{"slug":"where-to-get-historical-implied-volatility-data","qid":"coverage_history","label":"Underlying names with converged daily IV, by quarter","post_title":"Where to Get Historical Implied Volatility Data","post_url":"/blog/where-to-get-historical-implied-volatility-data#q-coverage_history","columns":["quarter","underlyings_covered"],"rows":[{"quarter":"2014-Q2","underlyings_covered":4054},{"quarter":"2014-Q3","underlyings_covered":4197},{"quarter":"2014-Q4","underlyings_covered":4226},{"quarter":"2015-Q1","underlyings_covered":4216},{"quarter":"2015-Q2","underlyings_covered":4227},{"quarter":"2015-Q3","underlyings_covered":4269},{"quarter":"2015-Q4","underlyings_covered":4338},{"quarter":"2016-Q1","underlyings_covered":4359},{"quarter":"2016-Q2","underlyings_covered":4364},{"quarter":"2016-Q3","underlyings_covered":4319},{"quarter":"2016-Q4","underlyings_covered":4310},{"quarter":"2017-Q1","underlyings_covered":4272},{"quarter":"2017-Q2","underlyings_covered":4269},{"quarter":"2017-Q3","underlyings_covered":4248},{"quarter":"2017-Q4","underlyings_covered":4253},{"quarter":"2018-Q1","underlyings_covered":4289},{"quarter":"2018-Q2","underlyings_covered":4319},{"quarter":"2018-Q3","underlyings_covered":4300},{"quarter":"2018-Q4","underlyings_covered":4271},{"quarter":"2019-Q1","underlyings_covered":4232},{"quarter":"2019-Q2","underlyings_covered":4218},{"quarter":"2019-Q3","underlyings_covered":4225},{"quarter":"2019-Q4","underlyings_covered":4215},{"quarter":"2020-Q1","underlyings_covered":4222},{"quarter":"2020-Q2","underlyings_covered":4225},{"quarter":"2020-Q3","underlyings_covered":4280},{"quarter":"2020-Q4","underlyings_covered":4417},{"quarter":"2021-Q1","underlyings_covered":4702},{"quarter":"2021-Q2","underlyings_covered":4993},{"quarter":"2021-Q3","underlyings_covered":5386},{"quarter":"2021-Q4","underlyings_covered":5511},{"quarter":"2022-Q1","underlyings_covered":5628},{"quarter":"2022-Q2","underlyings_covered":5731},{"quarter":"2022-Q3","underlyings_covered":5777},{"quarter":"2022-Q4","underlyings_covered":5729},{"quarter":"2023-Q1","underlyings_covered":5663},{"quarter":"2023-Q2","underlyings_covered":5612},{"quarter":"2023-Q3","underlyings_covered":5511},{"quarter":"2023-Q4","underlyings_covered":5479},{"quarter":"2024-Q1","underlyings_covered":5444},{"quarter":"2024-Q2","underlyings_covered":5369},{"quarter":"2024-Q3","underlyings_covered":5396},{"quarter":"2024-Q4","underlyings_covered":5413},{"quarter":"2025-Q1","underlyings_covered":5417},{"quarter":"2025-Q2","underlyings_covered":5460},{"quarter":"2025-Q3","underlyings_covered":5548},{"quarter":"2025-Q4","underlyings_covered":5668},{"quarter":"2026-Q1","underlyings_covered":5729},{"quarter":"2026-Q2","underlyings_covered":5799}],"shape":"table","sql":"SELECT\n    concat(toString(toYear(date)), '-Q', toString(toQuarter(date))) AS quarter,\n    uniqExact(underlying_symbol)                                    AS underlyings_covered\nFROM global_markets.options_greeks\nWHERE iv_converged = 1\n  AND volume > 0\n  AND underlying_symbol NOT IN ('SPCX')\n  AND date < '2026-07-01'\nGROUP BY quarter\nORDER BY min(date)","computed_at":"2026-08-15T16:05:46.679123+00:00","elapsed":0.001576977}