term_structure

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.

Rows × columns

13 × 5

Period covered

2026-06-17 to 2026-09-18

Computed

2026-09-12

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

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 2026-09-12, and the query below is what returned them.

SELECT
    toString(expiration_date)                                              AS expiry_date,
    concat(monthName(expiration_date), ' ', toString(toDayOfMonth(expiration_date))) AS expiry_label,
    concat(toString(days_to_expiry), ' days')                              AS time_to_expiry,
    round(avg(toFloat64(implied_volatility)) * 100, 2)                     AS atm_iv_pct,
    count()                                                                AS contract_count
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 1 AND 120
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.025
GROUP BY expiration_date, days_to_expiry
HAVING contract_count >= 2
ORDER BY expiration_date