atm_iv

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
    date,
    formatDateTime(date, '%d.%m.%Y')                                     AS as_of,
    round(avgIf(implied_volatility, underlying_symbol = 'QQQ') * 100, 1) AS qqq_atm_iv_pct,
    round(avgIf(implied_volatility, underlying_symbol = 'SPY') * 100, 1) AS spy_atm_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('QQQ', 'SPY')
  AND date >= today() - 90
  AND iv_converged = 1
  AND volume > 0
  AND underlying_close > 0
  AND days_to_expiry BETWEEN 20 AND 45
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02
GROUP BY date
HAVING countIf(underlying_symbol = 'QQQ') > 0
   AND countIf(underlying_symbol = 'SPY') > 0
ORDER BY date