STRASMORE/EXPLORE 2,433 QUERIES

Theta and vega across expiry bands, near the money AAPL

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 2026-09-20, from What Is a Calendar Spread in Options?.

as of ranking 6×3read in context →
Theta and vega across expiry bands, near the money AAPL — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
dte_bandtheta_per_day_absvega_per_iv_point
1-10 DTE0.3410.1121
11-25 DTE0.18660.2324
26-45 DTE0.13290.3759
46-90 DTE0.10680.5203
91-180 DTE0.07840.7328
181+ DTE0.05711.0746
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 Theta and vega across expiry bands, near the money AAPL, derived from the stored result.
ColumnTypeRangeNotes
dte_band text 6 distinct values (1-10 DTE, 11-25 DTE, 181+ DTE…)
theta_per_day_abs number 0.0571 to 0.341
vega_per_iv_point number 0.1121 to 1.0746 ratio or rate

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 <= 10,  '1-10 DTE',
            days_to_expiry <= 25,  '11-25 DTE',
            days_to_expiry <= 45,  '26-45 DTE',
            days_to_expiry <= 90,  '46-90 DTE',
            days_to_expiry <= 180, '91-180 DTE',
                                   '181+ DTE')       AS dte_band,
    round(avg(abs(theta)), 4)                        AS theta_per_day_abs,
    round(avg(abs(vega)), 4)                         AS vega_per_iv_point
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
  AND date >= today() - 30
  AND date <= today() - 2
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 1 AND 400
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY dte_band
ORDER BY min(days_to_expiry)
⌘/Ctrl + Enter
More from this analysisWhat Is a Calendar Spread in Options?
Near the money implied volatility by expiry band, three names ranking 6×4 How often front volatility sat above back volatility ranking 5×4 AAPL front band against back band implied volatility, trailing months series 80×4 One SPY $600 LEAPS call's price over two years (expired Jan 16 2026) series 470×2 One SPY $740 call's price over its 7-week life (expired Jun 18 2026) series 31×2 The stock both options tracked: SPY, May 1 to Jun 15 2026 series 31×3 See all 2,433 queries →