How Options Are Quoted in Volatility
One AAPL call: stock, premium and quoted vol, indexed to its first sessionseries ·
2026-08-17 · 30×5
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
One AAPL call: stock, premium and quoted vol, indexed to its first session
One AAPL call: stock, premium and quoted vol, indexed to its first session
| session_date | session_label | stock_change_pct | call_premium_change_pct | quoted_vol_change_pct |
|---|---|---|---|---|
| 2026-04-06 | Apr 6 | 0 | 0 | 0 |
| 2026-04-07 | Apr 7 | 0.47 | -27.66 | -12.4 |
| 2026-04-08 | Apr 8 | 0.29 | -10.33 | -4.26 |
| 2026-04-09 | Apr 9 | 0.81 | 0.3 | -2.55 |
| 2026-04-10 | Apr 10 | 1.2 | -11.55 | -8.47 |
| 2026-04-13 | Apr 13 | 0.53 | -18.84 | -6.13 |
| 2026-04-14 | Apr 14 | 0.27 | -14.29 | -2.38 |
| 2026-04-15 | Apr 15 | 3.49 | 42.86 | -0.57 |
| 2026-04-16 | Apr 16 | 2.39 | 20.06 | -0.72 |
| 2026-04-17 | Apr 17 | 4.98 | 65.35 | -2 |
| 2026-04-20 | Apr 20 | 5.29 | 82.98 | 2.92 |
| 2026-04-21 | Apr 21 | 3.78 | 30.7 | -2.53 |
| 2026-04-22 | Apr 22 | 5.8 | 82.37 | 0.63 |
| 2026-04-23 | Apr 23 | 5.7 | 78.12 | 0.75 |
| 2026-04-24 | Apr 24 | 5.04 | 53.5 | -1.51 |
| 2026-04-27 | Apr 27 | 3.87 | 23.4 | -1.61 |
| 2026-04-28 | Apr 28 | 4.5 | 41.34 | 0.94 |
| 2026-04-29 | Apr 29 | 5.06 | 39.82 | -2.6 |
| 2026-04-30 | Apr 30 | 7.17 | 51.98 | -12.64 |
| 2026-05-01 | May 1 | 8.6 | 99.09 | -8.94 |
| 2026-05-04 | May 4 | 7.19 | 59.88 | -7.77 |
| 2026-05-05 | May 5 | 9.5 | 141.95 | -1.54 |
| 2026-05-06 | May 6 | 11.47 | 191.79 | -4.84 |
| 2026-05-07 | May 7 | 11.66 | 173.56 | -10.67 |
| 2026-05-08 | May 8 | 13.94 | 261.09 | -10.01 |
| 2026-05-11 | May 11 | 13.42 | 254.71 | -3.65 |
| 2026-05-12 | May 12 | 14.19 | 286.93 | -2.7 |
| 2026-05-13 | May 13 | 15.7 | 371.12 | 2.82 |
| 2026-05-14 | May 14 | 15.51 | 342.86 | -1.59 |
| 2026-05-15 | May 15 | 16.26 | 374.77 | -1.54 |
the exact SQL behind every number
WITH
(
SELECT ticker
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND toFloat64(delta) > 0
AND date BETWEEN '2026-04-06' AND '2026-05-15'
AND expiration_date BETWEEN '2026-06-15' AND '2026-09-30'
AND iv_converged = 1
AND volume > 0
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.03
GROUP BY ticker
ORDER BY sum(volume) DESC
LIMIT 1
) AS traced_call
SELECT
toString(date) AS session_date,
formatDateTime(date, '%b %e') AS session_label,
round(100 * (toFloat64(underlying_close)
/ first_value(toFloat64(underlying_close)) OVER (ORDER BY date ASC) - 1), 2) AS stock_change_pct,
round(100 * (toFloat64(option_close)
/ first_value(toFloat64(option_close)) OVER (ORDER BY date ASC) - 1), 2) AS call_premium_change_pct,
round(100 * (toFloat64(implied_volatility)
/ first_value(toFloat64(implied_volatility)) OVER (ORDER BY date ASC) - 1), 2) AS quoted_vol_change_pct
FROM global_markets.options_greeks
WHERE ticker = traced_call
AND date BETWEEN '2026-04-06' AND '2026-05-15'
AND iv_converged = 1
AND option_close > 0
AND implied_volatility > 0
ORDER BY session_date ASC
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