STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

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Why Trading Volume Dies at Midday: U-Shape
Average one-minute SPY range in basis points, by half hourseries · 2026-08-10 · 13×3Preview: a 13-point series, ending lower. SPY open, midday and close volume against an average minute, by yearranking · 2026-08-10 · 8×4Preview: 8 ranked values, smallest first. Open, midday and close volume against an average session minuteranking · 2026-08-10 · 6×4Preview: 6 ranked values, smallest first.
What Is the Sharpe Ratio? Formula and Math
Sharpe against Sortino, six names, calendar 2025ranking · 2026-08-06 · 6×4Preview: 6 ranked values, largest first. SPY annualized Sharpe ratio, year by year, fixed 4.25% assumed rateranking · 2026-08-06 · 10×3Preview: 10 ranked values, smallest first. Annualized Sharpe ratio by name, calendar 2025, assumed 4.25% risk-free rateranking · 2026-08-06 · 6×4Preview: 6 ranked values, largest first. One year of SPY, three sampling frequencies, one annualized Sharpe ratioranking · 2026-08-06 · 3×3Preview: 3 ranked values, smallest first. Same SPY 2025 returns, six assumed risk-free ratesranking · 2026-08-06 · 6×4Preview: 6 ranked values, largest first.
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 · 2026-08-04 · 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 · 2026-08-04 · 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 · 2026-08-04 · 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 · 2026-08-04 · 10×4Preview: 10 ranked values, largest first.
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
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META ATM implied volatility by time to expiration: latest session

META ATM implied volatility by time to expiration: latest session

most recentas of ranking 4×3read in context →
META ATM implied volatility by time to expiration: latest session — 4 rows by 3 columns, computed from US exchange, SIP and OPRA data.
expiry_bucketatm_iv_pctcontracts
Under 2 weeks35186
2-6 weeks35.7109
6 weeks - 4 months39.844
Beyond 4 months4292
the exact SQL behind every number 
SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
               days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'META'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)
More from this analysisMETA Implied Volatility: IV Now & Its History
META at-the-money implied volatility by session: trailing 90 days series 62×2 → META vs SPY and QQQ: median ATM implied volatility by month, since mid-2022 series 50×4 → Implied volatility beside the movement each stock actually delivered over the prior 30 sessions ranking 11×4 → At-the-money implied volatility, eleven familiar tickers (July 28, 2026) ranking 11×2 → See all 2,170 queries →
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