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Near-the-money implied volatility, 20 to 45 days to expiry, three weeks to Aug 21 2026

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 Implied Volatility vs Beta: What Each Tells You.

as of table 11×5read in context →
Near-the-money implied volatility, 20 to 45 days to expiry, three weeks to Aug 21 2026 — 11 rows by 5 columns, computed from US exchange, SIP and OPRA data.
symboliv_pctexpected_move_30d_pctcontract_countiv_through
COIN65.918.9684Aug 21
TSLA4111.7765Aug 21
NVDA40.311.6509Aug 21
XOM28.28.1533Aug 21
MSFT27.67.91076Aug 21
AAPL24.77.1701Aug 21
GLD23.36.73355Aug 21
JNJ22.76.5389Aug 21
KO18.65.3684Aug 21
SPY13.53.98685Aug 21
TLT11.73.31528Aug 21
Rows × columns
11 × 5
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 Near-the-money implied volatility, 20 to 45 days to expiry, three weeks to Aug 21 2026, derived from the stored result.
ColumnTypeRangeNotes
symbol text 11 distinct values (AAPL, COIN, GLD…)
iv_pct number 11.7 to 65.9 percent
expected_move_30d_pct number 3.3 to 18.9 percent
contract_count number 389 to 8,685 count
iv_through text 1 distinct value (Aug 21)

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
    underlying_symbol                                                       AS symbol,
    round(avg(toFloat64(implied_volatility)) * 100, 1)                      AS iv_pct,
    round(avg(toFloat64(implied_volatility)) * 100 * sqrt(30.0 / 365.0), 1) AS expected_move_30d_pct,
    count()                                                                 AS contract_count,
    formatDateTime(max(date), '%b %e')                                      AS iv_through
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('SPY','AAPL','MSFT','NVDA','TSLA','COIN','KO','JNJ','XOM','GLD','TLT')
  AND date >= '2026-08-03'
  AND date <= '2026-08-21'
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 20 AND 45
  AND underlying_close > 0
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY symbol
HAVING contract_count >= 25
ORDER BY iv_pct DESC
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