What Is the TTM Squeeze? Formula and Limits
Share of sessions in a squeeze, six liquid names, three yearsranking ·
2026-09-27 · 6×3
Squeeze sessions found by each parameter set, KO, three yearsranking ·
2026-09-27 · 6×3
What the next ten sessions did, squeeze against no squeezeranking ·
2026-09-27 · 2×4
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
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
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 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
What Is the Sharpe Ratio? Formula and Math
Sharpe against Sortino, six names, calendar 2025ranking ·
2026-08-06 · 6×4
SPY annualized Sharpe ratio, year by year, fixed 4.25% assumed rateranking ·
2026-08-06 · 10×3
Annualized Sharpe ratio by name, calendar 2025, assumed 4.25% risk-free rateranking ·
2026-08-06 · 6×4
One year of SPY, three sampling frequencies, one annualized Sharpe ratioranking ·
2026-08-06 · 3×3
Same SPY 2025 returns, six assumed risk-free ratesranking ·
2026-08-06 · 6×4
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
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An 8% average return at rising volatility: compound rate and doubling time
An 8% average return at rising volatility: compound rate and doubling time
| annual_volatility | compound_return_pct | doubling_years |
|---|---|---|
| 0% | 8 | 9 |
| 5% | 7.88 | 9.1 |
| 10% | 7.5 | 9.6 |
| 15% | 6.88 | 10.4 |
| 20% | 6 | 11.9 |
| 25% | 4.88 | 14.6 |
| 30% | 3.5 | 20.1 |
| 35% | 1.88 | 37.3 |
the exact SQL behind every number
SELECT
concat(toString(vol_pct), '%') AS annual_volatility,
round(compound * 100, 2) AS compound_return_pct,
round(log(2) / log(1 + compound), 1) AS doubling_years
FROM
(
SELECT
vol_pct,
0.08 - 0.5 * pow(vol_pct / 100.0, 2) AS compound
FROM
(
SELECT arrayJoin([0, 5, 10, 15, 20, 25, 30, 35]) AS vol_pct
)
)
ORDER BY vol_pct ASC
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