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One name, one month: implied volatility by time to expiry (AAPL, June 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 2026-08-15, from Where to Get Historical Implied Volatility Data.

as of table 6×5read in context →
One name, one month: implied volatility by time to expiry (AAPL, June 2026) — 6 rows by 5 columns, computed from US exchange, SIP and OPRA data.
dte_bandiv_p25_pctiv_median_pctiv_p75_pctcontract_day_count
01-07d24.929.635.81376
08-21d22.825.828.61773
22-45d22.724.627909
46-90d2526.227.7426
91-180d25.626.727.8757
181d+2728.1291459
Rows × columns
6 × 5
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 One name, one month: implied volatility by time to expiry (AAPL, June 2026), derived from the stored result.
ColumnTypeRangeNotes
dte_band text 6 distinct values (01-07d, 08-21d, 181d+…)
iv_p25_pct number 22.7 to 27 percent
iv_median_pct number 24.6 to 29.6 percent
iv_p75_pct number 27 to 35.8 percent
contract_day_count number 426 to 1,773 count

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
    dte_band,
    round(100 * quantileDeterministic(0.25)(iv, contract_hash), 1) AS iv_p25_pct,
    round(100 * quantileDeterministic(0.50)(iv, contract_hash), 1) AS iv_median_pct,
    round(100 * quantileDeterministic(0.75)(iv, contract_hash), 1) AS iv_p75_pct,
    count()                                                        AS contract_day_count
FROM
(
    SELECT
        multiIf(days_to_expiry <=   7, '01-07d',
                days_to_expiry <=  21, '08-21d',
                days_to_expiry <=  45, '22-45d',
                days_to_expiry <=  90, '46-90d',
                days_to_expiry <= 180, '91-180d',
                                       '181d+')  AS dte_band,
        toFloat64(implied_volatility)             AS iv,
        cityHash64(ticker)                        AS contract_hash,
        days_to_expiry                            AS dte
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'AAPL'
      AND date >= '2026-06-01'
      AND date <  '2026-07-01'
      AND iv_converged = 1
      AND volume > 0
      AND days_to_expiry > 0
      AND underlying_close > 0
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
)
GROUP BY dte_band
ORDER BY min(dte)

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