STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

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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.
Collar Option Greeks as the Stock Moves
Net collar gamma at 90, 30 and 7 days to expiryranking · 2026-08-18 · 5×4Preview: 5 ranked values, largest first. Net collar gamma, theta and vega across the price rangeranking · 2026-08-18 · 5×4Preview: 5 ranked values, largest first. Collar delta at five stock prices, 30 days to expirytable · 2026-08-18 · 5×5 AAPL implied volatility by strike distance, downside puts vs upside calls (May to July 2026)ranking · 2026-08-18 · 6×4Preview: 6 ranked values, smallest first.
Is High Implied Volatility Good? IV in Context
Implied volatility beside the movement each stock actually delivered over the prior 30 sessionsranking · 2026-08-17 · 11×4Preview: 11 ranked values, largest first. The same reading against each name's own 52-week implied volatility range (July 28, 2026)table · 2026-08-17 · 11×5 At-the-money implied volatility, eleven familiar tickers (July 28, 2026)ranking · 2026-08-17 · 11×2Preview: 11 ranked values, largest first. Where near-the-money implied volatility sat across the traded options market (July 28, 2026)ranking · 2026-08-17 · 6×4Preview: 6 ranked values, smallest first.
The Option Greeks Explained: Delta to Rho
One SPY $740 call's price over its 7-week life (expired Jun 18 2026)series · 2026-08-15 · 31×2Preview: a 16-point series, ending higher. Median greeks by time to expiration: every near-the-money US option, July 15, 2026table · 2026-08-15 · 5×6
What Is Option Vega? Volatility Sensitivity
SPY call vega peaks at the money (~30 days out, 2026-07-13)ranking · 2026-08-13 · 5×2Preview: 5 ranked values, largest first. At-the-money SPY vega grows with time to expiry (2026-07-13)ranking · 2026-08-13 · 4×2Preview: 4 ranked values, smallest first. The SPY $740 call's implied volatility spiked when SPY fell, early June 2026series · 2026-08-13 · 31×2Preview: a 16-point series, ending higher.
What Is Implied Volatility? IV, Explained
ATM implied volatility across every actively traded underlying, July 15, 2026scalar · 2026-08-13 · 1×5753 SPY at-the-money IV by time to expiry: the term structure (2026-07-13)ranking · 2026-08-13 · 4×2Preview: 4 ranked values, smallest first. SPY put IV rises as strikes fall: the volatility skew (2026-07-13)ranking · 2026-08-13 · 5×2Preview: 5 ranked values, smallest first. SPY at-the-money implied volatility, month by month (Jul 2025 – Jul 2026)series · 2026-08-13 · 13×2Preview: a 13-point series, ending lower. At-the-money implied volatility by stock (2026-07-13)ranking · 2026-08-13 · 7×2Preview: 7 ranked values, largest first.
Implied Volatility vs Vega: The Difference
Where vega peaks: AAPL vega and IV across strikes, 20 to 45 days out (July 2026)ranking · 2026-08-13 · 12×4Preview: 12 ranked values, largest first. Same underlying, same IV, rising vega: AAPL by days to expiry (July 2026)ranking · 2026-08-13 · 14×4Preview: 14 ranked values, largest first. Contract days behind the weekly IV series, by monthseries · 2026-08-13 · 12×5Preview: a 12-point series, ending higher. One input, three levels: weekly average IV for AAPL, NVDA and KO (20 to 45 days out)series · 2026-08-13 · 53×5Preview: a 16-point series, ending higher.
Iron Condor vs Iron Butterfly: Break-Evens
Vega across the SPY ladder, indexed to the at-the-money strike, May 2026ranking · 2026-08-07 · 13×3Preview: 13 ranked values, largest first. What a 30-day SPY option cost at each distance from spot, May 2026 averagesranking · 2026-08-07 · 13×3Preview: 13 ranked values, largest first. At-the-money implied volatility and the 30-day expected move it prices, May 2026ranking · 2026-08-07 · 6×3Preview: 6 ranked values, largest first. Strikes that actually traded per session, 20 to 45 days out, May 2026series · 2026-08-07 · 6×3Preview: a 6-point series, ending lower.
What Are LEAPS? Long-Dated Options
SPY, the call's delta, and its implied volatility at four life stagesseries · 2026-07-16 · 4×4Preview: a 4-point series, ending higher. One SPY $600 LEAPS call's price over two years (expired Jan 16 2026)series · 2026-07-16 · 470×2Preview: a 16-point series, ending higher. Theta (daily decay) against days to expiry, across the call's lifeseries · 2026-07-16 · 4×3Preview: a 4-point series, ending lower.
How Option Greeks Change Over Time
The stock both options tracked: SPY, May 1 to Jun 15 2026series · 2026-07-16 · 31×3Preview: a 16-point series, ending higher. The $740 put's greeks, day by day (delta, gamma, theta, vega, IV%)series · 2026-07-16 · 31×7Preview: a 16-point series, ending higher. Call vs put on the same $740 strike: mirror-image pricesseries · 2026-07-16 · 31×4Preview: a 16-point series, ending lower. The $740 call's greeks, day by day (delta, gamma, theta, vega, IV%)series · 2026-07-16 · 31×7Preview: a 16-point series, ending higher.
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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