{"slug":"what-is-the-skew-stickiness-ratio","qid":"paires_quotidiennes","label":"paires_quotidiennes","post_title":"what-is-the-skew-stickiness-ratio","post_url":"/blog/lang/fr/what-is-the-skew-stickiness-ratio#q-paires_quotidiennes","columns":["date","spy_rendement_pct","iv_atm_variation_pct"],"rows":[{"date":"2026-04-02","spy_rendement_pct":0.09,"iv_atm_variation_pct":-0.38},{"date":"2026-04-06","spy_rendement_pct":0.47,"iv_atm_variation_pct":0},{"date":"2026-04-07","spy_rendement_pct":0.04,"iv_atm_variation_pct":-1.05},{"date":"2026-04-08","spy_rendement_pct":2.55,"iv_atm_variation_pct":-1.71},{"date":"2026-04-09","spy_rendement_pct":0.58,"iv_atm_variation_pct":-1.18},{"date":"2026-04-10","spy_rendement_pct":-0.07,"iv_atm_variation_pct":-0.66},{"date":"2026-04-13","spy_rendement_pct":0.98,"iv_atm_variation_pct":-0.29},{"date":"2026-04-14","spy_rendement_pct":1.22,"iv_atm_variation_pct":-0.32},{"date":"2026-04-15","spy_rendement_pct":0.79,"iv_atm_variation_pct":-0.1},{"date":"2026-04-16","spy_rendement_pct":0.25,"iv_atm_variation_pct":-0.11},{"date":"2026-04-17","spy_rendement_pct":1.21,"iv_atm_variation_pct":-0.13},{"date":"2026-04-20","spy_rendement_pct":-0.2,"iv_atm_variation_pct":0.8},{"date":"2026-04-21","spy_rendement_pct":-0.65,"iv_atm_variation_pct":0.73},{"date":"2026-04-22","spy_rendement_pct":1.01,"iv_atm_variation_pct":-0.63},{"date":"2026-04-23","spy_rendement_pct":-0.39,"iv_atm_variation_pct":0.31},{"date":"2026-04-24","spy_rendement_pct":0.77,"iv_atm_variation_pct":-0.24},{"date":"2026-04-27","spy_rendement_pct":0.17,"iv_atm_variation_pct":-0.23},{"date":"2026-04-28","spy_rendement_pct":-0.49,"iv_atm_variation_pct":-0.06},{"date":"2026-04-29","spy_rendement_pct":-0.02,"iv_atm_variation_pct":-0.03},{"date":"2026-04-30","spy_rendement_pct":0.99,"iv_atm_variation_pct":-0.91},{"date":"2026-05-01","spy_rendement_pct":0.28,"iv_atm_variation_pct":0.12},{"date":"2026-05-04","spy_rendement_pct":-0.37,"iv_atm_variation_pct":0.94},{"date":"2026-05-05","spy_rendement_pct":0.8,"iv_atm_variation_pct":-1.02},{"date":"2026-05-06","spy_rendement_pct":1.39,"iv_atm_variation_pct":0.51},{"date":"2026-05-07","spy_rendement_pct":-0.31,"iv_atm_variation_pct":-0.38},{"date":"2026-05-08","spy_rendement_pct":0.83,"iv_atm_variation_pct":-0.08},{"date":"2026-05-11","spy_rendement_pct":0.23,"iv_atm_variation_pct":1.05},{"date":"2026-05-12","spy_rendement_pct":-0.15,"iv_atm_variation_pct":-0.14},{"date":"2026-05-13","spy_rendement_pct":0.56,"iv_atm_variation_pct":-0.25},{"date":"2026-05-14","spy_rendement_pct":0.79,"iv_atm_variation_pct":-0.21},{"date":"2026-05-15","spy_rendement_pct":-1.2,"iv_atm_variation_pct":0.49},{"date":"2026-05-18","spy_rendement_pct":-0.07,"iv_atm_variation_pct":-0.35},{"date":"2026-05-19","spy_rendement_pct":-0.67,"iv_atm_variation_pct":0.27},{"date":"2026-05-20","spy_rendement_pct":1.02,"iv_atm_variation_pct":-0.23},{"date":"2026-05-21","spy_rendement_pct":0.2,"iv_atm_variation_pct":-1.27},{"date":"2026-05-22","spy_rendement_pct":0.39,"iv_atm_variation_pct":0.46},{"date":"2026-05-26","spy_rendement_pct":0.66,"iv_atm_variation_pct":-0.23},{"date":"2026-