4.58 | 01/10/2026 |
| MSFT | 31 | 8.88 | 4.29 | 01/10/2026 |
| NVDA | 30.6 | 8.78 | 4.24 | 01/10/2026 |
| AAPL | 25.9 | 7.43 | 3.59 | 01/10/2026 |
| QQQ | 19.9 | 5.71 | 2.76 | 01/10/2026 |
| SPY | 14.1 | 4.05 | 1.95 | 01/10/2026 |
- Rows × columns
- 9 × 5
- 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 |
|---|---|---|---|
symbol |
text | 9 distinct values (AAPL, AMZN, GOOGL…) | |
iv_30d_pct |
number | 14.1 to 45.1 | percent |
move_30d_pct |
number | 4.05 to 12.94 | percent |
move_7d_pct |
number | 1.95 to 6.25 | percent |
as_of_label |
text | 1 distinct value (01/10/2026) |
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.
WITH (SELECT max(date) FROM global_markets.options_greeks) AS latest_day
SELECT
underlying_symbol AS symbol,
round(avg(implied_volatility) * 100, 1) AS iv_30d_pct,
round(avg(implied_volatility) * sqrt(30.0 / 365.0) * 100, 2) AS move_30d_pct,
round(avg(implied_volatility) * sqrt(7.0 / 365.0) * 100, 2) AS move_7d_pct,
formatDateTime(latest_day, '%d/%m/%Y') AS as_of_label
FROM global_markets.options_greeks
WHERE date = latest_day
AND underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'GOOGL', 'TSLA', 'SPY', 'QQQ', 'TEVA')
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 20 AND 45
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY underlying_symbol
HAVING count() >= 3
ORDER BY iv_30d_pct DESC
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