Apple option activity by strike distance, 20 to 45 days to expiry, May and 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 2026-08-07, from Why Your Options Order Isn't Getting Filled.
| moneyness_bucket | median_daily_volume | share_under_10_lots_pct |
|---|---|---|
| 0% to 2% from spot | 354 | 2 |
| 2% to 5% from spot | 177 | 8.8 |
| 5% to 10% from spot | 147 | 13.2 |
| 10% to 20% from spot | 59 | 24.4 |
| more than 20% from spot | 6 | 55.4 |
- Rows × columns
- 5 × 3
- 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 |
|---|---|---|---|
moneyness_bucket |
text | 5 distinct values | |
median_daily_volume |
number | 6 to 354 | count |
share_under_10_lots_pct |
number | 2 to 55.4 | 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.
the exact SQL behind every number
SELECT
moneyness_bucket,
round(quantileExact(0.5)(toFloat64(volume)), 0) AS median_daily_volume,
round(100 * countIf(volume < 10) / count(), 1) AS share_under_10_lots_pct
FROM
(
SELECT
abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) AS gap,
multiIf(gap < 0.02, '0% to 2% from spot',
gap < 0.05, '2% to 5% from spot',
gap < 0.10, '5% to 10% from spot',
gap < 0.20, '10% to 20% from spot',
'more than 20% from spot') AS moneyness_bucket,
multiIf(gap < 0.02, 1, gap < 0.05, 2, gap < 0.10, 3, gap < 0.20, 4, 5) AS bucket_order,
volume
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND date >= '2026-05-01'
AND date < '2026-07-01'
AND days_to_expiry BETWEEN 20 AND 45
AND underlying_close > 0
)
GROUP BY moneyness_bucket
ORDER BY min(bucket_order)
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