The same IV30 recipe across six household names, June 15, 2026
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 2026-09-12, from What Is an Implied Volatility Index? IV30 & VIX.
| symbol | iv30_pct | near_iv_pct | far_iv_pct |
|---|---|---|---|
| NVDA | 36.84 | 36.35 | 36.99 |
| MSFT | 30.48 | 30.21 | 30.57 |
| AMZN | 29.76 | 29.63 | 29.8 |
| AAPL | 21.83 | 21.77 | 21.85 |
| KO | 18.72 | 19.01 | 18.62 |
| SPY | 13.59 | 13.49 | 13.63 |
- Rows × columns
- 6 × 4
- 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 | 6 distinct values (AAPL, AMZN, KO…) | |
iv30_pct |
number | 13.59 to 36.84 | percent |
near_iv_pct |
number | 13.49 to 36.35 | percent |
far_iv_pct |
number | 13.63 to 36.99 | 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 , 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,
round(sqrt((near_iv * near_iv * near_dte * (far_dte - 30)
+ far_iv * far_iv * far_dte * (30 - near_dte))
/ (far_dte - near_dte) / 30) * 100, 2) AS iv30_pct,
round(near_iv * 100, 2) AS near_iv_pct,
round(far_iv * 100, 2) AS far_iv_pct
FROM
(
SELECT
underlying_symbol,
maxIf(days_to_expiry, days_to_expiry <= 30) AS near_dte,
minIf(days_to_expiry, days_to_expiry > 30) AS far_dte,
argMaxIf(atm_iv, days_to_expiry, days_to_expiry <= 30) AS near_iv,
argMinIf(atm_iv, days_to_expiry, days_to_expiry > 30) AS far_iv
FROM
(
SELECT
underlying_symbol,
days_to_expiry,
avg(toFloat64(implied_volatility)) AS atm_iv,
count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'AMZN', 'KO')
AND date = '2026-06-15'
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 7 AND 90
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.025
GROUP BY underlying_symbol, days_to_expiry
HAVING contracts >= 2
)
GROUP BY underlying_symbol
HAVING countIf(days_to_expiry <= 30) > 0
AND countIf(days_to_expiry > 30) > 0
)
ORDER BY iv30_pct DESC
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