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.
| dte_band | iv_p25_pct | iv_median_pct | iv_p75_pct | contract_day_count |
|---|---|---|---|---|
| 01-07d | 24.9 | 29.6 | 35.8 | 1376 |
| 08-21d | 22.8 | 25.8 | 28.6 | 1773 |
| 22-45d | 22.7 | 24.6 | 27 | 909 |
| 46-90d | 25 | 26.2 | 27.7 | 426 |
| 91-180d | 25.6 | 26.7 | 27.8 | 757 |
| 181d+ | 27 | 28.1 | 29 | 1459 |
- Rows × columns
- 6 × 5
- 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 |
|---|---|---|---|
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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