Xetra Trading Hours and Holidays 2026–2027
Days when the New York open lands at 14:30 Frankfurt time (three-hour overlap), 2026 and 2027series ·
2026-09-16 · 4×5
Xetra non-trading days 2027, from the Deutsche Börse trading calendartable ·
2026-09-16 · 8×5
Xetra non-trading days 2026, from the Deutsche Börse trading calendartable ·
2026-09-16 · 8×5
What Is Backtesting in Trading?
Distance from one close to the next open, liquid names, 2025 (basis points)ranking ·
2026-09-16 · 5×3
How to Backtest a Trading Strategy in Python
Three runs of backtest.py on the illustrative 60-bar fileranking ·
2026-09-16 · 3×4
Futures Tick Size and Tick Value Explained
Worked P&L examples: ticks moved x tick value x contracts (hypothetical)table ·
2026-09-16 · 7×5
Outright tick size and tick value per contract, CME specifications, September 2026ranking ·
2026-09-16 · 10×4
Calendar spread tick versus outright tick, dollars per contract, CME specifications, September 2026ranking ·
2026-09-16 · 10×4
Short Selling Bans Explained: US, Germany, EU
What ESMA measured during the 2020 bans (published estimates, % versus the control group)ranking ·
2026-09-15 · 4×2
Every outright short selling ban since 2008, dated to the order that set ittable ·
2026-09-15 · 9×5
How to Read the US Equity Trade Tape
Two companies behind one symbol: TWTR on the daily barsseries ·
2026-09-15 · 2×5
The tape column on eight symbols, 2023-03-15ranking ·
2026-09-15 · 8×3
Sessions and symbols on the tape, by yearseries ·
2026-09-15 · 24×4
Share of prints with a placeholder participant timestamp, one March session per year (IBM and MSFT)ranking ·
2026-09-15 · 24×4
IBM's NYSE closing auction print: seconds after 4:00 p.m. ET, one March session per yearranking ·
2026-09-15 · 17×4
Placeholder share by session, five large names, July to August 2015series ·
2026-09-15 · 15×3
The first session with a populated participant timestampscalar ·
2026-09-15 · 1×26.41M
Correction indicator counts on one session, fifteen large names, 2023-03-15ranking ·
2026-09-15 · 5×3
How to Short a Stock, Step by Step
Share of AAPL's reported off-exchange volume marked short, August 2026series ·
2026-09-14 · 16×4
Sessions with a 10%+ drop from the prior close, September 2024 through August 2026ranking ·
2026-09-14 · 6×4
Payments in lieu owed on a 100-share AAPL short, by ex-dividend dateseries ·
2026-09-14 · 4×5
Short Positions in German Stocks: Bundesanzeiger
Illustrative: four published positions and the Short-Quote they add up toranking ·
2026-09-13 · 5×2
What Is an Implied Volatility Index? IV30 & VIX
AAPL near-the-money IV by expiration, June 15, 2026series ·
2026-09-12 · 13×5
The same IV30 recipe across six household names, June 15, 2026ranking ·
2026-09-12 · 6×4
AAPL IV30 rebuilt daily, with its near and far legs (June 15 to August 31, 2026)series ·
2026-09-12 · 54×5
The two expirations bracketing 30 days, and the IV30 they produce (AAPL, June 15, 2026)table ·
2026-09-12 · 2×7
Single Stock Futures: CME's New Contracts
Deposit on a $10,000 position: Reg T stock margin versus the security futures floorranking ·
2026-09-12 · 4×4
Fair value of a 100 share future at an illustrative $100 spot and 4% financingranking ·
2026-09-12 · 5×4
The 7% Sell Rule Explained: O'Neil's Stop-Loss
Position size allowed by a $500 risk budget at each stop distanceranking ·
2026-09-12 · 3×2
Gain needed to get back to even after a lossranking ·
2026-09-12 · 6×3
How an IPO's Opening Price Is Set
A seasoned ticker's opening auction: QQQ minute volume around 9:30 ET, September 4, 2026series ·
2026-09-12 · 5×2
New symbols since June 2026: minutes between the 9:30 bell and the first print, ten heaviest first minutesseries ·
2026-09-12 · 10×4
Fed Call vs House Call vs Exchange Call
Where each margin call line falls: 200 shares carried against a $10,000 debittable ·
2026-09-12 · 3×5
The $65 close: what each maintenance call demands, met by deposit or by saletable ·
2026-09-12 · 2×7
Biggest Short Squeezes in History, Ranked
Peak multiple: highest print divided by the last close before the squeezeranking ·
2026-09-12 · 5×4
Market value swing: capitalization before the squeeze and at the peak, billionstable ·
2026-09-12 · 2×5
Documented short-seller losses, billions, as estimated at the timetable ·
2026-09-12 · 3×5
Stop Orders on Options: What Actually Triggers
One near-the-money SPY put, July 6 to July 17, 2026: daily close and day-over-day move next to SPY'sseries ·
2026-09-11 · 10×5
Near-the-money SPY puts (20-45 days to expiry), July 2026: size of the day-over-day close moveranking ·
2026-09-11 · 4×3
AAPL option contracts on July 15, 2026, bucketed by full-day volumeranking ·
2026-09-11 · 5×3
How Long Can You Hold a Short Position?
