{"slug":"what-skew-means-in-markets","qid":"spy_rr_series","label":"spy_rr_series","post_title":"what-skew-means-in-markets","post_url":"/blog/lang/fr/what-skew-means-in-markets#q-spy_rr_series","columns":["date","jour","put_25d_iv_pct","call_25d_iv_pct","risk_reversal_pts"],"rows":[{"date":"2025-04-02","jour":"02/04/2025","put_25d_iv_pct":13.69,"call_25d_iv_pct":26.92,"risk_reversal_pts":-13.23},{"date":"2025-05-16","jour":"16/05/2025","put_25d_iv_pct":16.02,"call_25d_iv_pct":14.85,"risk_reversal_pts":1.17},{"date":"2025-02-04","jour":"04/02/2025","put_25d_iv_pct":15.93,"call_25d_iv_pct":12.57,"risk_reversal_pts":3.36},{"date":"2025-02-10","jour":"10/02/2025","put_25d_iv_pct":14.89,"call_25d_iv_pct":11.14,"risk_reversal_pts":3.75},{"date":"2025-03-27","jour":"27/03/2025","put_25d_iv_pct":18.52,"call_25d_iv_pct":14.74,"risk_reversal_pts":3.78},{"date":"2025-03-26","jour":"26/03/2025","put_25d_iv_pct":18.36,"call_25d_iv_pct":14.52,"risk_reversal_pts":3.84},{"date":"2025-03-24","jour":"24/03/2025","put_25d_iv_pct":17.71,"call_25d_iv_pct":13.5,"risk_reversal_pts":4.2},{"date":"2025-05-14","jour":"14/05/2025","put_25d_iv_pct":18.34,"call_25d_iv_pct":14.08,"risk_reversal_pts":4.26},{"date":"2025-03-28","jour":"28/03/2025","put_25d_iv_pct":21.25,"call_25d_iv_pct":16.96,"risk_reversal_pts":4.3},{"date":"2025-02-13","jour":"13/02/2025","put_25d_iv_pct":14.66,"call_25d_iv_pct":10.1,"risk_reversal_pts":4.56},{"date":"2025-02-14","jour":"14/02/2025","put_25d_iv_pct":14.34,"call_25d_iv_pct":9.77,"risk_reversal_pts":4.57},{"date":"2025-02-07","jour":"07/02/2025","put_25d_iv_pct":15.76,"call_25d_iv_pct":11.15,"risk_reversal_pts":4.61},{"date":"2025-02-06","jour":"06/02/2025","put_25d_iv_pct":15.26,"call_25d_iv_pct":10.64,"risk_reversal_pts":4.62},{"date":"2025-05-12","jour":"12/05/2025","put_25d_iv_pct":18.35,"call_25d_iv_pct":13.69,"risk_reversal_pts":4.66},{"date":"2025-02-11","jour":"11/02/2025","put_25d_iv_pct":15.29,"call_25d_iv_pct":10.44,"risk_reversal_pts":4.85},{"date":"2025-02-19","jour":"19/02/2025","put_25d_iv_pct":14.57,"call_25d_iv_pct":9.69,"risk_reversal_pts":4.88},{"date":"2025-02-05","jour":"05/02/2025","put_25d_iv_pct":15.74,"call_25d_iv_pct":10.84,"risk_reversal_pts":4.9},{"date":"2025-03-31","jour":"31/03/2025","put_25d_iv_pct":21.61,"call_25d_iv_pct":16.69,"risk_reversal_pts":4.92},{"date":"2025-03-25","jour":"25/03/2025","put_25d_iv_pct":17.74,"call_25d_iv_pct":12.49,"risk_reversal_pts":5.25},{"date":"2025-05-15","jour":"15/05/2025","put_25d_iv_pct":18.42,"call_25d_iv_pct":13.14,"risk_reversal_pts":5.29},{"date":"2025-05-29","jour":"29/05/2025","put_25d_iv_pct":19.27,"call_25d_iv_pct