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Contract days behind the weekly IV series, by month

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 2026-08-13, from Implied Volatility vs Vega: The Difference.

as of series 12×5read in context →
Contract days behind the weekly IV series, by month — 12 rows by 5 columns, computed from US exchange, SIP and OPRA data.
monthmonth_labelaapl_contract_day_countnvda_contract_day_countko_contract_day_count
2025-08-01Aug 2025760632849
2025-09-01Sep 2025787582828
2025-10-01Oct 2025957692928
2025-11-01Nov 2025809972687
2025-12-01Dec 20259591093805
2026-01-01Jan 2026833623828
2026-02-01Feb 2026781542823
2026-03-01Mar 2026871596877
2026-04-01Apr 2026834631850
2026-05-01May 20269671109874
2026-06-01Jun 2026965648877
2026-07-01Jul 202611117141040
Rows × columns
12 × 5
Period covered
to
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 Contract days behind the weekly IV series, by month, derived from the stored result.
ColumnTypeRangeNotes
month date 2025-08-01 to 2026-07-01
month_label text 12 distinct values (Apr 2026, Aug 2025, Dec 2025…)
aapl_contract_day_count number 760 to 1,111 count
nvda_contract_day_count number 542 to 1,109 count
ko_contract_day_count number 687 to 1,040 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
    toString(toStartOfMonth(date))                AS month,
    formatDateTime(toStartOfMonth(date), '%b %Y') AS month_label,
    countIf(underlying_symbol = 'AAPL')           AS aapl_contract_day_count,
    countIf(underlying_symbol = 'NVDA')           AS nvda_contract_day_count,
    countIf(underlying_symbol = 'KO')             AS ko_contract_day_count
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AAPL', 'NVDA', 'KO')
  AND date >= '2025-08-01'
  AND date <  '2026-08-01'
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 20 AND 45
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY month, month_label
ORDER BY month
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More from this analysisImplied Volatility vs Vega: The Difference
One input, three levels: weekly average IV for AAPL, NVDA and KO (20 to 45 days out) series 53×5 → Same underlying, same IV, rising vega: AAPL by days to expiry (July 2026) ranking 14×4 → Where vega peaks: AAPL vega and IV across strikes, 20 to 45 days out (July 2026) ranking 12×4 → SPY at-the-money implied volatility, month by month (Jul 2025 – Jul 2026) series 13×2 → Implied volatility beside the movement each stock actually delivered over the prior 30 sessions ranking 11×4 → The same reading against each name's own 52-week implied volatility range (July 28, 2026) table 11×5 → See all 3,256 queries →