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.
| dte_bucket | contracts | iv_pct |
|---|---|---|
| 1 to 7 days | 71 | 28.2 |
| 8 to 21 days | 103 | 24.6 |
| 22 to 45 days | 55 | 25.3 |
| 46 to 90 days | 14 | 26.9 |
| 91 to 180 days | 36 | 26.6 |
| over 180 days | 82 | 28.5 |
- Rows × columns
- 6 × 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 | 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
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