Same underlying, same IV, rising vega: AAPL by days to expiry (July 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 2026-08-13, from Implied Volatility vs Vega: The Difference.
| dte_bucket | avg_iv_pct | vega_vs_front | contract_day_count |
|---|---|---|---|
| 0 to 29 days | 33.2 | 1 | 3957 |
| 30 to 59 days | 28.8 | 2.28 | 822 |
| 60 to 89 days | 28.3 | 3.19 | 299 |
| 90 to 119 days | 28.1 | 3.75 | 226 |
| 120 to 149 days | 28.6 | 4.3 | 303 |
| 150 to 179 days | 28.3 | 4.76 | 312 |
| 180 to 209 days | 27.9 | 5.07 | 183 |
| 210 to 239 days | 28.6 | 5.54 | 152 |
| 240 to 269 days | 28.4 | 5.75 | 100 |
| 330 to 359 days | 28.8 | 6.67 | 103 |
| 390 to 419 days | 30.3 | 7.53 | 53 |
| 420 to 449 days | 29.1 | 7.48 | 155 |
| 480 to 509 days | 30.7 | 8.23 | 51 |
| 510 to 539 days | 29.5 | 8.14 | 168 |
- Rows × columns
- 14 × 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 |
|---|---|---|---|
dte_bucket |
text | 14 distinct values | |
avg_iv_pct |
number | 27.9 to 33.2 | percent |
vega_vs_front |
number | 1 to 8.23 | |
contract_day_count |
number | 51 to 3,957 | 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.
WITH ntm AS
(
SELECT
intDiv(days_to_expiry, 30) * 30 AS dte_floor,
avg(toFloat64(vega)) AS vega_avg,
avg(implied_volatility) AS iv_avg,
count() AS contract_days
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND date >= '2026-07-01'
AND date < '2026-08-01'
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 1 AND 545
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY dte_floor
HAVING count() >= 50
)
SELECT
concat(toString(dte_floor), ' to ', toString(dte_floor + 29), ' days') AS dte_bucket,
round(iv_avg * 100, 1) AS avg_iv_pct,
round(vega_avg / first_value(vega_avg) OVER (ORDER BY dte_floor ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING), 2) AS vega_vs_front,
toUInt32(contract_days) AS contract_day_count
FROM ntm
ORDER BY dte_floor
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