STRASMORE/EXPLORE 3,256 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 · 2026-10-04 · 6×3Preview: 6 ranked values, smallest first. How far the long tenor travels on days the front end jumpsranking · 2026-10-04 · 5×4Preview: 5 ranked values, smallest first. Near-dated versus long-dated SPY implied volatility, session by sessionseries · 2026-10-04 · 81×3Preview: a 16-point series, ending lower. The near-to-far implied volatility gap across liquid namesranking · 2026-10-04 · 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 · 2026-10-04 · 14×5Preview: a 14-point series, roughly flat. SPY option volume by expiration through one session, June 17 2026series · 2026-10-04 · 14×4Preview: a 14-point series, ending lower. SPY near-the-money implied volatility by days to expiryranking · 2026-10-04 · 8×2Preview: 8 ranked values, largest first. SPY absolute daily move, median and 90th percentile by yearranking · 2026-10-04 · 8×4Preview: 8 ranked values, smallest first.
What Is a High VIX? Levels and Extremes
SPY realized volatility by calendar year, with the biggest day and the count of 2%+ sessionsranking · 2026-10-04 · 23×4Preview: 16 ranked values, smallest first. SPY daily closes from the VIX record close (March 16, 2020) through March 27series · 2026-10-04 · 10×4Preview: a 10-point series, ending higher. SPY on August 5, 2024, in half-hour buckets (ET): the low and the close of eachseries · 2026-10-04 · 13×3Preview: a 13-point series, ending higher. SPY 30-day at-the-money implied volatility, sessions per VIX-style rungranking · 2026-10-04 · 4×4Preview: 4 ranked values, largest first.
How VIX Settlement Works: the SOQ
Listed versus traded strikes by moneyness (SPY, Sep 18 2026 expiry, as of Aug 14 2026)ranking · 2026-10-04 · 10×3Preview: 10 ranked values, largest first. Upcoming VIX settlement dates and the SPX expiry each one usesseries · 2026-10-04 · 13×5Preview: a 13-point series, ending higher. Average high to low range by minute, first half hour (SPY, trailing ~4 months)series · 2026-10-04 · 30×3Preview: a 16-point series, ending lower. Expirations three to six weeks out on a pinned session (SPY, Aug 14 2026)series · 2026-10-04 · 3×4Preview: a 3-point series, ending higher.
When Do VIX Futures Expire? 2026 Dates
The walk-back arithmetic, step by step, for four contractstable · 2026-10-01 · 4×7 Contract months since 2015 that did not settle on a Wednesdaytable · 2026-10-01 · 5×4 Days between consecutive VIX futures settlements, 2026 cycleseries · 2026-10-01 · 12×3Preview: a 12-point series, ending lower. VIX futures final settlement dates, 2026 monthly contractsseries · 2026-10-01 · 12×5Preview: a 12-point series, ending lower.
What Is the CME CVOL Index? CVOL vs VIX
SPY at-the-money implied volatility by days to expiry, June 2026ranking · 2026-09-18 · 7×2Preview: 7 ranked values, largest first. SPY 30-day OTM strip, June 2026: implied volatility and relative strike weight under each methodranking · 2026-09-18 · 11×4Preview: 11 ranked values, largest first.
When Do VIX Options Expire? The Wednesday Rule
Underlyings with options expiring Wednesday, Sep 2, 2026, ranked by contracts tradedranking · 2026-09-17 · 12×3Preview: 12 ranked values, largest first.
What Is an Implied Volatility Index? IV30 & VIX
AAPL near-the-money IV by expiration, June 15, 2026series · 2026-09-12 · 13×5Preview: a 13-point series, ending lower. The same IV30 recipe across six household names, June 15, 2026ranking · 2026-09-12 · 6×4Preview: 6 ranked values, largest first. AAPL IV30 rebuilt daily, with its near and far legs (June 15 to August 31, 2026)series · 2026-09-12 · 54×5Preview: a 16-point series, ending higher. The two expirations bracketing 30 days, and the IV30 they produce (AAPL, June 15, 2026)table · 2026-09-12 · 2×7
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 week17.8143818
1 to 3 weeks13.947603
3 to 6 weeks14.2637794
6 weeks to 3 months14.9724935
3 to 6 months16.0317652
over 6 months18.2915105
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 → Listed versus traded strikes by moneyness (SPY, Sep 18 2026 expiry, as of Aug 14 2026) ranking 10×3 → See all 3,256 queries →
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