FINRA Rule 4210 maintenance margin per share short, by share priceranking ·
2026-09-11 · 9×3
Daily and 30-day borrow cost on a $10,000 short, by annualized fee rateranking ·
2026-09-11 · 7×3
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
Probability of Touch vs Probability ITM
SPY through July 2024 against a level 2% above the July 1 closeseries ·
2026-08-27 · 28×6
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 · 9×4
Heston Model and the Volatility Smile
How far at-the-money implied volatility itself travelled (Jan to Jun 2026)ranking ·
2026-08-26 · 6×4
Near-the-money implied volatility by time to expiry (Jan to Jun 2026)ranking ·
2026-08-26 · 6×3
SPY implied volatility by strike distance, 20 to 45 days to expiry (Jan to Jun 2026)ranking ·
2026-08-26 · 13×4
Put-side versus call-side implied volatility, 20 to 45 days (Jan to Jun 2026)ranking ·
2026-08-26 · 6×4
Daily at-the-money implied volatility, SPY and NVDA (Apr to Jun 2026)series ·
2026-08-26 · 62×3
How Implied Volatility Is Calculated
Where the Newton step misbehaves: AAPL vega by strike zone, June 30, 2026ranking ·
2026-08-25 · 6×3
At the money implied volatility and solver convergence, eight names, June 30, 2026ranking ·
2026-08-25 · 8×4
One solve per contract: AAPL implied volatility by strike zone, June 30, 2026ranking ·
2026-08-25 · 6×3
One AAPL contract, re-solved every session into its July 17, 2026 expiryseries ·
2026-08-25 · 29×3
How Earnings Move Option Greeks
The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)series ·
2026-08-24 · 21×5
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 · 21×3
Apple Stock Split History and Ratios
Apple's yearly price range, split-adjusted, 2012 through the current yearranking ·
2026-08-24 · 15×4
Apple's daily closes around the most recent split, split-adjustedseries ·
2026-08-24 · 10×4
Every Apple stock split and what one old share becomesseries ·
2026-08-24 · 3×4
The twelve months before each Apple splitranking ·
2026-08-24 · 3×4
What Is a Trade-Through? ISO Orders Explained
Where 30 minutes of AAPL prints landed, by venueranking ·
2026-08-20 · 12×3
Distinct venues printing AAPL inside the same second, minute by minuteseries ·
2026-08-20 · 30×3
Share of prints by trade size: AAPL against KOranking ·
2026-08-20 · 5×4
Sale conditions that mark protection-rule exceptionstable ·
2026-08-20 · 11×3
How Block Trades Print on the Tape
Which venues reported AAPL's largest prints, June 10, 2026ranking ·
2026-08-20 · 12×3
Execution-to-tape lag by print size, AAPL, June 10, 2026ranking ·
2026-08-20 · 4×3
How AAPL's prints and volume split by trade size, June 10, 2026ranking ·
2026-08-20 · 5×3
AAPL volume minute by minute, 3:00 to 4:00 p.m. ET, June 10, 2026series ·
2026-08-20 · 60×4
Sale conditions that flag a specially priced or out-of-sequence printtable ·
2026-08-20 · 17×4
What Is a Special Memorandum Account (SMA)?
