STRASMORE/EXPLORE 2,948 QUERIES

term

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 2026-10-02, from what-determines-an-option-price.

as of ranking 6×3read in context →
term — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
dte_bucketcontractsiv_pct
1 to 7 days7128.2
8 to 21 days10324.6
22 to 45 days5525.3
46 to 90 days1426.9
91 to 180 days3626.6
over 180 days8228.5
Rows × columns
6 × 3
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 term, derived from the stored result.
ColumnTypeRangeNotes
dte_bucket text 6 distinct values
contracts number 14 to 103 count
iv_pct number 24.6 to 28.5 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
    multiIf(days_to_expiry <= 7,   '1 to 7 days',
            days_to_expiry <= 21,  '8 to 21 days',
            days_to_expiry <= 45,  '22 to 45 days',
            days_to_expiry <= 90,  '46 to 90 days',
            days_to_expiry <= 180, '91 to 180 days',
                                   'over 180 days') AS dte_bucket,
    count()                                         AS contracts,
    round(100 * avg(implied_volatility), 1)         AS iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
  AND date = toDate('2026-09-16')
  AND iv_converged = 1
  AND volume > 0
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY dte_bucket
ORDER BY min(days_to_expiry) ASC
⌘/Ctrl + Enter

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