options_dte
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-26, from agentic-trading-bots-on-retail-brokerages.
| dte_bucket | volume_thousands | avg_iv_pct |
|---|---|---|
| 0 to 1 days | 4166.5 | 38.2 |
| 2 to 7 days | 4846.6 | 26.4 |
| 8 to 30 days | 1544.9 | 24.7 |
| 31 to 90 days | 538.6 | 25 |
| over 90 days | 322.6 | 28.1 |
- Rows × columns
- 5 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
dte_bucket |
text | 5 distinct values (0 to 1 days, 2 to 7 days, 31 to 90 days…) | |
volume_thousands |
number | 322.6 to 4,846.6 | count |
avg_iv_pct |
number | 24.7 to 38.2 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
multiIf(days_to_expiry <= 1, '0 to 1 days',
days_to_expiry <= 7, '2 to 7 days',
days_to_expiry <= 30, '8 to 30 days',
days_to_expiry <= 90, '31 to 90 days',
'over 90 days') AS dte_bucket,
round(sum(volume) / 1000, 1) AS volume_thousands,
round(100 * avg(implied_volatility), 1) AS avg_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND date >= '2026-08-03'
AND date < '2026-08-29'
AND iv_converged = 1
AND volume > 0
AND days_to_expiry >= 0
AND underlying_close > 0
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY dte_bucket
ORDER BY min(days_to_expiry)
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