05-27","spy_rendement_pct":-0.02,"iv_atm_variation_pct":-0.31},{"date":"2026-05-28","spy_rendement_pct":0.55,"iv_atm_variation_pct":-0.59},{"date":"2026-05-29","spy_rendement_pct":0.25,"iv_atm_variation_pct":-0.3},{"date":"2026-06-01","spy_rendement_pct":0.27,"iv_atm_variation_pct":0.49},{"date":"2026-06-02","spy_rendement_pct":0.14,"iv_atm_variation_pct":-0.37},{"date":"2026-06-03","spy_rendement_pct":-0.7,"iv_atm_variation_pct":0.87},{"date":"2026-06-04","spy_rendement_pct":0.38,"iv_atm_variation_pct":-0.72},{"date":"2026-06-05","spy_rendement_pct":-2.58,"iv_atm_variation_pct":3.73},{"date":"2026-06-08","spy_rendement_pct":0.23,"iv_atm_variation_pct":-1.26},{"date":"2026-06-09","spy_rendement_pct":-0.29,"iv_atm_variation_pct":0.87},{"date":"2026-06-10","spy_rendement_pct":-1.58,"iv_atm_variation_pct":2.41},{"date":"2026-06-11","spy_rendement_pct":1.7,"iv_atm_variation_pct":-2.18},{"date":"2026-06-12","spy_rendement_pct":0.54,"iv_atm_variation_pct":-1.76},{"date":"2026-06-15","spy_rendement_pct":1.76,"iv_atm_variation_pct":-1.6},{"date":"2026-06-16","spy_rendement_pct":-0.6,"iv_atm_variation_pct":0.19},{"date":"2026-06-17","spy_rendement_pct":-1.25,"iv_atm_variation_pct":1.27},{"date":"2026-06-18","spy_rendement_pct":0.78,"iv_atm_variation_pct":-0.92},{"date":"2026-06-22","spy_rendement_pct":-0.31,"iv_atm_variation_pct":1.07},{"date":"2026-06-23","spy_rendement_pct":-1.45,"iv_atm_variation_pct":1.51},{"date":"2026-06-24","spy_rendement_pct":-0.05,"iv_atm_variation_pct":-0.4},{"date":"2026-06-25","spy_rendement_pct":0.14,"iv_atm_variation_pct":0.37},{"date":"2026-06-26","spy_rendement_pct":-0.72,"iv_atm_variation_pct":-0.5},{"date":"2026-06-29","spy_rendement_pct":1.65,"iv_atm_variation_pct":-1.06},{"date":"2026-06-30","spy_rendement_pct":0.78,"iv_atm_variation_pct":-1.07}],"shape":"series","sql":"WITH iv_atm AS (\n    SELECT\n        date,\n        avg(toFloat64(implied_volatility)) * 100 AS iv_pct\n    FROM global_markets.options_greeks\n    WHERE underlying_symbol = 'SPY'\n      AND date BETWEEN '2026-04-01' AND '2026-06-30'\n      AND iv_converged = 1\n      AND volume > 0\n      AND days_to_expiry BETWEEN 20 AND 45\n      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02\n    GROUP BY date\n),\nspot AS (\n    SELECT\n        date,\n        toFloat64(close) AS px\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker = 'SPY'\n      AND date BETWEEN '2026-04-01' AND '2026-06-30'\n),\napparie AS (\n    SELECT\n        i.date   AS d,\n        i.iv_pct AS iv,\n        s.px     AS px,\n        any(i.iv_pct) OVER (ORDER BY i.date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS iv_prec,\n        any(s.px)     OVER (ORDER BY i.date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS px_prec\n    FROM iv_atm AS i\n    INNER JOIN spot AS s ON s.date = i.date\n)\nSELECT\n    toString(d)                        AS date,\n    round((px / px_prec - 1) * 100, 2) AS spy_rendement_pct,\n    round(iv - iv_prec, 2)             AS iv_atm_variation_pct\nFROM apparie\nWHERE px_prec > 0\nORDER BY d","computed_at":"2026-09-26T15:28:03.187247+00:00","elapsed":0.008056144}