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

3,256 answered market questions

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What Is the TTM Squeeze? Formula and Limits
Share of sessions in a squeeze, six liquid names, three yearsranking · 2026-09-27 · 6×3Preview: 6 ranked values, largest first. Squeeze sessions found by each parameter set, KO, three yearsranking · 2026-09-27 · 6×3Preview: 6 ranked values, largest first. What the next ten sessions did, squeeze against no squeezeranking · 2026-09-27 · 2×4Preview: 2 ranked values, smallest 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 · 2026-08-28 · 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.
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.
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 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.
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.
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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An 8% average return at rising volatility: compound rate and doubling time

An 8% average return at rising volatility: compound rate and doubling time

most recentas of ranking 8×3read in context →
An 8% average return at rising volatility: compound rate and doubling time — 8 rows by 3 columns, computed from US exchange, SIP and OPRA data.
annual_volatilitycompound_return_pctdoubling_years
0%89
5%7.889.1
10%7.59.6
15%6.8810.4
20%611.9
25%4.8814.6
30%3.520.1
35%1.8837.3
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
$