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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.

as of ranking 5×3read in context →
Apple option activity by strike distance, 20 to 45 days to expiry, May and June 2026 — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
moneyness_bucketmedian_daily_volumeshare_under_10_lots_pct
0% to 2% from spot3542
2% to 5% from spot1778.8
5% to 10% from spot14713.2
10% to 20% from spot5924.4
more than 20% from spot655.4
Rows × columns
5 × 3
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 Apple option activity by strike distance, 20 to 45 days to expiry, May and June 2026, derived from the stored result.
ColumnTypeRangeNotes
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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