screen_board

Name: screen_board
Creator: Strasmore
Published: 2026-09-23
License: https://www.strasmore.com/terms/

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.

as of 2026-09-23 table 12×8read in context →

screen_board — 12 rows by 8 columns, computed 2026-09-23 from US exchange, SIP and OPRA data.
contract_label	screened_on	dte	delta	otm_pct	premium	annual_yield_pct	volume
AMD Oct 2 $515	Aug 31	32	0.297	9.65	11.97	29.1	343
AMD Oct 2 $520	Aug 31	32	0.273	10.71	10.66	25.9	296
NVDA Sep 25 $230	Aug 31	25	0.326	4.42	3.69	24.5	4538
XOM Sep 25 $167.5	Aug 31	25	0.311	3.95	2.12	19.2	180
MSFT Sep 25 $525	Aug 31	25	0.322	3.39	6.4	18.4	220
NVDA Oct 9 $235	Aug 31	39	0.298	6.69	4.1	17.4	333
NVDA Oct 2 $235	Aug 31	32	0.267	6.69	3.15	16.3	1288
AAPL Sep 25 $330	Aug 31	25	0.286	4.1	3.45	15.9	1145
AAPL Oct 2 $330	Aug 31	32	0.311	4.1	4.27	15.4	346
XOM Oct 2 $170	Aug 31	32	0.274	5.5	2.05	14.5	127
MSFT Sep 25 $530	Aug 31	25	0.266	4.38	4.9	14.1	151
MSFT Oct 2 $535	Aug 31	32	0.256	5.36	5.34	12	938

Rows × columns: 12 × 8
Computed: 2026-09-23
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for screen_board, derived from the stored result.
Column	Type	Range	Notes
`contract_label`	text	12 distinct values
`screened_on`	text	1 distinct value (Aug 31)
`dte`	number	25 to 39
`delta`	number	0.256 to 0.326
`otm_pct`	number	3.39 to 10.71	percent
`premium`	number	2.05 to 11.97	US dollars
`annual_yield_pct`	number	12 to 29.1	percent
`volume`	number	127 to 4,538	count

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 2026-09-23, 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 (
    SELECT max(date)
    FROM global_markets.options_greeks
    WHERE date >= '2026-08-01' AND date < '2026-09-01'
) AS screen_session
SELECT
    concat(underlying_symbol, ' ',
           formatDateTime(expiration_date, '%b %e'), ' $',
           toString(round(toFloat64(strike_price), 2)))                        AS contract_label,
    formatDateTime(screen_session, '%b %e')                                    AS screened_on,
    days_to_expiry                                                            AS dte,
    round(delta, 3)                                                            AS delta,
    round((toFloat64(strike_price) / toFloat64(underlying_close) - 1) * 100, 2) AS otm_pct,
    round(toFloat64(option_close), 2)                                          AS premium,
    round(toFloat64(option_close) / toFloat64(underlying_close)
          * 365.0 / days_to_expiry * 100, 1)                                   AS annual_yield_pct,
    volume
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMD', 'KO', 'JNJ', 'XOM', 'SPY')
  AND date = screen_session
  AND iv_converged = 1
  AND volume >= 100
  AND days_to_expiry BETWEEN 20 AND 45
  AND delta BETWEEN 0.25 AND 0.35
  AND toFloat64(strike_price) / toFloat64(underlying_close) - 1 BETWEEN 0.02 AND 0.12
  AND option_close >= 0.30
ORDER BY annual_yield_pct DESC
LIMIT 12

SQL to run

WITH (
    SELECT max(date)
    FROM global_markets.options_greeks
    WHERE date >= '2026-08-01' AND date < '2026-09-01'
) AS screen_session
SELECT
    concat(underlying_symbol, ' ',
           formatDateTime(expiration_date, '%b %e'), ' $',
           toString(round(toFloat64(strike_price), 2)))                        AS contract_label,
    formatDateTime(screen_session, '%b %e')                                    AS screened_on,
    days_to_expiry                                                            AS dte,
    round(delta, 3)                                                            AS delta,
    round((toFloat64(strike_price) / toFloat64(underlying_close) - 1) * 100, 2) AS otm_pct,
    round(toFloat64(option_close), 2)                                          AS premium,
    round(toFloat64(option_close) / toFloat64(underlying_close)
          * 365.0 / days_to_expiry * 100, 1)                                   AS annual_yield_pct,
    volume
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMD', 'KO', 'JNJ', 'XOM', 'SPY')
  AND date = screen_session
  AND iv_converged = 1
  AND volume >= 100
  AND days_to_expiry BETWEEN 20 AND 45
  AND delta BETWEEN 0.25 AND 0.35
  AND toFloat64(strike_price) / toFloat64(underlying_close) - 1 BETWEEN 0.02 AND 0.12
  AND option_close >= 0.30
ORDER BY annual_yield_pct DESC
LIMIT 12

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