What Determines an Option's Price?
One AAPL call: premium and solved volatility, session by sessionseries ·
2026-10-02 · 22×6
Average solved volatility by time to expiry, near-the-money AAPL contractsranking ·
2026-10-02 · 6×3
Reprice the same call, one input at a timeranking ·
2026-10-02 · 6×4
AAPL cash dividends and the yield they annualize toseries ·
2026-10-02 · 13×4
Implied Volatility Heatmap: How to Read It
Downside wing cells: SPY put IV dispersion by contract volume, June 2026ranking ·
2026-10-02 · 6×4
One column of the heatmap: near the money AAPL IV by time to expiry, June 2026ranking ·
2026-10-02 · 6×3
One row of the heatmap: AAPL IV by moneyness, 25 to 35 days to expiry, June 2026ranking ·
2026-10-02 · 5×3
A raw IV colour scale across six names, week of June 15, 2026ranking ·
2026-10-02 · 6×3
The same week normalized: each name's IV against its own trailing yearranking ·
2026-10-02 · 6×4
Stocks With the Biggest IV-RV Gap
The most negative monthly pairs: realized volatility far above impliedranking ·
2026-10-01 · 10×4
SPY: monthly 30-day implied volatility against the next month's realized volatilityseries ·
2026-10-01 · 24×4
Largest gap between 30-day implied volatility and the realized volatility that followedranking ·
2026-10-01 · 12×4
Share of liquid names whose 30-day IV exceeded the realized volatility that followedseries ·
2026-10-01 · 9×4
How to Pick an Option Strike Price by Delta
Median premium collected per delta band, as a percent of the share priceranking ·
2026-09-27 · 9×4
Implied versus realized in the money share by the contract's own implied volatilitytable ·
2026-09-27 · 7×5
The 15 to 25 delta band at three horizons: implied versus realized in the money sharetable ·
2026-09-27 · 3×5
Delta band versus the share of contracts that finished in the money, 30 days outtable ·
2026-09-27 · 9×5
Do Stocks Move as Much as Options Predict?
Implied versus realized earnings moves, large caps scored print by printtable ·
2026-09-27 · 13×8
Where the realized move landed relative to impliedranking ·
2026-09-27 · 6×4
The ten widest overshoots: realized versus impliedranking ·
2026-09-27 · 10×4
NVDA: implied move both ways versus the realized move, report by reportseries ·
2026-09-27 · 7×5
Under-implied share and median ratio, year by yearranking ·
2026-09-27 · 2×4
Implied Volatility vs Beta: What Each Tells You
NVDA beta against SPY, re-estimated monthly over a rolling twelve-month windowseries ·
2026-09-26 · 48×4
Average absolute daily move on sessions when SPY moved less than 0.25 percentranking ·
2026-09-26 · 10×4
Near-the-money implied volatility, 20 to 45 days to expiry, three weeks to Aug 21 2026table ·
2026-09-26 · 11×5
Beta and R-squared against SPY: daily returns versus weekly, twelve months to Aug 21 2026table ·
2026-09-26 · 10×5
Expected Move From Implied Volatility
NVDA after its late-May 2023 report: implied volatility and where the stock wentseries ·
2026-09-26 · 12×6
Apple: implied volatility and the expected move at six horizons, one sessiontable ·
2026-09-26 · 6×7
Implied vs realized: median 30-day expected move and what six stocks did nexttable ·
2026-09-26 · 6×5
GLD Implied Volatility, Explained
Average implied volatility by delta bucket, trailing twelve monthsranking ·
2026-09-23 · 5×3
25 delta call minus put implied volatility, in volatility pointsseries ·
2026-09-23 · 60×5
Percentile range of daily ATM implied volatility, five year windowranking ·
2026-09-23 · 5×3
Monthly at-the-money 30 day implied volatility: GLD vs SPYseries ·
2026-09-23 · 60×4
What Is the CME CVOL Index? CVOL vs VIX
SPY at-the-money implied volatility by days to expiry, June 2026ranking ·
2026-09-18 · 7×2
SPY 30-day OTM strip, June 2026: implied volatility and relative strike weight under each methodranking ·
2026-09-18 · 11×4
What Is an Implied Volatility Index? IV30 & VIX
AAPL near-the-money IV by expiration, June 15, 2026series ·
2026-09-12 · 13×5
The same IV30 recipe across six household names, June 15, 2026ranking ·
2026-09-12 · 6×4
AAPL IV30 rebuilt daily, with its near and far legs (June 15 to August 31, 2026)series ·
2026-09-12 · 54×5
The two expirations bracketing 30 days, and the IV30 they produce (AAPL, June 15, 2026)table ·
2026-09-12 · 2×7
IV Term Structure: What the Curve Tells You
NVDA term structure either side of the February 26, 2025 report: median near-the-money IV by expiry bandranking ·
