STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

3,256 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

What Determines an Option's Price?
One AAPL call: premium and solved volatility, session by sessionseries · 2026-10-02 · 22×6Preview: a 16-point series, ending higher. Average solved volatility by time to expiry, near-the-money AAPL contractsranking · 2026-10-02 · 6×3Preview: 6 ranked values, smallest first. Reprice the same call, one input at a timeranking · 2026-10-02 · 6×4Preview: 6 ranked values, largest first. AAPL cash dividends and the yield they annualize toseries · 2026-10-02 · 13×4Preview: a 13-point series, ending lower.
Implied Volatility Heatmap: How to Read It
Downside wing cells: SPY put IV dispersion by contract volume, June 2026ranking · 2026-10-02 · 6×4Preview: 6 ranked values, largest first. One column of the heatmap: near the money AAPL IV by time to expiry, June 2026ranking · 2026-10-02 · 6×3Preview: 6 ranked values, largest first. One row of the heatmap: AAPL IV by moneyness, 25 to 35 days to expiry, June 2026ranking · 2026-10-02 · 5×3Preview: 5 ranked values, largest first. A raw IV colour scale across six names, week of June 15, 2026ranking · 2026-10-02 · 6×3Preview: 6 ranked values, largest first. The same week normalized: each name's IV against its own trailing yearranking · 2026-10-02 · 6×4Preview: 6 ranked values, largest first.
Stocks With the Biggest IV-RV Gap
The most negative monthly pairs: realized volatility far above impliedranking · 2026-10-01 · 10×4Preview: 10 ranked values, largest first. SPY: monthly 30-day implied volatility against the next month's realized volatilityseries · 2026-10-01 · 24×4Preview: a 16-point series, roughly flat. Largest gap between 30-day implied volatility and the realized volatility that followedranking · 2026-10-01 · 12×4Preview: 12 ranked values, largest first. Share of liquid names whose 30-day IV exceeded the realized volatility that followedseries · 2026-10-01 · 9×4Preview: a 9-point series, ending lower.
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 · 9×4Preview: 9 ranked values, smallest first. 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 · 6×4Preview: 6 ranked values, largest first. The ten widest overshoots: realized versus impliedranking · 2026-09-27 · 10×4Preview: 10 ranked values, largest first. NVDA: implied move both ways versus the realized move, report by reportseries · 2026-09-27 · 7×5Preview: a 7-point series, ending higher. Under-implied share and median ratio, year by yearranking · 2026-09-27 · 2×4Preview: 2 ranked values, largest first.
Implied Volatility vs Beta: What Each Tells You
NVDA beta against SPY, re-estimated monthly over a rolling twelve-month windowseries · 2026-09-26 · 48×4Preview: a 16-point series, ending lower. Average absolute daily move on sessions when SPY moved less than 0.25 percentranking · 2026-09-26 · 10×4Preview: 10 ranked values, largest first. 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 · 12×6Preview: a 12-point series, ending higher. 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 · 5×3Preview: 5 ranked values, smallest first. 25 delta call minus put implied volatility, in volatility pointsseries · 2026-09-23 · 60×5Preview: a 16-point series, ending lower. Percentile range of daily ATM implied volatility, five year windowranking · 2026-09-23 · 5×3Preview: 5 ranked values, smallest first. Monthly at-the-money 30 day implied volatility: GLD vs SPYseries · 2026-09-23 · 60×4Preview: a 16-point series, roughly flat.
What Is the CME CVOL Index? CVOL vs VIX
SPY at-the-money implied volatility by days to expiry, June 2026ranking · 2026-09-18 · 7×2Preview: 7 ranked values, largest first. SPY 30-day OTM strip, June 2026: implied volatility and relative strike weight under each methodranking · 2026-09-18 · 11×4Preview: 11 ranked values, largest first.
What Is an Implied Volatility Index? IV30 & VIX
AAPL near-the-money IV by expiration, June 15, 2026series · 2026-09-12 · 13×5Preview: a 13-point series, ending lower. The same IV30 recipe across six household names, June 15, 2026ranking · 2026-09-12 · 6×4Preview: 6 ranked values, largest first. AAPL IV30 rebuilt daily, with its near and far legs (June 15 to August 31, 2026)series · 2026-09-12 · 54×5Preview: a 16-point series, ending higher. 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 · 5×4Preview: 5 ranked values, largest first. NVDA front band vs 91-180 day band: median near-the-money IV per session, Feb 10 to Mar 14, 2025series · 2026-08-28 · 24×4Preview: a 16-point series, ending higher. IV term structure, six liquid names: median near-the-money implied volatility by expiry band, June 2026ranking · 2026-08-28 · 5×4Preview: 5 ranked values, smallest first. Share of sessions with an inverted curve: front band above the 91-180 day band, twelve months to July 31, 2026ranking · 2026-08-28 · 10×4Preview: 10 ranked values, largest first.
Probability of Touch vs Probability ITM
SPY through July 2024 against a level 2% above the July 1 closeseries · 2026-08-27 · 28×6Preview: a 16-point series, ending higher. 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 · 9×4Preview: 9 ranked values, smallest first.
Heston Model and the Volatility Smile
How far at-the-money implied volatility itself travelled (Jan to Jun 2026)ranking · 2026-08-26 · 6×4Preview: 6 ranked values, largest first. Near-the-money implied volatility by time to expiry (Jan to Jun 2026)ranking · 2026-08-26 · 6×3Preview: 6 ranked values, smallest first. SPY implied volatility by strike distance, 20 to 45 days to expiry (Jan to Jun 2026)ranking · 2026-08-26 · 13×4Preview: 13 ranked values, largest first. Put-side versus call-side implied volatility, 20 to 45 days (Jan to Jun 2026)ranking · 2026-08-26 · 6×4Preview: 6 ranked values, smallest first. Daily at-the-money implied volatility, SPY and NVDA (Apr to Jun 2026)series · 2026-08-26 · 62×3Preview: a 16-point series, ending higher.
