paires_quotidiennes

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 iv_atm AS (
    SELECT
        date,
        avg(toFloat64(implied_volatility)) * 100 AS iv_pct
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'SPY'
      AND date BETWEEN '2026-04-01' AND '2026-06-30'
      AND iv_converged = 1
      AND volume > 0
      AND days_to_expiry BETWEEN 20 AND 45
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02
    GROUP BY date
),
spot AS (
    SELECT
        date,
        toFloat64(close) AS px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
      AND date BETWEEN '2026-04-01' AND '2026-06-30'
),
apparie AS (
    SELECT
        i.date   AS d,
        i.iv_pct AS iv,
        s.px     AS px,
        any(i.iv_pct) OVER (ORDER BY i.date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS iv_prec,
        any(s.px)     OVER (ORDER BY i.date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS px_prec
    FROM iv_atm AS i
    INNER JOIN spot AS s ON s.date = i.date
)
SELECT
    toString(d)                        AS date,
    round((px / px_prec - 1) * 100, 2) AS spy_rendement_pct,
    round(iv - iv_prec, 2)             AS iv_atm_variation_pct
FROM apparie
WHERE px_prec > 0
ORDER BY d