{"slug":"what-is-iv-crush","qid":"avgo_trace","label":"AVGO at-the-money implied volatility, daily, around the June 2026 report","post_title":"What Is IV Crush? Measured on Real Earnings","post_url":"/blog/what-is-iv-crush#q-avgo_trace","columns":["session_date","atm_iv_pct","contracts_traded"],"rows":[{"session_date":"2026-05-22","atm_iv_pct":52.8,"contracts_traded":36548},{"session_date":"2026-05-26","atm_iv_pct":59.9,"contracts_traded":33790},{"session_date":"2026-05-27","atm_iv_pct":65.1,"contracts_traded":34813},{"session_date":"2026-05-28","atm_iv_pct":60.4,"contracts_traded":29314},{"session_date":"2026-05-29","atm_iv_pct":69.7,"contracts_traded":62719},{"session_date":"2026-06-01","atm_iv_pct":66,"contracts_traded":31583},{"session_date":"2026-06-02","atm_iv_pct":63,"contracts_traded":31115},{"session_date":"2026-06-03","atm_iv_pct":145.4,"contracts_traded":14767},{"session_date":"2026-06-04","atm_iv_pct":48.5,"contracts_traded":134562},{"session_date":"2026-06-05","atm_iv_pct":52.4,"contracts_traded":71847},{"session_date":"2026-06-08","atm_iv_pct":48.9,"contracts_traded":25176},{"session_date":"2026-06-09","atm_iv_pct":50.5,"contracts_traded":37346},{"session_date":"2026-06-10","atm_iv_pct":50,"contracts_traded":43143},{"session_date":"2026-06-11","atm_iv_pct":49.8,"contracts_traded":26452},{"session_date":"2026-06-12","atm_iv_pct":46.8,"contracts_traded":15857}],"shape":"series","sql":"SELECT toString(date) AS session_date,\n       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,\n       sum(volume) AS contracts_traded\nFROM global_markets.options_greeks\nWHERE underlying_symbol = 'AVGO'\n  AND date BETWEEN toDate('2026-05-22') AND toDate('2026-06-12')\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\nORDER BY date","computed_at":"2026-08-18T14:07:03.148375+00:00","elapsed":0.069561964}