How Implied Volatility Is Calculated
Where the Newton step misbehaves: AAPL vega by strike zone, June 30, 2026ranking · 2026-08-25 · 6×3Preview: 6 ranked values, largest first. At the money implied volatility and solver convergence, eight names, June 30, 2026ranking · 2026-08-25 · 8×4Preview: 8 ranked values, largest first. One solve per contract: AAPL implied volatility by strike zone, June 30, 2026ranking · 2026-08-25 · 6×3Preview: 6 ranked values, largest first. One AAPL contract, re-solved every session into its July 17, 2026 expiryseries · 2026-08-25 · 29×3Preview: a 16-point series, ending lower.
How Earnings Move Option Greeks
The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)series · 2026-08-24 · 21×5Preview: a 16-point series, roughly flat. 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 · 21×3Preview: a 16-point series, ending higher.
What Is IV Crush? Measured on Real Earnings
The biggest one-day ATM implied volatility collapses, June 1 - July 15, 2026series · 2026-08-18 · 12×6Preview: a 12-point series, ending lower. AVGO at-the-money implied volatility, daily, around the June 2026 reportseries · 2026-08-18 · 15×3Preview: a 15-point series, ending lower. 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 · 11×4Preview: 11 ranked values, largest first. 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 · 11×2Preview: 11 ranked values, largest first. Where near-the-money implied volatility sat across the traded options market (July 28, 2026)ranking · 2026-08-17 · 6×4Preview: 6 ranked values, smallest first.
How Options Are Quoted in Volatility
One AAPL call: stock, premium and quoted vol, indexed to its first sessionseries · 2026-08-17 · 30×5Preview: a 16-point series, roughly flat. Quoted volatility and delta across strikes, AAPL calls with 20 to 45 days leftranking · 2026-08-17 · 11×3Preview: 11 ranked values, largest first. How far AAPL moves inside a single minute, by New York hourranking · 2026-08-17 · 12×4Preview: 12 ranked values, largest first. Typical daily move: option premium against quoted volatilityranking · 2026-08-17 · 6×4Preview: 6 ranked values, smallest first.
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 · 53×6Preview: a 16-point series, ending higher. 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 · 8×3Preview: 8 ranked values, largest first. 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 · 31×2Preview: a 16-point series, ending higher. 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 · 6×2Preview: 6 ranked values, largest first. 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 · 8×4Preview: 8 ranked values, largest first.
What Is the VIX? What It Really Measures
Median daily percent change: VXX against SPY, by calendar yearranking · 2026-08-14 · 7×4Preview: 7 ranked values, smallest first. SPY at-the-money implied volatility by time to expiry, July 15, 2026ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first. SPY at-the-money implied volatility near 30 days to expiry, monthly averages (Jul 2025 to Jul 2026)series · 2026-08-14 · 13×6Preview: a 13-point series, ending higher. Implied daily move against the realized daily move: SPY, month by monthseries · 2026-08-14 · 13×6Preview: a 13-point series, roughly flat.
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 · 2×4Preview: 2 ranked values, largest first. At-the-money implied volatility across six names (Jul 6 2026, Jul-17 expiry)ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first.
What Is Option Vega? Volatility Sensitivity
SPY call vega peaks at the money (~30 days out, 2026-07-13)ranking · 2026-08-13 · 5×2Preview: 5 ranked values, largest first. At-the-money SPY vega grows with time to expiry (2026-07-13)ranking · 2026-08-13 · 4×2Preview: 4 ranked values, smallest first. The SPY $740 call's implied volatility spiked when SPY fell, early June 2026series · 2026-08-13 · 31×2Preview: a 16-point series, ending higher.
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 · 4×2Preview: 4 ranked values, smallest first. SPY put IV rises as strikes fall: the volatility skew (2026-07-13)ranking · 2026-08-13 · 5×2Preview: 5 ranked values, smallest first. SPY at-the-money implied volatility, month by month (Jul 2025 – Jul 2026)series · 2026-08-13 · 13×2Preview: a 13-point series, ending lower. At-the-money implied volatility by stock (2026-07-13)ranking · 2026-08-13 · 7×2Preview: 7 ranked values, largest first.
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 · 12×4Preview: 12 ranked values, largest first. Same underlying, same IV, rising vega: AAPL by days to expiry (July 2026)ranking · 2026-08-13 · 14×4Preview: 14 ranked values, largest first. Contract days behind the weekly IV series, by monthseries · 2026-08-13 · 12×5Preview: a 12-point series, ending higher. One input, three levels: weekly average IV for AAPL, NVDA and KO (20 to 45 days out)series · 2026-08-13 · 53×5Preview: a 16-point series, ending higher.
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 · 24×5Preview: a 16-point series, ending lower. 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

most recentas of ranking 7×4read in context →
Monthly 30 delta call premium versus trailing dividend yield — 7 rows by 4 columns, computed from US exchange, SIP and OPRA data.
symbolmonthly_call_premium_pcttrailing_dividend_yield_pctquarterly_dividend_pct
KO1.072.440.61
PG1.172.950.74
XOM1.532.530.63
JNJ1.31.990.5
MSFT1.830.710.18
AAPL1.410.320.08
NVDA1.980.230.06
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
$