premium_by_symbol
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 2026-09-23, from covered-call-screener-from-the-free-sql-api.
| symbol | contracts | avg_annual_yield_pct | avg_iv_pct |
|---|---|---|---|
| AMD | 383 | 36.7 | 63 |
| NVDA | 127 | 23.3 | 37.9 |
| XOM | 100 | 16.9 | 27.2 |
| MSFT | 178 | 16.7 | 27 |
| AAPL | 109 | 15.2 | 24.2 |
| JNJ | 78 | 13.4 | 21.2 |
| KO | 91 | 11.1 | 17.3 |
| SPY | 641 | 7 | 11.1 |
- Rows × columns
- 8 × 4
- 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 |
|---|---|---|---|
symbol |
text | 8 distinct values (AAPL, AMD, JNJ…) | |
contracts |
number | 78 to 641 | count |
avg_annual_yield_pct |
number | 7 to 36.7 | percent |
avg_iv_pct |
number | 11.1 to 63 | 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.
SELECT
underlying_symbol AS symbol,
count() AS contracts,
round(avg(toFloat64(option_close) / toFloat64(underlying_close)
* 365.0 / days_to_expiry) * 100, 1) AS avg_annual_yield_pct,
round(avg(implied_volatility) * 100, 1) AS avg_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMD', 'KO', 'JNJ', 'XOM', 'SPY')
AND date >= '2026-08-01'
AND date < '2026-09-01'
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 20 AND 45
AND delta BETWEEN 0.25 AND 0.35
AND strike_price > underlying_close
GROUP BY symbol
HAVING contracts >= 20
ORDER BY avg_annual_yield_pct DESC
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