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What Is a Calendar Spread in Options?
Near the money implied volatility by expiry band, three namesranking · 2026-08-22 · 6×4Preview: 6 ranked values, largest first. AAPL front band against back band implied volatility, trailing monthsseries · 2026-08-22 · 81×4Preview: a 16-point series, ending lower. How often front volatility sat above back volatilityranking · 2026-08-22 · 5×4Preview: 5 ranked values, largest first. Theta and vega across expiry bands, near the money AAPLranking · 2026-08-22 · 6×3Preview: 6 ranked values, largest first.
IV Term Structure: What the Curve Tells You
NVDA term structure either side of the February 26, 2025 report: median near-the-money IV by expiry bandranking · 2026-08-04 · 5×4Preview: 5 ranked values, largest first. NVDA front band vs 91-180 day band: median near-the-money IV per session, Feb 10 to Mar 14, 2025series · 2026-08-04 · 24×4Preview: a 16-point series, ending higher. IV term structure, six liquid names: median near-the-money implied volatility by expiry band, June 2026ranking · 2026-08-04 · 5×4Preview: 5 ranked values, smallest first. Share of sessions with an inverted curve: front band above the 91-180 day band, twelve months to July 31, 2026ranking · 2026-08-04 · 10×4Preview: 10 ranked values, largest first.
Near the money implied volatility by expiry band, three names

Near the money implied volatility by expiry band, three names

most recentas of ranking 6×4read in context →
Near the money implied volatility by expiry band, three names — 6 rows by 4 columns, computed from US exchange, SIP and OPRA data.
dte_bandaapl_iv_pctspy_iv_pctko_iv_pct
1-10 DTE34.516.224.7
11-25 DTE28.413.520.4
26-45 DTE26.814.319.7
46-90 DTE26.914.820
91-180 DTE27.716.120.5
181+ DTE28.517.820.4
the exact SQL behind every number 
SELECT
    multiIf(days_to_expiry <= 10,  '1-10 DTE',
            days_to_expiry <= 25,  '11-25 DTE',
            days_to_expiry <= 45,  '26-45 DTE',
            days_to_expiry <= 90,  '46-90 DTE',
            days_to_expiry <= 180, '91-180 DTE',
                                   '181+ DTE')                            AS dte_band,
    round(avgIf(implied_volatility, underlying_symbol = 'AAPL') * 100, 1)  AS aapl_iv_pct,
    round(avgIf(implied_volatility, underlying_symbol = 'SPY')  * 100, 1)  AS spy_iv_pct,
    round(avgIf(implied_volatility, underlying_symbol = 'KO')   * 100, 1)  AS ko_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AAPL', 'SPY', 'KO')
  AND date >= today() - 30
  AND date <= today() - 2
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 1 AND 400
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY dte_band
HAVING countIf(underlying_symbol = 'AAPL') > 0
   AND countIf(underlying_symbol = 'SPY')  > 0
   AND countIf(underlying_symbol = 'KO')   > 0
ORDER BY min(days_to_expiry)
More from this analysisWhat Is a Calendar Spread in Options?
Theta and vega across expiry bands, near the money AAPL ranking 6×3 → How often front volatility sat above back volatility ranking 5×4 → AAPL front band against back band implied volatility, trailing months series 81×4 → One SPY $600 LEAPS call's price over two years (expired Jan 16 2026) series 470×2 → See all 2,170 queries →
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