msft — 6 answered market questions

MSFT ATM implied volatility by time to expiration: latest session

most recentas of 2026-08-22 ranking 4×3read in context →

MSFT ATM implied volatility by time to expiration: latest session — 4 rows by 3 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
expiry_bucket	atm_iv_pct	contracts
Under 2 weeks	25.7	178
2-6 weeks	25.4	100
6 weeks - 4 months	29.3	36
Beyond 4 months	31.9	98

the exact SQL behind every number

SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
               days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'MSFT'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)

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