stochastic volatility — 5 answered market questions

How far at-the-money implied volatility itself travelled (Jan to Jun 2026)

most recentas of 2026-08-12 ranking 6×4read in context →

How far at-the-money implied volatility itself travelled (Jan to Jun 2026) — 6 rows by 4 columns, computed 2026-08-12 from US exchange, SIP and OPRA data.
symbol	low_iv_pct	high_iv_pct	swing_pts
AMZN	28.21	74.42	46.22
MSFT	24.49	50.5	26.01
NVDA	34.49	53.94	19.45
SPY	12.86	26.3	13.44
AAPL	21.91	33.47	11.56
KO	14.31	25.06	10.75

the exact SQL behind every number

SELECT
    symbol,
    round(min(daily_iv) * 100, 2)                   AS low_iv_pct,
    round(max(daily_iv) * 100, 2)                   AS high_iv_pct,
    round((max(daily_iv) - min(daily_iv)) * 100, 2) AS swing_pts
FROM
(
    SELECT
        underlying_symbol      AS symbol,
        date,
        avg(implied_volatility) AS daily_iv
    FROM global_markets.options_greeks
    WHERE underlying_symbol IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'AMZN', 'KO')
      AND date BETWEEN '2026-01-02' AND '2026-06-30'
      AND iv_converged = 1
      AND volume > 0
      AND days_to_expiry BETWEEN 20 AND 45
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) <= 0.05
    GROUP BY symbol, date
)
GROUP BY symbol
ORDER BY swing_pts DESC

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