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OTM put IV vs OTM call IV across every active underlying, July 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 2026-08-14, from What Is Volatility Skew? The Smile, Measured.

as of scalar 1×4read in context →
underlyings
348
puts richer
245
pct puts richer
70.4
median skew points
2.2
Rows × columns
1 × 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 OTM put IV vs OTM call IV across every active underlying, July 15, 2026, derived from the stored result.
ColumnTypeRangeNotes
underlyings number every row is 348
puts_richer number every row is 245
pct_puts_richer number every row is 70.4 percent
median_skew_points number every row is 2.2

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 count() AS underlyings,
       countIf(put_iv > call_iv) AS puts_richer,
       round(100.0 * countIf(put_iv > call_iv) / count(), 1) AS pct_puts_richer,
       round(100 * quantileExact(0.5)(put_iv - call_iv), 1) AS median_skew_points
FROM (
    SELECT underlying_symbol,
           medianIf(implied_volatility, option_type = 'P' AND strike_price / underlying_close BETWEEN 0.85 AND 0.95) AS put_iv,
           medianIf(implied_volatility, option_type = 'C' AND strike_price / underlying_close BETWEEN 1.05 AND 1.15) AS call_iv
    FROM global_markets.options_greeks
    WHERE date = toDate('2026-07-15') AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
      AND expiration_date BETWEEN date + 20 AND date + 60
    GROUP BY underlying_symbol
    HAVING countIf(option_type = 'P' AND strike_price / underlying_close BETWEEN 0.85 AND 0.95) >= 5
       AND countIf(option_type = 'C' AND strike_price / underlying_close BETWEEN 1.05 AND 1.15) >= 5
       AND sum(volume) >= 500
)
WHERE put_iv > 0 AND call_iv > 0

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