spy — 315 answered market questions · page 2 of 4

SPY ATM implied volatility by time to expiration: latest session

most recentas of 2026-08-22 ranking 4×3read in context →

SPY ATM implied volatility by time to expiration: latest session — 4 rows by 3 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
expiry_bucket	atm_iv_pct	contracts
Under 2 weeks	12.3	1024
2-6 weeks	12.8	713
6 weeks - 4 months	14.5	264
Beyond 4 months	17.4	298

the exact SQL behind every number

SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
               days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)

More from this analysisSPY Implied Volatility: IV Now & Its History

SPY at-the-money implied volatility by session: trailing 90 days series 62×2 → SPY vs QQQ: median ATM implied volatility by month, since mid-2022 series 50×3 → Implied volatility beside the movement each stock actually delivered over the prior 30 sessions ranking 11×4 → At-the-money implied volatility, eleven familiar tickers (July 28, 2026) ranking 11×2 → See all 2,170 queries →