iv_curve
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 2026-10-03, from open-source-trading-terminal-for-python.
| dte_bucket | atm_iv_pct | contracts |
|---|---|---|
| 0-7d | 26.4 | 68 |
| 8-21d | 22.8 | 79 |
| 22-45d | 22 | 36 |
| 46-90d | 25 | 24 |
| 91d+ | 27 | 99 |
- 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 |
|---|---|---|---|
dte_bucket |
text | 5 distinct values (0-7d, 22-45d, 46-90d…) | |
atm_iv_pct |
number | 22 to 27 | percent |
contracts |
number | 24 to 99 | 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, '0-7d',
days_to_expiry <= 21, '8-21d',
days_to_expiry <= 45, '22-45d',
days_to_expiry <= 90, '46-90d',
'91d+') AS dte_bucket,
round(avg(implied_volatility) * 100, 1) AS atm_iv_pct,
count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND date = '2026-06-15'
AND iv_converged = 1
AND volume > 0
AND days_to_expiry >= 0
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY dte_bucket
ORDER BY min(days_to_expiry)
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