One margin account through four events: equity, requirement, and SMAtable ·
2026-08-19 · 5×8
TSX Trading Hours and Holidays vs NYSE
US volume on five sessions when the TSX was closed and New York was openranking ·
2026-08-19 · 5×4
Where US volume prints across the Eastern clock, July 2026series ·
2026-08-19 · 16×3
How far Shopify's US price wanders after the 4 p.m. close, May to July 2026series ·
2026-08-19 · 16×3
IPO Quiet Period Rules and Timeline
Days from announced deal to first trade, US listings since January 2025ranking ·
2026-08-19 · 7×3
The three clocks, dated, for the largest US listings since January 2025table ·
2026-08-19 · 10×7
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
Does Theta Decay Over the Weekend?
Model decay per calendar step into the July 17, 2026 expiration (hypothetical at-the-money option)series ·
2026-08-18 · 18×5
Calendar days from each weekday's session to the next SPY sessionseries ·
2026-08-18 · 5×3
Average near-the-money SPY implied volatility by weekday, first half of 2026ranking ·
2026-08-18 · 5×3
Average at-the-money SPY option premium by days to expiry, first half of 2026ranking ·
2026-08-18 · 7×2
Collar Option Greeks as the Stock Moves
Net collar gamma at 90, 30 and 7 days to expiryranking ·
2026-08-18 · 5×4
Net collar gamma, theta and vega across the price rangeranking ·
2026-08-18 · 5×4
Collar delta at five stock prices, 30 days to expirytable ·
2026-08-18 · 5×5
AAPL implied volatility by strike distance, downside puts vs upside calls (May to July 2026)ranking ·
2026-08-18 · 6×4
Why Your RSI Differs Between Platforms
One session, one formula, different amounts of warm-upranking ·
2026-08-17 · 10×3
Where the minute bars actually are, by ET hourranking ·
2026-08-17 · 16×3
RSI(14) on identical closes: Wilder's smoothing against a simple averageseries ·
2026-08-17 · 60×4
Two definitions of one daily close, side by sideseries ·
2026-08-17 · 21×4
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
ZM at-the-money IV by days to expiry, most recent week of data
ZM at-the-money IV by days to expiry, most recent week of data
| dte_bucket | atm_iv_pct | contract_count | as_of |
|---|---|---|---|
| 0 to 10 days | 53.8 | 162 | Oct 22, 2026 |
| 11 to 30 days | 42.9 | 149 | Oct 22, 2026 |
| 31 to 60 days | 44.7 | 83 | Oct 22, 2026 |
| 61 to 120 days | 45 | 47 | Oct 22, 2026 |
| over 120 days | 44.7 | 71 | Oct 22, 2026 |
the exact SQL behind every number
SELECT
multiIf(days_to_expiry <= 10, '0 to 10 days',
days_to_expiry <= 30, '11 to 30 days',
days_to_expiry <= 60, '31 to 60 days',
days_to_expiry <= 120, '61 to 120 days',
'over 120 days') AS dte_bucket,
round(100 * avg(toFloat64(implied_volatility)), 1) AS atm_iv_pct,
count() AS contract_count,
formatDateTime(max(date), '%b %e, %Y') AS as_of
FROM global_markets.options_greeks
WHERE underlying_symbol = 'ZM'
AND iv_converged = 1
AND volume > 0
AND toFloat64(underlying_close) > 0
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
AND date >= (
SELECT max(date)
FROM global_markets.options_greeks
WHERE underlying_symbol = 'ZM' AND iv_converged = 1
) - 7
GROUP BY dte_bucket
ORDER BY min(days_to_expiry)
More from this analysisZM Implied Volatility: Zoom IV and Earnings
ZM at-the-money 30-day implied volatility, recent sessions
series 83×4
→
ZM at-the-money IV before and on the biggest one-session drop in each quarter
table 9×5
→
ZM at-the-money IV by calendar year: average, low and high
table 8×5
→
Implied volatility beside the movement each stock actually delivered over the prior 30 sessions
ranking 11×4
→
See all 3,293 queries →