skew
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 2026-10-07, from how-to-read-a-crypto-option-chain.
| moneyness | put_iv_pct | call_iv_pct | contracts |
|---|---|---|---|
| strike 10%+ below spot | 56.5 | 49.4 | 619 |
| strike 3-10% below spot | 37.8 | 37.8 | 349 |
| near the money | 36.6 | 36.7 | 353 |
| strike 3-10% above spot | 35.1 | 36.9 | 253 |
| strike 10%+ above spot | 54.1 | 43.6 | 204 |
- Rows × columns
- 5 × 4
- 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 |
|---|---|---|---|
moneyness |
text | 5 distinct values | |
put_iv_pct |
number | 35.1 to 56.5 | percent |
call_iv_pct |
number | 36.7 to 49.4 | percent |
contracts |
number | 204 to 619 | count |
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(mny < -0.10, 'strike 10%+ below spot',
mny < -0.03, 'strike 3-10% below spot',
mny < 0.03, 'near the money',
mny <= 0.10, 'strike 3-10% above spot',
'strike 10%+ above spot') AS moneyness,
round(avgIf(iv, side = 'p') * 100, 1) AS put_iv_pct,
round(avgIf(iv, side = 'c') * 100, 1) AS call_iv_pct,
count() AS contracts
FROM
(
SELECT
toFloat64(strike_price) / toFloat64(underlying_close) - 1 AS mny,
implied_volatility AS iv,
lower(substring(option_type, 1, 1)) AS side
FROM global_markets.options_greeks
WHERE underlying_symbol = 'IBIT'
AND date >= today() - 14
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 20 AND 45
)
GROUP BY moneyness
HAVING countIf(side = 'p') > 0 AND countIf(side = 'c') > 0
ORDER BY min(mny)
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