pernas

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(delta)                       AS dl,
            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
    multiIf(m.strike = a.k1,     'compra 1 (asa baixa)',
            m.strike = a.k1 + 5, 'venda 2 (corpo)',
                                 'compra 1 (asa alta)') AS perna,
    round(m.strike, 2) AS strike_usd,
    round(m.mark, 2)   AS premio_usd,
    round(m.dl, 3)     AS delta
FROM marks AS m
CROSS JOIN anchor AS a
WHERE m.strike = a.k1
   OR m.strike = a.k1 + 5
   OR m.strike = a.k1 + 15
ORDER BY m.strike