STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

3,256 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

Free SQL API for Stock Market Data
SPY implied volatility by days-to-expiry bucket, latest sessionranking · 2026-10-04 · 11×2Preview: 11 ranked values, smallest first. P/E ratios of US companies above $500B market capranking · 2026-10-04 · 12×2Preview: 12 ranked values, largest first. KO: total cash dividends per share by yearranking · 2026-10-04 · 22×2Preview: 16 ranked values, smallest first.
SPY implied volatility by days-to-expiry bucket, latest session

SPY implied volatility by days-to-expiry bucket, latest session

most recentas of ranking 11×2read in context →
SPY implied volatility by days-to-expiry bucket, latest session — 11 rows by 2 columns, computed from US exchange, SIP and OPRA data.
dte_bucket_daysavg_iv_pct
022.6
3019.3
6021.5
9020.8
12017.8
15024.9
18020
24021.8
27018.3
33020.8
36018.9
the exact SQL behind every number
SELECT least(floor(days_to_expiry / 30) * 30, 360) AS dte_bucket_days,
       round(avg(implied_volatility) * 100, 1) AS avg_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged
  AND days_to_expiry BETWEEN 1 AND 400
GROUP BY dte_bucket_days
ORDER BY dte_bucket_days
$