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How Options Are Quoted in Volatility
One AAPL call: stock, premium and quoted vol, indexed to its first sessionseries · 2026-08-17 · 30×5Preview: a 16-point series, roughly flat. Quoted volatility and delta across strikes, AAPL calls with 20 to 45 days leftranking · 2026-08-17 · 11×3Preview: 11 ranked values, largest first. How far AAPL moves inside a single minute, by New York hourranking · 2026-08-17 · 12×4Preview: 12 ranked values, largest first. Typical daily move: option premium against quoted volatilityranking · 2026-08-17 · 6×4Preview: 6 ranked values, smallest first.
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

most recentas of series 30×5read in context →
One AAPL call: stock, premium and quoted vol, indexed to its first session — 30 rows by 5 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelstock_change_pctcall_premium_change_pctquoted_vol_change_pct
2026-04-06Apr 6000
2026-04-07Apr 70.47-27.66-12.4
2026-04-08Apr 80.29-10.33-4.26
2026-04-09Apr 90.810.3-2.55
2026-04-10Apr 101.2-11.55-8.47
2026-04-13Apr 130.53-18.84-6.13
2026-04-14Apr 140.27-14.29-2.38
2026-04-15Apr 153.4942.86-0.57
2026-04-16Apr 162.3920.06-0.72
2026-04-17Apr 174.9865.35-2
2026-04-20Apr 205.2982.982.92
2026-04-21Apr 213.7830.7-2.53
2026-04-22Apr 225.882.370.63
2026-04-23Apr 235.778.120.75
2026-04-24Apr 245.0453.5-1.51
2026-04-27Apr 273.8723.4-1.61
2026-04-28Apr 284.541.340.94
2026-04-29Apr 295.0639.82-2.6
2026-04-30Apr 307.1751.98-12.64
2026-05-01May 18.699.09-8.94
2026-05-04May 47.1959.88-7.77
2026-05-05May 59.5141.95-1.54
2026-05-06May 611.47191.79-4.84
2026-05-07May 711.66173.56-10.67
2026-05-08May 813.94261.09-10.01
2026-05-11May 1113.42254.71-3.65
2026-05-12May 1214.19286.93-2.7
2026-05-13May 1315.7371.122.82
2026-05-14May 1415.51342.86-1.59
2026-05-15May 1516.26374.77-1.54
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
$