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COIN vs SPY and QQQ: median ATM implied volatility by month, since mid-2022

as of 2026-08-29 series 50×4read in context →

COIN vs SPY and QQQ: median ATM implied volatility by month, since mid-2022 — 50 rows by 4 columns, computed 2026-08-29 from US exchange, SIP and OPRA data.
month	coin_iv_pct	spy_iv_pct	qqq_iv_pct
2022-07-01	122.7	22.9	29.8
2022-08-01	112.4	19.7	25.8
2022-09-01	103.5	25.9	32.5
2022-10-01	112.3	28.2	34.8
2022-11-01	116.5	22.3	28.3
2022-12-01	99.5	20.9	26.6
2023-01-01	102.5	19.4	25.6
2023-02-01	121.7	18.6	25.4
2023-03-01	110.1	20.2	25.2
2023-04-01	101.8	15.9	21.1
2023-05-01	87.7	15.2	18.9
2023-06-01	84.3	12.3	18.5
2023-07-01	93.8	12.2	18.6
2023-08-01	74.9	14.1	19.5
2023-09-01	61.6	13.9	18.5
2023-10-01	77.6	16.9	21.6
2023-11-01	67.7	12.7	16.6
2023-12-01	77.8	11.9	15.5
2024-01-01	80	12	16.4
2024-02-01	85.8	12	16.6
2024-03-01	91.4	12.4	17.1
2024-04-01	91.4	14.7	19.1
2024-05-01	72.3	11.9	15.9
2024-06-01	68.4	11.8	15.6
2024-07-01	72.3	12.9	18
2024-08-01	65.8	15.7	21.8
2024-09-01	68.7	15.1	20.4
2024-10-01	83.9	15.9	20.7
2024-11-01	87.4	13.3	17.7
2024-12-01	74.1	12.2	16.1
2025-01-01	74.5	14.1	19.1
2025-02-01	72.3	13.8	18.7
2025-03-01	74	19.4	25
2025-04-01	75.4	27.2	32.1
2025-05-01	62.8	18.1	22
2025-06-01	56.6	15.5	18.8
2025-07-01	64.9	14.1	17
2025-08-01	55.3	13.2	16.8
2025-09-01	54.9	13	17
2025-10-01	68.4	14.9	19.7
2025-11-01	64.7	16.1	21.6
2025-12-01	54.8	13.2	17.6
2026-01-01	55.4	13.4	18.2
2026-02-01	72.6	16.2	21.6
2026-03-01	72.9	21.5	24.8
2026-04-01	75.5	16.6	21.3
2026-05-01	69.5	14.8	21.4
2026-06-01	70.2	15.3	24.8
2026-07-01	78.9	14.2	24.6
2026-08-01	64.2	12.7	19.9

the exact SQL behind every number

SELECT toString(toStartOfMonth(date)) AS month,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'COIN'), 1) AS coin_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'SPY'), 1) AS spy_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'QQQ'), 1) AS qqq_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('COIN', 'SPY', 'QQQ')
  AND date >= toDate('2022-07-01')
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY month
HAVING countIf(underlying_symbol = 'COIN') >= 50
ORDER BY month

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