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Near the money implied volatility by expiry band, three names

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 2026-08-22, from What Is a Calendar Spread in Options?.

as of ranking 6×4read in context →
Near the money implied volatility by expiry band, three names — 6 rows by 4 columns, computed from US exchange, SIP and OPRA data.
dte_bandaapl_iv_pctspy_iv_pctko_iv_pct
1-10 DTE34.516.224.7
11-25 DTE28.413.520.4
26-45 DTE26.814.319.7
46-90 DTE26.914.820
91-180 DTE27.716.120.5
181+ DTE28.517.820.4
Rows × columns
6 × 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 Near the money implied volatility by expiry band, three names, derived from the stored result.
ColumnTypeRangeNotes
dte_band text 6 distinct values (1-10 DTE, 11-25 DTE, 181+ DTE…)
aapl_iv_pct number 26.8 to 34.5 percent
spy_iv_pct number 13.5 to 17.8 percent
ko_iv_pct number 19.7 to 24.7 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
    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(avgIf(implied_volatility, underlying_symbol = 'AAPL') * 100, 1)  AS aapl_iv_pct,
    round(avgIf(implied_volatility, underlying_symbol = 'SPY')  * 100, 1)  AS spy_iv_pct,
    round(avgIf(implied_volatility, underlying_symbol = 'KO')   * 100, 1)  AS ko_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AAPL', 'SPY', 'KO')
  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
HAVING countIf(underlying_symbol = 'AAPL') > 0
   AND countIf(underlying_symbol = 'SPY')  > 0
   AND countIf(underlying_symbol = 'KO')   > 0
ORDER BY min(days_to_expiry)

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