2026-08-28 · 5×4
NVDA front band vs 91-180 day band: median near-the-money IV per session, Feb 10 to Mar 14, 2025series ·
2026-08-28 · 24×4
IV term structure, six liquid names: median near-the-money implied volatility by expiry band, June 2026ranking ·
2026-08-28 · 5×4
Share of sessions with an inverted curve: front band above the 91-180 day band, twelve months to July 31, 2026ranking ·
2026-08-28 · 10×4
Probability of Touch vs Probability ITM
SPY through July 2024 against a level 2% above the July 1 closeseries ·
2026-08-27 · 28×6
SPY: touched versus finished above, 21-session forward windows since 2011table ·
2026-08-27 · 4×5
SPY option delta buckets, with the doubling rule applied (Jan to Jun 2026)ranking ·
2026-08-27 · 9×4
Heston Model and the Volatility Smile
How far at-the-money implied volatility itself travelled (Jan to Jun 2026)ranking ·
2026-08-26 · 6×4
Near-the-money implied volatility by time to expiry (Jan to Jun 2026)ranking ·
2026-08-26 · 6×3
SPY implied volatility by strike distance, 20 to 45 days to expiry (Jan to Jun 2026)ranking ·
2026-08-26 · 13×4
Put-side versus call-side implied volatility, 20 to 45 days (Jan to Jun 2026)ranking ·
2026-08-26 · 6×4
Daily at-the-money implied volatility, SPY and NVDA (Apr to Jun 2026)series ·
2026-08-26 · 62×3
How Implied Volatility Is Calculated
Where the Newton step misbehaves: AAPL vega by strike zone, June 30, 2026ranking ·
2026-08-25 · 6×3
At the money implied volatility and solver convergence, eight names, June 30, 2026ranking ·
2026-08-25 · 8×4
One solve per contract: AAPL implied volatility by strike zone, June 30, 2026ranking ·
2026-08-25 · 6×3
One AAPL contract, re-solved every session into its July 17, 2026 expiryseries ·
2026-08-25 · 29×3
How Earnings Move Option Greeks
The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)series ·
2026-08-24 · 21×5
Tesla's 8-K filings across Q1 2026 (EDGAR index)table ·
2026-08-24 · 4×3
Near-the-money Tesla May-expiry implied volatility around the printseries ·
2026-08-24 · 21×3
What Is IV Crush? Measured on Real Earnings
The biggest one-day ATM implied volatility collapses, June 1 - July 15, 2026series ·
2026-08-18 · 12×6
AVGO at-the-money implied volatility, daily, around the June 2026 reportseries ·
2026-08-18 · 15×3
The filing receipt: Broadcom's 8-K, first week of June 2026scalar ·
2026-08-18 · 1×21
Is High Implied Volatility Good? IV in Context
Implied volatility beside the movement each stock actually delivered over the prior 30 sessionsranking ·
2026-08-17 · 11×4
The same reading against each name's own 52-week implied volatility range (July 28, 2026)table ·
2026-08-17 · 11×5
At-the-money implied volatility, eleven familiar tickers (July 28, 2026)ranking ·
2026-08-17 · 11×2
Where near-the-money implied volatility sat across the traded options market (July 28, 2026)ranking ·
2026-08-17 · 6×4
How Options Are Quoted in Volatility
One AAPL call: stock, premium and quoted vol, indexed to its first sessionseries ·
2026-08-17 · 30×5
Quoted volatility and delta across strikes, AAPL calls with 20 to 45 days leftranking ·
2026-08-17 · 11×3
How far AAPL moves inside a single minute, by New York hourranking ·
2026-08-17 · 12×4
Typical daily move: option premium against quoted volatilityranking ·
2026-08-17 · 6×4
Where to Get Historical Implied Volatility Data
Three ways to build a 30-day IV for SPY, from one set of rowsseries ·
2026-08-15 · 53×6
One name, one month: implied volatility by time to expiry (AAPL, June 2026)table ·
2026-08-15 · 6×5
Median near-the-money IV, 20 to 45 days to expiry (June 2026)ranking ·
2026-08-15 · 8×3
Underlying names with converged daily IV, by quartertable ·
2026-08-15 · 49×2
The Option Greeks Explained: Delta to Rho
One SPY $740 call's price over its 7-week life (expired Jun 18 2026)series ·
2026-08-15 · 31×2
Median greeks by time to expiration: every near-the-money US option, July 15, 2026table ·
2026-08-15 · 5×6
What Is Volatility Skew? The Smile, Measured
SPY implied volatility by strike: OTM puts below spot, OTM calls above, July 15, 2026ranking ·
2026-08-14 · 6×2
OTM put IV vs OTM call IV across every active underlying, July 15, 2026scalar ·
2026-08-14 · 1×4348
Steepest INVERTED skew: OTM calls pricier than OTM puts, July 15, 2026ranking ·
2026-08-14 · 8×4
What Is the VIX? What It Really Measures
Median daily percent change: VXX against SPY, by calendar yearranking ·
