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SPY implied volatility by days-to-expiry bucket, latest session

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 2026-08-22, from Free SQL API for Stock Market Data.

as of ranking 9×2read in context →
SPY implied volatility by days-to-expiry bucket, latest session — 9 rows by 2 columns, computed from US exchange, SIP and OPRA data.
dte_bucket_daysavg_iv_pct
022.8
3020.4
6018.5
9022
12027.1
15018.8
21021
30022.4
36021.2
Rows × columns
9 × 2
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for SPY implied volatility by days-to-expiry bucket, latest session, derived from the stored result.
ColumnTypeRangeNotes
dte_bucket_days number 0 to 360
avg_iv_pct number 18.5 to 27.1 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.

the exact SQL behind every number 
SELECT least(floor(days_to_expiry / 30) * 30, 360) AS dte_bucket_days,
       round(avg(implied_volatility) * 100, 1) AS avg_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged
  AND days_to_expiry BETWEEN 1 AND 400
GROUP BY dte_bucket_days
ORDER BY dte_bucket_days

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