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Implied Volatility Heatmap: How to Read It
Downside wing cells: SPY put IV dispersion by contract volume, June 2026ranking · 2026-10-02 · 6×4Preview: 6 ranked values, largest first. One column of the heatmap: near the money AAPL IV by time to expiry, June 2026ranking · 2026-10-02 · 6×3Preview: 6 ranked values, largest first. One row of the heatmap: AAPL IV by moneyness, 25 to 35 days to expiry, June 2026ranking · 2026-10-02 · 5×3Preview: 5 ranked values, largest first. A raw IV colour scale across six names, week of June 15, 2026ranking · 2026-10-02 · 6×3Preview: 6 ranked values, largest first. The same week normalized: each name's IV against its own trailing yearranking · 2026-10-02 · 6×4Preview: 6 ranked values, largest first.
GLD Implied Volatility, Explained
Average implied volatility by delta bucket, trailing twelve monthsranking · 2026-09-23 · 5×3Preview: 5 ranked values, smallest first. 25 delta call minus put implied volatility, in volatility pointsseries · 2026-09-23 · 60×5Preview: a 16-point series, ending lower. Percentile range of daily ATM implied volatility, five year windowranking · 2026-09-23 · 5×3Preview: 5 ranked values, smallest first. Monthly at-the-money 30 day implied volatility: GLD vs SPYseries · 2026-09-23 · 60×4Preview: a 16-point series, roughly flat.
Downside wing cells: SPY put IV dispersion by contract volume, June 2026

Downside wing cells: SPY put IV dispersion by contract volume, June 2026

most recentas of ranking 6×4read in context →
Downside wing cells: SPY put IV dispersion by contract volume, June 2026 — 6 rows by 4 columns, computed from US exchange, SIP and OPRA data.
volume_bucketmedian_iv_pctiv_range_pctcontracts
1 contract27.111215
2-527.412.8431
6-2527.511.7668
26-10026.811.5664
101-10002712.6817
over 100025.811.9126
the exact SQL behind every number 
SELECT
    volume_bucket,
    round(100 * quantileDeterministic(iv, det), 1) AS median_iv_pct,
    round(100 * (quantileDeterministic(0.9)(iv, det) - quantileDeterministic(0.1)(iv, det)), 1) AS iv_range_pct,
    count() AS contracts
FROM
(
    SELECT
        toFloat64(implied_volatility) AS iv,
        cityHash64(ticker)            AS det,
        volume,
        multiIf(volume =    1, '1 contract',
                volume <=   5, '2-5',
                volume <=  25, '6-25',
                volume <= 100, '26-100',
                volume <= 1000, '101-1000',
                                'over 1000') AS volume_bucket
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'SPY'
      AND date BETWEEN '2026-06-01' AND '2026-06-30'
      AND iv_converged = 1
      AND volume > 0
      AND days_to_expiry BETWEEN 20 AND 45
      AND lower(option_type) IN ('put', 'p')
      AND toFloat64(strike_price) / toFloat64(underlying_close) - 1 BETWEEN -0.20 AND -0.08
)
GROUP BY volume_bucket
ORDER BY min(volume)
More from this analysisImplied Volatility Heatmap: How to Read It
One column of the heatmap: near the money AAPL IV by time to expiry, June 2026 ranking 6×3 → A raw IV colour scale across six names, week of June 15, 2026 ranking 6×3 → The same week normalized: each name's IV against its own trailing year ranking 6×4 → One row of the heatmap: AAPL IV by moneyness, 25 to 35 days to expiry, June 2026 ranking 5×3 → See all 3,293 queries →
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