IV Rank vs IV Percentile: Formulas Explained
The same session scored at five different lookback windowsranking ·
2026-08-22 · 5×4
Current, 52 week low and 52 week high ATM IV for each nametable ·
2026-08-22 · 8×6
AAPL at the money implied volatility, weekly, trailing 52 weeksseries ·
2026-08-22 · 53×5
One stock, one session, three definitions of the IV inputtable ·
2026-08-22 · 3×6
How to Read an Options Symbol (OSI Format)
One eight-digit field, from single-dollar strikes to index levelstable ·
2026-08-22 · 4×6
One expiration, four strikes: every OSI field cut out of the symboltable ·
2026-08-22 · 8×7
How Big Is the OPRA Options Quote Feed?
One session, two tapes: every options NBBO update vs. every stock NBBO updatescalar ·
2026-08-22 · 1×96.07
SPY's 2026-expiry option chain: one root's share of the quote firehosescalar ·
2026-08-22 · 1×13164
The five busiest SPY option contracts of the session, symbol unpackedseries ·
2026-08-22 · 5×7
Historical Volatility vs Implied Volatility
SPY: monthly implied volatility against the next month's realized volatilityseries ·
2026-08-22 · 18×4
Average implied volatility against next-month realized volatility, by nametable ·
2026-08-22 · 6×5
Annualized historical volatility over three lookback windowsranking ·
2026-08-22 · 6×4
AAPL realized volatility: 20-session against 60-session lookbackseries ·
2026-08-22 · 72×3
COIN Implied Volatility: IV Now & Its History
COIN ATM implied volatility by time to expiration: latest sessionranking ·
2026-08-22 · 4×3
COIN vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series ·
2026-08-22 · 50×4
COIN at-the-money implied volatility by session: trailing 90 daysseries ·
2026-08-22 · 62×2
Cash Settled vs Physical Delivery Options
SPY: widest open print to close print gaps on monthly expiration Fridays since 2021ranking ·
2026-08-22 · 12×4
How close SPY closes to a whole dollar strike, expiration Fridays vs every other sessionranking ·
2026-08-22 · 4×4
Dividend owed per assigned contract, recent ex dividend datesseries ·
2026-08-22 · 6×3
What 100 shares per contract is worth, six household namesseries ·
2026-08-22 · 6×3
Broker Exercise Cut-Off Times Explained
Monthly expirations where the post close print crossed a whole dollarranking ·
2026-08-22 · 6×3
How close expiring AAPL contracts finish to the strikeranking ·
2026-08-22 · 6×2
NVDA on July 17, 2026: the close and the post close windowtable ·
2026-08-22 · 30×3
Average move between the 4:00 p.m. close and 5:30 p.m. ETranking ·
2026-08-22 · 6×4
AMD Implied Volatility: IV Now & Its History
AMD ATM implied volatility by time to expiration: latest sessionranking ·
2026-08-22 · 4×3
AMD vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series ·
2026-08-22 · 50×4
AMD at-the-money implied volatility by session: trailing 90 daysseries ·
2026-08-22 · 62×2
AAPL Implied Volatility: IV Now & Its History
AAPL ATM implied volatility by time to expiration: latest sessionranking ·
2026-08-22 · 4×3
AAPL vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series ·
2026-08-22 · 50×4
AAPL at-the-money implied volatility by session: trailing 90 daysseries ·
2026-08-22 · 62×2
SPCX: SpaceX Stock Price Decline From Peak
SPY vs SPCX open-to-close, regular hours, trailing three weeksseries ·
2026-08-20 · 15×4
Stock quote spread and depth by session: the four weeks from listing and the trailing threeseries ·
2026-08-20 · 33×5
The arc on one row: issue price, first print, June peak, and the latest closescalar ·
2026-08-20 · 1×15150
Options quote spread and size at the touch, the sessions on file in the past week and a halfseries ·
2026-08-20 · 4×6
Put/call volume ratio by session, trailing three weeksseries ·
2026-08-20 · 15×5
News-feed attention from listing day to the latest reading: counts, concentration, and the trailing weekscalar ·
2026-08-20 · 1×14627
Latest complete session, half-hour path: closes, lows, and volumeseries ·
2026-08-20 · 7×4
Latest session on file: the busiest SPCX option contracts by volumetable ·
2026-08-20 · 10×5
Sessions from listing to the first close below the first print: SPCX vs four recent IPOstable ·
2026-08-20 · 5×11
Every SPCX filing in the EDGAR index since the June 12 listing, on one rowscalar ·
2026-08-20 · 1×1119
Regular-hours session scoreboard: open, close, low, high, volume for every SPCX session since listingseries ·
2026-08-20 · 47×7
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
What Time Do Options Stop Trading?
Share of late session option volume printed after 4:00 p.m. ET, July 15, 2026ranking ·
2026-08-16 · 7×3
Last SPY and SPX option print, minutes past the 4:00 p.m. equity closeseries ·
2026-08-16 · 12×4
Last SPY option print on each 1:00 p.m. ET early close since July 2024ranking ·
2026-08-16 · 6×3
SPY and SPX option volume by the minute, 15:45 to 16:25 ETseries ·
2026-08-16 · 41×3
When Is SQ Day for Nikkei 225 Options?
