How Options Are Quoted in Volatility
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
How Long a Losing Streak Is Normal
Chance of at least one losing streak of five, eight or ten in a 200 trade seriesranking ·
2026-08-17 · 5×4
Chance of at least one five loss run at a 70 percent win rate, by series lengthranking ·
2026-08-17 · 5×2
One named window against somewhere in a 200 trade series, at a 70 percent win rateranking ·
2026-08-17 · 3×4
How long the worst losing run of a 200 trade series usually is, at a 70 percent win rateranking ·
2026-08-17 · 7×3
Drawdown from an eight and a ten loss streak, by risk per traderanking ·
2026-08-17 · 4×4
When Equal Weight Beats Optimization
A rolling one year mean return, the number an optimizer would be fedseries ·
2026-08-16 · 96×3
Ten years of yearly estimates: the mean moves far more than the volatilityranking ·
2026-08-16 · 6×3
How far the mean and volatility estimates scatter by sample lengthranking ·
2026-08-16 · 5×4
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
Where to Get Historical Implied Volatility Data
Three ways to build a 30-day IV for SPY, from one set of rowsseries ·
2026-08-15 · 53×6
One name, one month: implied volatility by time to expiry (AAPL, June 2026)table ·
2026-08-15 · 6×5
Median near-the-money IV, 20 to 45 days to expiry (June 2026)ranking ·
2026-08-15 · 8×3
Underlying names with converged daily IV, by quartertable ·
2026-08-15 · 49×2
Trade Markouts Explained: Execution Quality
Effective spread split into realized spread and adverse selection, by half hourseries ·
2026-08-15 · 13×5
INTC markout curve, June 10 2026, measured from two reference basesranking ·
2026-08-15 · 5×4
The same curve, split by print size: small fills against blocksranking ·
2026-08-15 · 5×4
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
How to Become a Registered Market Maker
Average quoted spread across six household names, midday July 16 2026ranking ·
2026-08-15 · 6×3
Quoted spread through one session, AAPL and KO, July 16 2026series ·
2026-08-15 · 26×3
Venues publishing a bid in AAPL over one half hour, July 16 2026ranking ·
2026-08-15 · 16×4
Listed AAPL option contracts by expiration, July 16 2026series ·
2026-08-15 · 24×4
Why stocks drop on the ex-dividend date
KO: dividend per share against the realised opening drop, every ex-date 2021 to 2025series ·
2026-08-14 · 20×4
Opening drop per dollar of dividend paid, ex-dates 2021 to 2025ranking ·
2026-08-14 · 10×4
Pooled opening drop per dollar paid, by calendar yearranking ·
2026-08-14 · 5×3
Quarterly dividend against ordinary overnight moves, 2021 to 2025ranking ·
2026-08-14 · 10×4
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
Risk-free rate in the Sharpe ratio
Annualized risk premium: subtract monthly, or annualize each leg firstranking ·
2026-08-14 · 5×4
Three-month Treasury bill yield by calendar yearranking ·
2026-08-14 · 22×4
Monthly return, monthly risk-free rate and the excess, 2020 to 2024series ·
2026-08-14 · 60×4
Sharpe ratio on a matched rate series against one fixed rateranking ·
2026-08-14 · 5×4
Does Modifying an Order Lose Queue Priority?
How often the quoted spread sits at a single cent (10 June 2026 session)ranking ·
2026-08-14 · 6×3
Share of one minute windows carrying at least N shares (June 2026)ranking ·
2026-08-14 · 9×3
How fast the tape drains a queue, by time of day (AAPL, June 2026)series ·
2026-08-14 · 26×3
Distinct best bid prices per quarter hour (AAPL and KO, 10 June 2026)series ·
2026-08-14 · 26×3
Market Data Timestamps: SIP vs Exchange Clocks
Off exchange AAPL prints by reporting delay, 10 June 2026ranking ·
2026-08-14 · 5×3
The same twelve prints, ranked by venue clock and by tape clocktable ·
2026-08-14 · 12×7
SIP receive lag by venue, AAPL, 10 June 2026 (microseconds)ranking ·
2026-08-14 · 11×4
Prints that change bar when you switch clocks, by bar lengthranking ·
2026-08-14 · 4×3
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
How Annual Dividend Per Share Is Calculated
Declared amount against split-restated amount, per quarterseries ·
2026-08-14 · 56×4
Eight quarterly declarations, ex-date and pay dateseries ·
2026-08-14 · 8×4
Trailing four payments against the indicated rate, by quarterseries ·
2026-08-14 · 16×4
One set of payments, four annual dividend totalsranking ·
2026-08-14 · 4×3
Ex-date to pay date across US cash dividends, by yearranking ·
2026-08-14 · 7×4
Bootstrapping Backtest Confidence Bands
Variance ratio by block length: does SPY variance scale like independent draws?ranking ·
2026-08-14 · 7×3
One position, one year at a time: SPY annualized Sharpe by calendar yeartable ·
2026-08-14 · 14×5
Measured Sharpe dispersion across non-overlapping SPY windows, 2006 to 2025table ·
2026-08-14 · 5×6
Lag-one autocorrelation: signed returns against absolute returns, 2016 to 2025ranking ·
2026-08-14 · 6×4
Why Market Makers Lose Money: Adverse Selection
AAPL prints by distance from the midpoint: share of volume and 60 second markoutranking ·
2026-08-13 · 4×3
How much of the spread survives: AAPL markout curve, 1 second to 5 minutesranking ·
2026-08-13 · 6×3
AAPL fills by print size: credit at the fill and value 60 seconds laterranking ·
2026-08-13 · 4×4
How far the price travels while a position waits: SPY and NVDA, May 2026ranking ·
2026-08-13 · 6×3
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
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
What Is Gamma Exposure (GEX)? Dealer Hedging
July 6, 2026: top roots by same-day-expiry options volumeranking ·
2026-08-13 · 8×3
Same-day SPY contracts by strike: the ten busiest, July 6, 2026ranking ·
2026-08-13 · 10×4
July 6, 2026: whole-tape options volume by days to expiryranking ·
2026-08-13 · 5×3
What Are Put Options?
One SPY $740 put vs the stock's distance from the strike (expired Jun 18 2026)series ·
2026-08-13 · 31×3
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)
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