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Call and put implied volatility at matched AAPL strikes, Sep 18 2026 expiry

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 2026-08-05, from Put-Call Parity Explained, With Real Numbers.

as of ranking 15×4read in context →
Call and put implied volatility at matched AAPL strikes, Sep 18 2026 expiry — 15 rows by 4 columns, computed from US exchange, SIP and OPRA data.
strikecall_iv_pctput_iv_pctiv_gap_pct
25530.529.31.2
26028.228.8-0.6
26528.728.30.3
27028.427.40.9
27527.826.61.2
28026.526.30.3
2852625.70.3
29025.225.10.1
29524.824.9-0.1
30025.224.50.7
30524.923.61.3
31024.823.90.9
31524.324.20.2
32024.423.51
33524.223.80.4
Rows × columns
15 × 4
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 Call and put implied volatility at matched AAPL strikes, Sep 18 2026 expiry, derived from the stored result.
ColumnTypeRangeNotes
strike number 255 to 335 US dollars
call_iv_pct number 24.2 to 30.5 percent
put_iv_pct number 23.5 to 29.3 percent
iv_gap_pct number -0.6 to 1.3 percent

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.

the exact SQL behind every number
SELECT
    strike,
    round(100 * call_iv, 1)             AS call_iv_pct,
    round(100 * put_iv, 1)              AS put_iv_pct,
    round(100 * (call_iv - put_iv), 1)  AS iv_gap_pct
FROM
(
    SELECT
        round(toFloat64(strike_price), 2)                AS strike,
        maxIf(toFloat64(implied_volatility), leg = 'C')  AS call_iv,
        maxIf(toFloat64(implied_volatility), leg = 'P')  AS put_iv
    FROM
    (
        SELECT
            strike_price,
            implied_volatility,
            upper(substring(ticker, length(ticker) - 8, 1)) AS leg
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = '2026-06-16'
          AND expiration_date = '2026-09-18'
          AND iv_converged = 1
          AND volume > 0
          AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.15
          AND toUInt32(toFloat64(strike_price)) % 5 = 0
    )
    GROUP BY strike
    HAVING countIf(leg = 'C') > 0
       AND countIf(leg = 'P') > 0
)
ORDER BY strike

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