term_structure
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.
| expiry_window | iv_pct | contracts |
|---|---|---|
| 0-7 DTE | 35.2 | 491 |
| 8-21 DTE | 34.6 | 577 |
| 22-45 DTE | 36.8 | 517 |
| 46-90 DTE | 38.7 | 261 |
| 91+ DTE | 43.7 | 600 |
- 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 |
|---|---|---|---|
expiry_window |
text | 5 distinct values (0-7 DTE, 22-45 DTE, 46-90 DTE…) | |
iv_pct |
number | 34.6 to 43.7 | percent |
contracts |
number | 261 to 600 | 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(days_to_expiry <= 7, '0-7 DTE',
days_to_expiry <= 21, '8-21 DTE',
days_to_expiry <= 45, '22-45 DTE',
days_to_expiry <= 90, '46-90 DTE',
'91+ DTE') AS expiry_window,
round(avg(implied_volatility) * 100, 1) AS iv_pct,
count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'IBIT'
AND date >= today() - 14
AND iv_converged = 1
AND volume > 0
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY expiry_window
HAVING count() >= 5
ORDER BY min(days_to_expiry)
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