STRASMORE/EXPLORE 3,293 QUERIES

AAPL IV30 rebuilt daily, with its near and far legs (June 15 to August 31, 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.

as of series 54×5read in context →
AAPL IV30 rebuilt daily, with its near and far legs (June 15 to August 31, 2026) — 54 rows by 5 columns, computed from US exchange, SIP and OPRA data.
session_dateas_of_labelnear_iv_pctfar_iv_pctiv30_pct
2026-06-15June 15, 202621.7721.8521.83
2026-06-16June 16, 202621.9421.5521.6
2026-06-17June 17, 202622.8422.6322.84
2026-06-18June 18, 202622.3322.5722.37
2026-06-22June 22, 202623.8924.3224.22
2026-06-23June 23, 202624.3723.5523.65
2026-06-24June 24, 202625.8728.6125.87
2026-06-25June 25, 202628.1629.9628.47
2026-06-26June 26, 202627.1229.2427.84
2026-06-29June 29, 202625.8829.0528.33
2026-06-30June 30, 202625.4929.4128.99
2026-07-01July 1, 202628.5427.8328.54
2026-07-02July 2, 202628.4228.0128.35
2026-07-06July 6, 202628.9828.7928.84
2026-07-07July 7, 202629.1628.5328.61
2026-07-08July 8, 202629.1227.2429.12
2026-07-09July 9, 202628.227.628.1
2026-07-10July 10, 202628.5526.7127.95
2026-07-13July 13, 202629.7628.2228.59
2026-07-14July 14, 202628.4928.1328.17
2026-07-15July 15, 202628.6927.328.69
2026-07-16July 16, 202629.4929.0229.41
2026-07-17July 17, 202631.7430.2431.25
2026-07-20July 20, 202631.4730.230.51
2026-07-21July 21, 202631.6630.3230.48
2026-07-22July 22, 202629.7329.5429.73
2026-07-23July 23, 202629.8428.8729.68
2026-07-24July 24, 202629.2628.6829.07
2026-07-27July 27, 202630.4929.6129.82
2026-07-28July 28, 202630.0328.8428.97
2026-07-29July 29, 202629.4429.2129.44
2026-07-30July 30, 202645.1838.6544.13
2026-07-31July 31, 202627.426.7127.17
2026-08-03August 3, 202627.4427.127.18
2026-08-04August 4, 202626.7126.626.61
2026-08-05August 5, 202626.3626.3626.36
2026-08-06August 6, 202625.0125.1225.03
2026-08-07August 7, 202623.924.7424.18
2026-08-10August 10, 202624.4724.4724.47
2026-08-11August 11, 202622.9223.5623.49
2026-08-12August 12, 202623.4323.5923.43
2026-08-13August 13, 202624.3123.7124.21
2026-08-14August 14, 202622.5122.6422.55
2026-08-17August 17, 202623.2123.6823.57
2026-08-18August 18, 202624.0924.2924.27
2026-08-19August 19, 202624.9725.0724.97
2026-08-20August 20, 202625.0325.625.13
2026-08-21August 21, 202624.1624.5724.3
2026-08-24August 24, 202624.6924.7524.73
2026-08-25August 25, 202624.8624.9924.98
2026-08-26August 26, 202625.624.5425.6
2026-08-27August 27, 202624.6825.8424.88
2026-08-28August 28, 202623.9624.0123.97
2026-08-31August 31, 202624.0424.4624.36
Rows × columns
54 × 5
Period covered
to
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 AAPL IV30 rebuilt daily, with its near and far legs (June 15 to August 31, 2026), derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-06-15 to 2026-08-31
as_of_label text 54 distinct values
near_iv_pct number 21.77 to 45.18 percent
far_iv_pct number 21.55 to 38.65 percent
iv30_pct number 21.6 to 44.13 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
    toString(date)                                              AS session_date,
    concat(monthName(date), ' ', toString(toDayOfMonth(date)), ', ', toString(toYear(date))) AS as_of_label,
    round(near_iv * 100, 2)                                     AS near_iv_pct,
    round(far_iv * 100, 2)                                      AS far_iv_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
        date,
        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
    FROM
    (
        SELECT
            date,
            days_to_expiry,
            avg(toFloat64(implied_volatility))  AS atm_iv,
            count()                             AS contracts
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date BETWEEN '2026-06-15' AND '2026-08-31'
          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 date, days_to_expiry
        HAVING contracts >= 2
    )
    GROUP BY date
    HAVING countIf(days_to_expiry <= 30) > 0
       AND countIf(days_to_expiry > 30) > 0
)
ORDER BY date
⌘/Ctrl + Enter

Work with this data in your AI assistant

Opens ready to query, with this page's data. Free, no account.

More from this analysisWhat Is an Implied Volatility Index? IV30 & VIX
AAPL near-the-money IV by expiration, June 15, 2026 series 13×5 → The same IV30 recipe across six household names, June 15, 2026 ranking 6×4 → The two expirations bracketing 30 days, and the IV30 they produce (AAPL, June 15, 2026) table 2×7 → One input, three levels: weekly average IV for AAPL, NVDA and KO (20 to 45 days out) series 53×5 → NVDA front band vs 91-180 day band: median near-the-money IV per session, Feb 10 to Mar 14, 2025 series 24×4 → SPY at-the-money implied volatility near 30 days to expiry, monthly averages (Jul 2025 to Jul 2026) series 13×6 → See all 3,293 queries →