Call and put implied volatility near the money across AAPL monthly expirations, June 16 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 2026-08-05, from Put-Call Parity Explained, With Real Numbers.
| expiry_date | days_out | atm_strike_used | call_iv_pct | put_iv_pct | iv_gap_pct |
|---|---|---|---|---|---|
| 2026-07-17 | 31 | $300 | 21.9 | 20.5 | 1.4 |
| 2026-08-21 | 66 | $300 | 25.1 | 24.3 | 0.8 |
| 2026-09-18 | 94 | $300 | 25.2 | 24.5 | 0.7 |
| 2026-10-16 | 122 | $300 | 25.2 | 24.3 | 0.9 |
| 2026-11-20 | 157 | $295 | 26.8 | 26.3 | 0.5 |
| 2026-12-18 | 185 | $300 | 26 | 26.2 | -0.2 |
| 2027-01-15 | 213 | $300 | 26.4 | 26.2 | 0.3 |
- Rows × columns
- 7 × 6
- Period covered
- to
- 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 |
|---|---|---|---|
expiry_date |
date | 2026-07-17 to 2027-01-15 | |
days_out |
number | 31 to 213 | |
atm_strike_used |
text | 2 distinct values ($295, $300) | |
call_iv_pct |
number | 21.9 to 26.8 | percent |
put_iv_pct |
number | 20.5 to 26.3 | percent |
iv_gap_pct |
number | -0.2 to 1.4 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
expiry_date,
days_out,
concat('$', toString(argMin(strike, atm_gap))) AS atm_strike_used,
round(100 * argMin(call_iv, atm_gap), 1) AS call_iv_pct,
round(100 * argMin(put_iv, atm_gap), 1) AS put_iv_pct,
round(100 * (argMin(call_iv, atm_gap) - argMin(put_iv, atm_gap)), 1) AS iv_gap_pct
FROM
(
SELECT
expiry_date,
days_out,
strike,
call_iv,
put_iv,
abs(strike / spot_close - 1) AS atm_gap
FROM
(
SELECT
toString(expiration_date) AS expiry_date,
max(dateDiff('day', toDate(date), toDate(expiration_date))) AS days_out,
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,
max(toFloat64(underlying_close)) AS spot_close
FROM
(
SELECT
date,
expiration_date,
strike_price,
implied_volatility,
underlying_close,
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 BETWEEN '2026-07-01' AND '2027-01-31'
AND toDayOfWeek(toDate(expiration_date)) = 5
AND toDayOfMonth(toDate(expiration_date)) BETWEEN 15 AND 21
AND iv_converged = 1
AND volume > 0
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.03
)
GROUP BY expiry_date, strike
HAVING countIf(leg = 'C') > 0
AND countIf(leg = 'P') > 0
)
)
GROUP BY expiry_date, days_out
ORDER BY expiry_date