The two expirations bracketing 30 days, and the IV30 they produce (AAPL, June 15, 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 2026-09-12, from What Is an Implied Volatility Index? IV30 & VIX.
| leg | expiry | dte | atm_iv_pct | contract_count | weight_pct | iv30_pct |
|---|---|---|---|---|---|---|
| near | July 10, 2026 | 25 | 21.77 | 6 | 28.6 | 21.83 |
| far | July 17, 2026 | 32 | 21.85 | 6 | 71.4 | 21.83 |
- Rows × columns
- 2 × 7
- 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 |
|---|---|---|---|
leg |
text | 2 distinct values (far, near) | |
expiry |
text | 2 distinct values (July 10, 2026, July 17, 2026) | |
dte |
number | 25 to 32 | |
atm_iv_pct |
number | 21.77 to 21.85 | percent |
contract_count |
number | every row is 6 | count |
weight_pct |
number | 28.6 to 71.4 | percent |
iv30_pct |
number | every row is 21.83 | 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
leg,
leg_expiry AS expiry,
leg_dte AS dte,
round(leg_iv * 100, 2) AS atm_iv_pct,
leg_contracts AS contract_count,
round(leg_weight * 100, 1) AS weight_pct,
round(sqrt((near_iv * near_iv * near_dte * (far_dte - 30)
+ far_iv * far_iv * far_dte * (30 - near_dte))
/ (far_dte - near_dte) / 30) * 100, 2) AS iv30_pct
FROM
(
SELECT
maxIf(days_to_expiry, days_to_expiry <= 30) AS near_dte,
minIf(days_to_expiry, days_to_expiry > 30) AS far_dte,
argMaxIf(atm_iv, days_to_expiry, days_to_expiry <= 30) AS near_iv,
argMinIf(atm_iv, days_to_expiry, days_to_expiry > 30) AS far_iv,
argMaxIf(expiry_label, days_to_expiry, days_to_expiry <= 30) AS near_expiry,
argMinIf(expiry_label, days_to_expiry, days_to_expiry > 30) AS far_expiry,
argMaxIf(contracts, days_to_expiry, days_to_expiry <= 30) AS near_contracts,
argMinIf(contracts, days_to_expiry, days_to_expiry > 30) AS far_contracts
FROM
(
SELECT
concat(monthName(expiration_date), ' ', toString(toDayOfMonth(expiration_date)), ', ', toString(toYear(expiration_date))) AS expiry_label,
days_to_expiry,
avg(toFloat64(implied_volatility)) AS atm_iv,
count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND date = '2026-06-15'
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 7 AND 90
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.025
GROUP BY expiration_date, days_to_expiry
HAVING contracts >= 2
)
)
ARRAY JOIN
['near', 'far'] AS leg,
[near_expiry, far_expiry] AS leg_expiry,
[near_dte, far_dte] AS leg_dte,
[near_iv, far_iv] AS leg_iv,
[near_contracts, far_contracts] AS leg_contracts,
[(far_dte - 30) / (far_dte - near_dte),
(30 - near_dte) / (far_dte - near_dte)] AS leg_weight
ORDER BY leg_dte
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