profundidade
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.
| dias_ate_vencimento | strikes_negociados | strikes_liquidos |
|---|---|---|
| 3 | 30 | 15 |
| 5 | 39 | 12 |
| 6 | 69 | 30 |
| 10 | 35 | 2 |
| 12 | 29 | 0 |
| 14 | 48 | 10 |
| 20 | 32 | 8 |
| 28 | 25 | 2 |
| 35 | 44 | 19 |
| 42 | 32 | 0 |
| 49 | 25 | 2 |
| 70 | 52 | 7 |
| 98 | 48 | 6 |
- Rows × columns
- 13 × 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 |
|---|---|---|---|
dias_ate_vencimento |
number | 3 to 98 | |
strikes_negociados |
number | 25 to 69 | |
strikes_liquidos |
number | 0 to 30 |
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.
SELECT
toUInt32(days_to_expiry) AS dias_ate_vencimento,
uniqExact(strike_price) AS strikes_negociados,
uniqExactIf(strike_price, volume >= 500) AS strikes_liquidos
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 1 AND 120
GROUP BY dias_ate_vencimento
ORDER BY dias_ate_vencimento
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