One AAPL contract, re-solved every session into its July 17, 2026 expiry
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 2026-08-25, from How Implied Volatility Is Calculated.
| date | implied_vol_pct | days_to_expiry |
|---|---|---|
| 2026-06-01 | 25.1 | 46 |
| 2026-06-02 | 24.9 | 45 |
| 2026-06-03 | 15.5 | 44 |
| 2026-06-04 | 26.1 | 43 |
| 2026-06-05 | 25.7 | 42 |
| 2026-06-08 | 25.6 | 39 |
| 2026-06-09 | 23.4 | 38 |
| 2026-06-10 | 25.9 | 37 |
| 2026-06-11 | 22.5 | 36 |
| 2026-06-12 | 21.5 | 35 |
| 2026-06-15 | 22.1 | 32 |
| 2026-06-16 | 21.9 | 31 |
| 2026-06-17 | 20.9 | 30 |
| 2026-06-18 | 23 | 29 |
| 2026-06-22 | 25.1 | 25 |
| 2026-06-23 | 22.8 | 24 |
| 2026-06-24 | 26.6 | 23 |
| 2026-06-25 | 26.3 | 22 |
| 2026-06-26 | 25.3 | 21 |
| 2026-06-29 | 25.8 | 18 |
| 2026-06-30 | 24.8 | 17 |
| 2026-07-01 | 24.6 | 16 |
| 2026-07-02 | 24 | 15 |
| 2026-07-06 | 28.2 | 11 |
| 2026-07-07 | 23.7 | 10 |
| 2026-07-08 | 32.4 | 9 |
| 2026-07-09 | 37.1 | 8 |
| 2026-07-10 | 29.1 | 7 |
| 2026-07-13 | 26.6 | 4 |
- Rows × columns
- 29 × 3
- Period covered
- to
- 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 |
|---|---|---|---|
date |
date | 2026-06-01 to 2026-07-13 | |
implied_vol_pct |
number | 15.5 to 37.1 | percent |
days_to_expiry |
number | 4 to 46 |
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.
WITH (
SELECT ticker
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND date = toDate('2026-06-30')
AND expiration_date = toDate('2026-07-17')
AND iv_converged = 1
AND volume > 0
ORDER BY volume DESC
LIMIT 1
) AS pinned_contract
SELECT date,
round(100 * avg(toFloat64(implied_volatility)), 1) AS implied_vol_pct,
round(avg(days_to_expiry)) AS days_to_expiry
FROM global_markets.options_greeks
WHERE ticker = pinned_contract
AND date BETWEEN toDate('2026-06-01') AND toDate('2026-07-17')
AND iv_converged = 1
AND volume > 0
GROUP BY date
ORDER BY date