{"slug":"covered-call-screener-from-the-free-sql-api","qid":"premium_by_symbol","label":"premium_by_symbol","post_title":"covered-call-screener-from-the-free-sql-api","post_url":"/blog/covered-call-screener-from-the-free-sql-api#q-premium_by_symbol","columns":["symbol","contracts","avg_annual_yield_pct","avg_iv_pct"],"rows":[{"symbol":"AMD","contracts":383,"avg_annual_yield_pct":36.7,"avg_iv_pct":63},{"symbol":"NVDA","contracts":127,"avg_annual_yield_pct":23.3,"avg_iv_pct":37.9},{"symbol":"XOM","contracts":100,"avg_annual_yield_pct":16.9,"avg_iv_pct":27.2},{"symbol":"MSFT","contracts":178,"avg_annual_yield_pct":16.7,"avg_iv_pct":27},{"symbol":"AAPL","contracts":109,"avg_annual_yield_pct":15.2,"avg_iv_pct":24.2},{"symbol":"JNJ","contracts":78,"avg_annual_yield_pct":13.4,"avg_iv_pct":21.2},{"symbol":"KO","contracts":91,"avg_annual_yield_pct":11.1,"avg_iv_pct":17.3},{"symbol":"SPY","contracts":641,"avg_annual_yield_pct":7,"avg_iv_pct":11.1}],"shape":"ranking","sql":"SELECT\n    underlying_symbol                                                              AS symbol,\n    count()                                                                        AS contracts,\n    round(avg(toFloat64(option_close) / toFloat64(underlying_close)\n              * 365.0 / days_to_expiry) * 100, 1)                                  AS avg_annual_yield_pct,\n    round(avg(implied_volatility) * 100, 1)                                        AS avg_iv_pct\nFROM global_markets.options_greeks\nWHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMD', 'KO', 'JNJ', 'XOM', 'SPY')\n  AND date >= '2026-08-01'\n  AND date <  '2026-09-01'\n  AND iv_converged = 1\n  AND volume > 0\n  AND days_to_expiry BETWEEN 20 AND 45\n  AND delta BETWEEN 0.25 AND 0.35\n  AND strike_price > underlying_close\nGROUP BY symbol\nHAVING contracts >= 20\nORDER BY avg_annual_yield_pct DESC","computed_at":"2026-09-23T14:49:22.941953+00:00","elapsed":0.00277013}