grid_intervals

Name: grid_intervals
Creator: Strasmore
Published: 2026-10-09
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-09, from anatomy-of-an-option-contract.

as of 2026-10-09 table 4×5read in context →

grid_intervals — 4 rows by 5 columns, computed 2026-10-09 from US exchange, SIP and OPRA data.
band_label	strikes_in_band	low_strike	high_strike	avg_interval
0-5%	7	325	355	5
5-10%	6	310	370	12
10-25%	19	260	420	8.89
25-50%	23	175	510	15.23

Rows × columns: 4 × 5
Computed: 2026-10-09
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for grid_intervals, derived from the stored result.
Column	Type	Range	Notes
`band_label`	text	4 distinct values (0-5%, 10-25%, 25-50%…)
`strikes_in_band`	number	6 to 23
`low_strike`	number	175 to 325	US dollars
`high_strike`	number	355 to 510	US dollars
`avg_interval`	number	5 to 15.23

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-10-09, and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH
    last_day AS
    (
        SELECT max(date) AS d
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
    ),
    chosen_expiry AS
    (
        SELECT expiration_date AS exp
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = (SELECT d FROM last_day)
          AND days_to_expiry BETWEEN 20 AND 60
        GROUP BY expiration_date
        ORDER BY count() DESC, expiration_date
        LIMIT 1
    ),
    spot AS
    (
        SELECT max(toFloat64(underlying_close)) AS s
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = (SELECT d FROM last_day)
          AND expiration_date = (SELECT exp FROM chosen_expiry)
    )
SELECT
    multiIf(
        abs(100 * (toFloat64(strike_price) / (SELECT s FROM spot) - 1)) < 5,  '0-5%',
        abs(100 * (toFloat64(strike_price) / (SELECT s FROM spot) - 1)) < 10, '5-10%',
        abs(100 * (toFloat64(strike_price) / (SELECT s FROM spot) - 1)) < 25, '10-25%',
        '25-50%')                                                                 AS band_label,
    uniqExact(strike_price)                                                       AS strikes_in_band,
    round(min(toFloat64(strike_price)), 2)                                        AS low_strike,
    round(max(toFloat64(strike_price)), 2)                                        AS high_strike,
    round((max(toFloat64(strike_price)) - min(toFloat64(strike_price))) / greatest(uniqExact(strike_price) - 1, 1), 2) AS avg_interval
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
  AND date = (SELECT d FROM last_day)
  AND expiration_date = (SELECT exp FROM chosen_expiry)
  AND abs(toFloat64(strike_price) / (SELECT s FROM spot) - 1) <= 0.5
GROUP BY band_label
ORDER BY min(abs(toFloat64(strike_price) / (SELECT s FROM spot) - 1)) ASC

SQL to run

WITH
    last_day AS
    (
        SELECT max(date) AS d
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
    ),
    chosen_expiry AS
    (
        SELECT expiration_date AS exp
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = (SELECT d FROM last_day)
          AND days_to_expiry BETWEEN 20 AND 60
        GROUP BY expiration_date
        ORDER BY count() DESC, expiration_date
        LIMIT 1
    ),
    spot AS
    (
        SELECT max(toFloat64(underlying_close)) AS s
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = (SELECT d FROM last_day)
          AND expiration_date = (SELECT exp FROM chosen_expiry)
    )
SELECT
    multiIf(
        abs(100 * (toFloat64(strike_price) / (SELECT s FROM spot) - 1)) < 5,  '0-5%',
        abs(100 * (toFloat64(strike_price) / (SELECT s FROM spot) - 1)) < 10, '5-10%',
        abs(100 * (toFloat64(strike_price) / (SELECT s FROM spot) - 1)) < 25, '10-25%',
        '25-50%')                                                                 AS band_label,
    uniqExact(strike_price)                                                       AS strikes_in_band,
    round(min(toFloat64(strike_price)), 2)                                        AS low_strike,
    round(max(toFloat64(strike_price)), 2)                                        AS high_strike,
    round((max(toFloat64(strike_price)) - min(toFloat64(strike_price))) / greatest(uniqExact(strike_price) - 1, 1), 2) AS avg_interval
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
  AND date = (SELECT d FROM last_day)
  AND expiration_date = (SELECT exp FROM chosen_expiry)
  AND abs(toFloat64(strike_price) / (SELECT s FROM spot) - 1) <= 0.5
GROUP BY band_label
ORDER BY min(abs(toFloat64(strike_price) / (SELECT s FROM spot) - 1)) ASC

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