At-the-money implied volatility by stock (2026-07-13)
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 2026-08-13, from What Is Implied Volatility? IV, Explained.
| symbol | atm_iv_pct |
|---|---|
| TSLA | 48.6 |
| MSFT | 44.1 |
| AMZN | 43.7 |
| NVDA | 40.1 |
| AAPL | 28.3 |
| QQQ | 24.6 |
| SPY | 14.2 |
- Rows × columns
- 7 × 2
- 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 | 7 distinct values (AAPL, AMZN, MSFT…) | |
atm_iv_pct |
number | 14.2 to 48.6 | 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.
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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(avg(implied_volatility) * 100, 1) AS atm_iv_pct
FROM global_markets.options_greeks
WHERE date = '2026-07-13' AND underlying_symbol IN ('SPY','QQQ','AAPL','MSFT','AMZN','NVDA','TSLA')
AND abs(delta) BETWEEN 0.45 AND 0.55 AND days_to_expiry BETWEEN 20 AND 45
GROUP BY symbol ORDER BY atm_iv_pct DESC
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