financiamento
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 2026-09-25, from broken-wing-butterfly-explained.
| largura_total_usd | caixa_liquido_usd | risco_maximo_usd |
|---|---|---|
| 10 | -0.6 | 0.6 |
| 15 | 0.95 | 4.05 |
| 20 | 2.02 | 7.98 |
| 25 | 2.72 | 12.28 |
| 30 | 3.21 | 16.79 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
largura_total_usd |
number | 10 to 30 | US dollars |
caixa_liquido_usd |
number | -0.6 to 3.21 | US dollars |
risco_maximo_usd |
number | 0.6 to 16.79 | US dollars |
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
venc AS (
SELECT expiration_date AS exp
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND date = '2026-06-12'
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 20 AND 75
GROUP BY expiration_date
ORDER BY sum(volume) DESC
LIMIT 1
),
marks AS (
SELECT
toFloat64(strike_price) AS strike,
avg(toFloat64(option_close)) AS mark,
avg(toFloat64(underlying_close)) AS spot
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND date = '2026-06-12'
AND expiration_date IN (SELECT exp FROM venc)
AND lower(toString(option_type)) IN ('call', 'c')
AND iv_converged = 1
AND volume > 0
GROUP BY strike
),
anchor AS (
SELECT max(strike) AS k1
FROM marks
WHERE modulo(toUInt32(round(strike * 100)), 500) = 0
AND strike <= spot
)
SELECT
round(u.strike - a.k1, 0) AS largura_total_usd,
round(2 * b.mark - l.mark - u.mark, 2) AS caixa_liquido_usd,
round((u.strike - a.k1 - 10) - (2 * b.mark - l.mark - u.mark), 2) AS risco_maximo_usd
FROM anchor AS a
CROSS JOIN marks AS l
CROSS JOIN marks AS b
CROSS JOIN marks AS u
WHERE l.strike = a.k1
AND b.strike = a.k1 + 5
AND u.strike >= a.k1 + 10
AND u.strike <= a.k1 + 30
AND modulo(toUInt32(round(u.strike * 100)), 500) = 0
ORDER BY u.strike
Trabalhe com estes dados no seu assistente de IA
Abre pronto para consultar, com os dados desta página. Grátis, sem conta.