":13.85,"risk_reversal_pts":5.42},{"date":"2025-04-15","jour":"15/04/2025","put_25d_iv_pct":28.05,"call_25d_iv_pct":22.62,"risk_reversal_pts":5.43},{"date":"2025-05-13","jour":"13/05/2025","put_25d_iv_pct":18.26,"call_25d_iv_pct":12.78,"risk_reversal_pts":5.48},{"date":"2025-02-18","jour":"18/02/2025","put_25d_iv_pct":15.2,"call_25d_iv_pct":9.63,"risk_reversal_pts":5.57},{"date":"2025-02-20","jour":"20/02/2025","put_25d_iv_pct":14.99,"call_25d_iv_pct":9.41,"risk_reversal_pts":5.58},{"date":"2025-02-12","jour":"12/02/2025","put_25d_iv_pct":15.89,"call_25d_iv_pct":10.2,"risk_reversal_pts":5.69},{"date":"2025-05-08","jour":"08/05/2025","put_25d_iv_pct":22.51,"call_25d_iv_pct":16.69,"risk_reversal_pts":5.82},{"date":"2025-04-29","jour":"29/04/2025","put_25d_iv_pct":24.57,"call_25d_iv_pct":18.47,"risk_reversal_pts":6.1},{"date":"2025-03-17","jour":"17/03/2025","put_25d_iv_pct":21.2,"call_25d_iv_pct":15.09,"risk_reversal_pts":6.11},{"date":"2025-03-21","jour":"21/03/2025","put_25d_iv_pct":20.39,"call_25d_iv_pct":14.16,"risk_reversal_pts":6.23},{"date":"2025-02-24","jour":"24/02/2025","put_25d_iv_pct":18.48,"call_25d_iv_pct":12.16,"risk_reversal_pts":6.32},{"date":"2025-05-30","jour":"30/05/2025","put_25d_iv_pct":19.56,"call_25d_iv_pct":13.2,"risk_reversal_pts":6.37},{"date":"2025-03-20","jour":"20/03/2025","put_25d_iv_pct":20.75,"call_25d_iv_pct":14.2,"risk_reversal_pts":6.56},{"date":"2025-04-03","jour":"03/04/2025","put_25d_iv_pct":28.52,"call_25d_iv_pct":21.92,"risk_reversal_pts":6.6},{"date":"2025-05-20","jour":"20/05/2025","put_25d_iv_pct":19.07,"call_25d_iv_pct":12.46,"risk_reversal_pts":6.61},{"date":"2025-05-05","jour":"05/05/2025","put_25d_iv_pct":23.64,"call_25d_iv_pct":17.02,"risk_reversal_pts":6.61},{"date":"2025-02-21","jour":"21/02/2025","put_25d_iv_pct":17.82,"call_25d_iv_pct":11.06,"risk_reversal_pts":6.76},{"date":"2025-05-22","jour":"22/05/2025","put_25d_iv_pct":20.96,"call_25d_iv_pct":14.17,"risk_reversal_pts":6.79},{"date":"2025-03-10","jour":"10/03/2025","put_25d_iv_pct":27.26,"call_25d_iv_pct":20.43,"risk_reversal_pts":6.83},{"date":"2025-05-01","jour":"01/05/2025","put_25d_iv_pct":24.76,"call_25d_iv_pct":17.87,"risk_reversal_pts":6.89},{"date":"2025-03-14","jour":"14/03/2025","put_25d_iv_pct":22.88,"call_25d_iv_pct":15.86,"risk_reversal_pts":7.02},{"date":"2025-05-19","jour":"19/05/2025","put_25d_iv_pct":19.42,"call_25d_iv_pct":12.34,"risk_reversal_pts":7.07},{"date":"2025-03-05","jour":"05/03/2025","put_25d_iv_pct":22.07,"call_25d_iv_pct":14.91,"risk_reversal_pts":7.16},{"date":"2025-03-18","jour":"18/03/2025","put_25d_iv_pct":22.75,"call_25d_iv_pct":15.56,"risk_reversal_pts":7.19},{"date":"2025-02-26","jour":"26/02/2025","put_25d_iv_pct":19.53,"call_25d_iv_pct":12.31,"risk_reversal_pts":7.21},{"date":"2025-05-27","jour":"27/05/2025","put_25d_iv_pct":20,"call_25d_iv_pct":12.73,"risk_reversal_pts":7.26},{"date":"2025-05-09","jour":"09/05/2025","put_25d_iv_pct":23.06,"call_25d_iv_pct":15.79,"risk_reversal_pts":7.27},{"date":"2025-05-02","jour":"02/05/2025","put_25d_iv_pct":23.37,"call_25d_iv_pct":16.04,"risk_reversal_pts":7.33},{"date":"2025-02-03","jour":"03/02/2025","put_25d_iv_pct":18.84,"call_25d_iv_pct":11.49,"risk_reversal_pts":7.35},{"date":"2025-03-07","jour":"07/03/2025","put_25d_iv_pct":23.53,"call_25d_iv_pct":16.14,"risk_reversal_pts":7.39},{"date":"2025-02-27","jour":"27/02/2025","put_25d_iv_pct":21.46,"call_25d_iv_pct":14.08,"risk_reversal_pts":7.39},{"date":"2025-05-21","jour":"21/05/2025","put_25d_iv_pct":21.62,"call_25d_iv_pct":14.22,"risk_reversal_pts":7.4},{"date":"2025-04-01","jour":"01/04/2025","put_25d_iv_pct":22.54,"call_25d_iv_pct":15.05,"risk_reversal_pts":7.49},{"date":"2025-03-19","jour":"19/03/2025","put_25d_iv_pct":21.25,"call_25d_iv_pct":13.7,"risk_reversal_pts":7.55},{"date":"2025-05-07","jour":"07/05/2025","put_25d_iv_pct":24.57,"call_25d_iv_pct":16.93,"risk_reversal_pts":7.64},{"date":"2025-04-28","jour":"28/04/2025","put_25d_iv_pct":26,"call_25d_iv_pct":18.12,"risk_reversal_pts":7.88},{"date":"2025-02-25","jour":"25/02/2025","put_25d_iv_pct":19.76,"call_25d_iv_pct":11.8,"risk_reversal_pts":7.96},{"date":"2025-03-11","jour":"11/03/2025","put_25d_iv_pct":27.03,"call_25d_iv_pct":19,"risk_reversal_pts":8.03},{"date":"2025-04-14","jour":"14/04/2025","put_25d_iv_pct":30.67,"call_25d_iv_pct":22.52,"risk_reversal_pts":8.16},{"date":"2025-04-25","jour":"25/04/2025","put_25d_iv_pct":26.02,"call_25d_iv_pct":17.86,"risk_reversal_pts":8.16},{"date":"2025-02-28","jour":"28/02/2025","put_25d_iv_pct":20.36,"call_25d_iv_pct":12.17,"risk_reversal_pts":8.19},{"date":"2025-04-23","jour":"23/04/2025","put_25d_iv_pct":29.39,"call_25d_iv_pct":21.19,"risk_reversal_pts":8.2},{"date":"2025-05-23","jour":"23/05/2025","put_25d_iv_pct":23.21,"call_25d_iv_pct":14.95,"risk_reversal_pts":8.27},{"date":"2025-03-03","jour":"03/03/2025","put_25d_iv_pct":23.01,"call_25d_iv_pct":14.36,"risk_reversal_pts":8.66},{"date":"2025-04-17","jour":"17/04/2025","put_25d_iv_pct":30.56,"call_25d_iv_pct":21.88,"risk_reversal_pts":8.69},{"date":"2025-04-24","jour":"24/04/2025","put_25d_iv_pct":27.74,"call_25d_iv_pct":19,"risk_reversal_pts":8.75},{"date":"2025-03-12","jour":"12/03/2025","put_25d_iv_pct":25.31,"call_25d_iv_pct":16.45,"risk_reversal_pts":8.85},{"date":"2025-03-06","jour":"06/03/2025","put_25d_iv_pct":25.69,"call_25d_iv_pct":16.76,"risk_reversal_pts":8.92},{"date":"2025-03-13","jour":"13/03/2025","put_25d_iv_pct":26.39,"call_25d_iv_pct":17.38,"risk_reversal_pts":9.01},{"date":"2025-03-04","jour":"04/03/2025","put_25d_iv_pct":24.57,"call_25d_iv_pct":13.94,"risk_reversal_pts":10.63},{"date":"2025-04-16","jour":"16/04/2025","put_25d_iv_pct":33.28,"call_25d_iv_pct":22.64,"risk_reversal_pts":10.64},{"date":"2025-04-08","jour":"08/04/2025","put_25d_iv_pct":49.14,"call_25d_iv_pct":38.24,"risk_reversal_pts":10.9},{"date":"2025-04-21","jour":"21/04/2025","put_25d_iv_pct":35.29,"call_25d_iv_pct":24.33,"risk_reversal_pts":10.96},{"date":"2025-05-06","jour":"06/05/2025","put_25d_iv_pct":26.62,"call_25d_iv_pct":15.35,"risk_reversal_pts":11.26},{"date":"2025-04-30","jour":"30/04/2025","put_25d_iv_pct":27.71,"call_25d_iv_pct":15.92,"risk_reversal_pts":11.78},{"date":"2025-04-10","jour":"10/04/2025","put_25d_iv_pct":41.99,"call_25d_iv_pct":29.65,"risk_reversal_pts":12.34},{"date":"2025-04-04","jour":"04/04/2025","put_25d_iv_pct":43.55,"call_25d_iv_pct":30.98,"risk_reversal_pts":12.57},{"date":"2025-04-11","jour":"11/04/2025","put_25d_iv_pct":38.72,"call_25d_iv_pct":25.06,"risk_reversal_pts":13.66},{"date":"2025-04-09","jour":"09/04/2025","put_25d_iv_pct":33.86,"call_25d_iv_pct":20.17,"risk_reversal_pts":13.69},{"date":"2025-05-28","jour":"28/05/2025","put_25d_iv_pct":23.12,"call_25d_iv_pct":9.08,"risk_reversal_pts":14.04},{"date":"2025-04-07","jour":"07/04/2025","put_25d_iv_pct":47.57,"call_25d_iv_pct":29.79,"risk_reversal_pts":17.78},{"date":"2025-04-22","jour":"22/04/2025","put_25d_iv_pct":35.61,"call_25d_iv_pct":17.81,"risk_reversal_pts":17.79}],"shape":"series","sql":"SELECT\n    date,\n    formatDateTime(date, '%d/%m/%Y')                                            AS jour,\n    round(avgIf(implied_volatility, delta BETWEEN -0.30 AND -0.20) * 100, 2)   AS put_25d_iv_pct,\n    round(avgIf(implied_volatility, delta BETWEEN  0.20 AND  0.30) * 100, 2)   AS call_25d_iv_pct,\n    round((avgIf(implied_volatility, delta BETWEEN -0.30 AND -0.20)\n         - avgIf(implied_volatility, delta BETWEEN  0.20 AND  0.30)) * 100, 2) AS risk_reversal_pts\nFROM global_markets.options_greeks\nWHERE underlying_symbol = 'SPY'\n  AND date BETWEEN toDate('2025-02-03') AND toDate('2025-05-30')\n  AND days_to_expiry BETWEEN 20 AND 45\n  AND iv_converged = 1\n  AND volume > 0\nGROUP BY date\nHAVING countIf(delta BETWEEN -0.30 AND -0.20) > 0\n   AND countIf(delta BETWEEN  0.20 AND  0.30) > 0\nORDER BY risk_reversal_pts ASC","computed_at":"2026-09-11T14:53:59.600334+00:00","elapsed":0.003335591}