strike_grid
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.
| strike | strike_gap | moneyness_pct |
|---|---|---|
| 175 | 0 | -48.6 |
| 180 | 5 | -47.2 |
| 185 | 5 | -45.7 |
| 200 | 15 | -41.3 |
| 205 | 5 | -39.8 |
| 210 | 5 | -38.3 |
| 215 | 5 | -36.9 |
| 220 | 5 | -35.4 |
| 225 | 5 | -33.9 |
| 230 | 5 | -32.5 |
| 235 | 5 | -31 |
| 245 | 10 | -28.1 |
| 250 | 5 | -26.6 |
| 255 | 5 | -25.1 |
| 260 | 5 | -23.7 |
| 265 | 5 | -22.2 |
| 270 | 5 | -20.7 |
| 275 | 5 | -19.3 |
| 280 | 5 | -17.8 |
| 285 | 5 | -16.3 |
| 290 | 5 | -14.9 |
| 295 | 5 | -13.4 |
| 300 | 5 | -11.9 |
| 305 | 5 | -10.5 |
| 310 | 5 | -9 |
| 315 | 5 | -7.5 |
| 320 | 5 | -6 |
| 325 | 5 | -4.6 |
| 330 | 5 | -3.1 |
| 335 | 5 | -1.6 |
| 340 | 5 | -0.2 |
| 345 | 5 | 1.3 |
| 350 | 5 | 2.8 |
| 355 | 5 | 4.2 |
| 360 | 5 | 5.7 |
| 365 | 5 | 7.2 |
| 370 | 5 | 8.6 |
| 375 | 5 | 10.1 |
| 380 | 5 | 11.6 |
| 385 | 5 | 13 |
| 390 | 5 | 14.5 |
| 395 | 5 | 16 |
| 400 | 5 | 17.4 |
| 405 | 5 | 18.9 |
| 410 | 5 | 20.4 |
| 420 | 10 | 23.3 |
| 430 | 10 | 26.2 |
| 440 | 10 | 29.2 |
| 450 | 10 | 32.1 |
| 460 | 10 | 35.1 |
| 470 | 10 | 38 |
| 480 | 10 | 40.9 |
| 490 | 10 | 43.9 |
| 500 | 10 | 46.8 |
| 510 | 10 | 49.7 |
- Rows × columns
- 55 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
strike |
number | 175 to 510 | US dollars |
strike_gap |
number | 0 to 15 | US dollars |
moneyness_pct |
number | -48.6 to 49.7 | percent |
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 , 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
toFloat64(strike_price) AS strike,
round(toFloat64(strike_price) - lagInFrame(toFloat64(strike_price), 1, toFloat64(strike_price)) OVER (ORDER BY strike_price ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW), 2) AS strike_gap,
round(100 * (toFloat64(strike_price) / (SELECT s FROM spot) - 1), 1) AS moneyness_pct
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 strike_price
ORDER BY strike ASC
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