2026-08-14 · 7×4
SPY at-the-money implied volatility by time to expiry, July 15, 2026ranking ·
2026-08-14 · 6×3
SPY at-the-money implied volatility near 30 days to expiry, monthly averages (Jul 2025 to Jul 2026)series ·
2026-08-14 · 13×6
Implied daily move against the realized daily move: SPY, month by monthseries ·
2026-08-14 · 13×6
Why Some Options Cost So Much More
One near-money call each, premium as a share of the stock (Jul 6 2026)ranking ·
2026-08-14 · 2×4
At-the-money implied volatility across six names (Jul 6 2026, Jul-17 expiry)ranking ·
2026-08-14 · 6×3
What Is Option Vega? Volatility Sensitivity
SPY call vega peaks at the money (~30 days out, 2026-07-13)ranking ·
2026-08-13 · 5×2
At-the-money SPY vega grows with time to expiry (2026-07-13)ranking ·
2026-08-13 · 4×2
The SPY $740 call's implied volatility spiked when SPY fell, early June 2026series ·
2026-08-13 · 31×2
What Is Implied Volatility? IV, Explained
ATM implied volatility across every actively traded underlying, July 15, 2026scalar ·
2026-08-13 · 1×5753
SPY at-the-money IV by time to expiry: the term structure (2026-07-13)ranking ·
2026-08-13 · 4×2
SPY put IV rises as strikes fall: the volatility skew (2026-07-13)ranking ·
2026-08-13 · 5×2
SPY at-the-money implied volatility, month by month (Jul 2025 – Jul 2026)series ·
2026-08-13 · 13×2
At-the-money implied volatility by stock (2026-07-13)ranking ·
2026-08-13 · 7×2
Implied Volatility vs Vega: The Difference
Where vega peaks: AAPL vega and IV across strikes, 20 to 45 days out (July 2026)ranking ·
2026-08-13 · 12×4
Same underlying, same IV, rising vega: AAPL by days to expiry (July 2026)ranking ·
2026-08-13 · 14×4
Contract days behind the weekly IV series, by monthseries ·
2026-08-13 · 12×5
One input, three levels: weekly average IV for AAPL, NVDA and KO (20 to 45 days out)series ·
2026-08-13 · 53×5
Is 30% IV High? It Depends on the Ticker
IV rank against IV percentile: the latest reading inside each ticker's 52-week rangetable ·
2026-08-02 · 8×6
Where a 30% reading sits in each ticker's own two-year distributiontable ·
2026-08-02 · 8×6
Monthly median 30-day implied volatility: index ETF, staple, and chipmakerseries ·
2026-08-02 · 24×5
Implied volatility band against the move the underlying made the next sessiontable ·
2026-08-02 · 5×5
Monthly 30 delta call premium versus trailing dividend yield
Monthly 30 delta call premium versus trailing dividend yield
| symbol | monthly_call_premium_pct | trailing_dividend_yield_pct | quarterly_dividend_pct |
|---|---|---|---|
| KO | 1.07 | 2.44 | 0.61 |
| PG | 1.17 | 2.95 | 0.74 |
| XOM | 1.53 | 2.53 | 0.63 |
| JNJ | 1.3 | 1.99 | 0.5 |
| MSFT | 1.83 | 0.71 | 0.18 |
| AAPL | 1.41 | 0.32 | 0.08 |
| NVDA | 1.98 | 0.23 | 0.06 |
the exact SQL behind every number
WITH
premium AS
(
SELECT
underlying_symbol AS symbol,
round(100 * avg(toFloat64(option_close) / toFloat64(underlying_close)), 2) AS monthly_call_premium_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('KO', 'PG', 'JNJ', 'XOM', 'AAPL', 'MSFT', 'NVDA')
AND upper(toString(option_type)) IN ('C', 'CALL')
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 25 AND 40
AND toFloat64(delta) BETWEEN 0.25 AND 0.35
AND date >= '2026-07-01'
AND date < '2026-10-01'
GROUP BY symbol
),
cash AS
(
SELECT
ticker AS symbol,
sum(toFloat64(cash_amount)) AS ttm_dividend_usd
FROM
(
SELECT
ticker,
ex_dividend_date,
max(cash_amount) AS cash_amount
FROM global_markets.stocks_dividends
WHERE ticker IN ('KO', 'PG', 'JNJ', 'XOM', 'AAPL', 'MSFT', 'NVDA')
AND ex_dividend_date >= '2025-10-01'
AND ex_dividend_date < '2026-10-01'
GROUP BY ticker, ex_dividend_date
)
GROUP BY symbol
),
price AS
(
SELECT
ticker AS symbol,
toFloat64(argMax(close, date)) AS last_close
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('KO', 'PG', 'JNJ', 'XOM', 'AAPL', 'MSFT', 'NVDA')
AND date >= '2026-09-01'
AND date < '2026-10-01'
GROUP BY symbol
)
SELECT
p.symbol AS symbol,
p.monthly_call_premium_pct AS monthly_call_premium_pct,
round(100 * c.ttm_dividend_usd / pr.last_close, 2) AS trailing_dividend_yield_pct,
round(25 * c.ttm_dividend_usd / pr.last_close, 2) AS quarterly_dividend_pct
FROM premium AS p
INNER JOIN cash AS c ON c.symbol = p.symbol
INNER JOIN price AS pr ON pr.symbol = p.symbol
ORDER BY (p.symbol = 'KO') DESC, trailing_dividend_yield_pct DESC
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