Opening prints against the previous close: settlement Friday vs an ordinary Fridayranking ·
2026-08-16 · 8×3
Share of SPY session volume printed in the opening minute, third Friday vs other Fridaysseries ·
2026-08-16 · 11×4
SPY volume by ET clock minute around the open, 13 March vs 20 March 2026series ·
2026-08-16 · 46×3
How Delta Hedging Actually Works
Total daily movement versus net movement, June 2026ranking ·
2026-08-16 · 4×4
SPY at-the-money implied volatility against realized volatility, by monthseries ·
2026-08-16 · 12×3
Shares a 1% move forces per 100 at-the-money SPY contracts, by time left (June 2026)ranking ·
2026-08-16 · 5×2
Average call and put delta by strike distance from spot (SPY, 25 to 35 days to expiry, June 2026)ranking ·
2026-08-16 · 11×3
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
The 3-5-7 Rule in Options, Examined
One-day move profile, seven household names, July 2025 to June 2026table ·
2026-08-15 · 7×6
S&P 500 tracker (SPY): down sessions by calendar year, 2016 to mid-2026table ·
2026-08-15 · 11×5
Worst five-session stretch and deepest in-window drawdown, July 2025 to June 2026ranking ·
2026-08-15 · 7×4
Highest IV Rank Stocks Right Now
Where IV percentile sits furthest above IV rank, latest sessiontable ·
2026-08-15 · 12×6
How the screened universe distributes across IV rank, latest sessiontable ·
2026-08-15 · 9×7
The top-ranked name's implied volatility by week, with its 52-week high and lowseries ·
2026-08-15 · 53×4
Highest IV rank, screened US underlyings, latest options sessionseries ·
2026-08-15 · 15×7
IV rank and IV percentile for twelve widely held tickers, latest sessionseries ·
2026-08-15 · 12×7
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
Triple Witching 2026 Dates and Volume Data
SPY on witching sessions vs. the same month's other sessions: intraday range and net move (% of the open)series ·
2026-08-14 · 8×4
Every quarterly witching session since September 2024: market-wide regular-hours dollar volume vs. the month's other sessionsseries ·
2026-08-14 · 8×4
Dollar volume by half hour: witching Thursday (Jun 18, 2026) vs. the ordinary Friday before it (Jun 12)series ·
2026-08-14 · 13×3
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
How Much Does It Cost to Trade Options?
Options trade size distribution on July 2, 2026 (whole-tape contracts per print)scalar ·
2026-08-14 · 1×41
SPY options vs. SPY stock on one session: quote count, trade count, and median quoted spreadscalar ·
2026-08-14 · 1×10462.93M
SPY options quoted-spread distribution: percentiles in basis pointsscalar ·
2026-08-14 · 1×635.51
SPY options quote quality: valid, one-sided, and locked/crossed recordsscalar ·
2026-08-14 · 1×7463.20M
SPY options median spread by expiration date, near-the-money strikes onlyranking ·
2026-08-14 · 25×4
Options bid-ask spreads by product: median basis points, July 2, 2026 regular hoursranking ·
2026-08-14 · 5×4
When Do 0DTE Options Trade? By the Hour
Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026series ·
2026-08-13 · 5×5
Median bid-ask spread on SPY same-day contracts quoted $1-$10, by ET hour: July 10, 2026ranking ·
2026-08-13 · 7×4
What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 2026ranking ·
2026-08-13 · 5×4
0DTE contract volume, share of all options volume, and flow rate by ET hour: Friday, July 10, 2026table ·
2026-08-13 · 7×5
Same-day calls vs. puts by ET hour, and the put share of 0DTE volume: July 10, 2026ranking ·
2026-08-13 · 7×4
Same-day options volume by underlying: the ten heaviest names, July 10, 2026table ·
2026-08-13 · 10×5
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
Third Friday expirations over the next fourteen months, by underlyings listing them
Third Friday expirations over the next fourteen months, by underlyings listing them
| expiry_month_start | month_label | underlyings_listing |
|---|---|---|
| 2026-08-01 | Aug 2026 | 3735 |
| 2026-09-01 | Sep 2026 | 3689 |
| 2026-10-01 | Oct 2026 | 1564 |
| 2026-11-01 | Nov 2026 | 1392 |
| 2026-12-01 | Dec 2026 | 1960 |
| 2027-01-01 | Jan 2027 | 2245 |
| 2027-02-01 | Feb 2027 | 913 |
| 2027-03-01 | Mar 2027 | 1462 |
| 2027-04-01 | Apr 2027 | 50 |
| 2027-05-01 | May 2027 | 72 |
| 2027-07-01 | Jul 2027 | 26 |
| 2027-08-01 | Aug 2027 | 42 |
| 2027-09-01 | Sep 2027 | 318 |
| 2027-10-01 | Oct 2027 | 11 |
the exact SQL behind every number
WITH
(
SELECT max(date)
FROM global_markets.options_greeks
WHERE date >= today() - 10
) AS chain_date
SELECT
toString(toStartOfMonth(expiration_date)) AS expiry_month_start,
formatDateTime(toStartOfMonth(expiration_date), '%b %Y') AS month_label,
countDistinct(underlying_symbol) AS underlyings_listing
FROM global_markets.options_greeks
WHERE date = chain_date
AND expiration_date >= chain_date
AND days_to_expiry <= 430
AND toDayOfWeek(expiration_date) = 5
AND toDayOfMonth(expiration_date) BETWEEN 15 AND 21
AND underlying_symbol NOT IN ('SPCX')
GROUP BY toStartOfMonth(expiration_date)
ORDER BY toStartOfMonth(expiration_date)
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