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

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Why VIX Options Don't Track the VIX
SPY near-the-money implied volatility by distance to expirationranking · 2026-08-22 · 6×3Preview: 6 ranked values, smallest first. How far the long tenor travels on days the front end jumpsranking · 2026-08-22 · 5×4Preview: 5 ranked values, smallest first. Near-dated versus long-dated SPY implied volatility, session by sessionseries · 2026-08-22 · 81×3Preview: a 16-point series, ending lower. The near-to-far implied volatility gap across liquid namesranking · 2026-08-22 · 6×4Preview: 6 ranked values, largest first.
What Is VIX1D? The 1-Day Volatility Index
Implied daily move (IV / 16) against realized daily movement, SPY by monthseries · 2026-08-22 · 14×5Preview: a 14-point series, ending higher. SPY option volume by expiration through one session, June 17 2026series · 2026-08-22 · 14×4Preview: a 14-point series, ending lower. SPY near-the-money implied volatility by days to expiryranking · 2026-08-22 · 8×2Preview: 8 ranked values, largest first. SPY absolute daily move, median and 90th percentile by yearranking · 2026-08-22 · 8×4Preview: 8 ranked values, smallest first.
What Is the VIX? What It Really Measures
Median daily percent change: VXX against SPY, by calendar yearranking · 2026-08-14 · 7×4Preview: 7 ranked values, smallest first. SPY at-the-money implied volatility by time to expiry, July 15, 2026ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first. SPY at-the-money implied volatility near 30 days to expiry, monthly averages (Jul 2025 to Jul 2026)series · 2026-08-14 · 13×6Preview: a 13-point series, ending higher. Implied daily move against the realized daily move: SPY, month by monthseries · 2026-08-14 · 13×6Preview: a 13-point series, roughly flat.
SPY near-the-money implied volatility by distance to expiration

SPY near-the-money implied volatility by distance to expiration

most recentas of ranking 6×3read in context →
SPY near-the-money implied volatility by distance to expiration — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
dte_bandiv_pctcontract_count
up to 1 week18.0642251
1 to 3 weeks14.5147164
3 to 6 weeks14.9737078
6 weeks to 3 months15.4625859
3 to 6 months16.6717769
over 6 months18.6817210
the exact SQL behind every number 
SELECT
    multiIf(days_to_expiry <=   7, 'up to 1 week',
            days_to_expiry <=  21, '1 to 3 weeks',
            days_to_expiry <=  45, '3 to 6 weeks',
            days_to_expiry <=  90, '6 weeks to 3 months',
            days_to_expiry <= 180, '3 to 6 months',
                                   'over 6 months')          AS dte_band,
    round(avg(implied_volatility) * 100, 2)                   AS iv_pct,
    count()                                                   AS contract_count
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 1 AND 730
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
  AND date >= today() - 120
GROUP BY dte_band
ORDER BY min(days_to_expiry)
More from this analysisWhy VIX Options Don't Track the VIX
The near-to-far implied volatility gap across liquid names ranking 6×4 → How far the long tenor travels on days the front end jumps ranking 5×4 → Near-dated versus long-dated SPY implied volatility, session by session series 81×3 → SPY near-the-money implied volatility by days to expiry ranking 8×2 → See all 2,170 queries →
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