One AAPL call per delta target, about 30 days out, with the covered call math applied

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 underlying_symbol = 'AAPL'
          AND lower(toString(option_type)) IN ('call', 'c')
          AND toFloat64(option_close) > 0
    ) AS snap_date,
    (
        SELECT argMin(expiration_date, abs(toInt32(days_to_expiry) - 30))
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND lower(toString(option_type)) IN ('call', 'c')
          AND toFloat64(option_close) > 0
          AND date = snap_date
          AND toInt32(days_to_expiry) BETWEEN 21 AND 45
    ) AS write_expiry
SELECT
    delta_target,
    toString(round(argMin(strike_usd, gap), 1)) AS strike,
    round(argMin(delta_measured, gap), 3) AS call_delta,
    round(argMin(premium_usd, gap), 2) AS premium,
    toString(round(argMin(premium_usd, gap) * 100, 0)) AS premium_per_contract,
    round(argMin(static_pct, gap), 2) AS static_return_pct,
    round(argMin(called_pct, gap), 2) AS if_called_pct,
    toString(round(argMin(breakeven_usd, gap), 2)) AS breakeven,
    toString(argMin(dte, gap)) AS days_to_expiry,
    argMin(as_of, gap) AS as_of
FROM
(
    SELECT
        tg.delta_target AS delta_target,
        abs(toFloat64(g.delta) - toFloat64(tg.delta_target)) AS gap,
        toFloat64(g.strike_price) AS strike_usd,
        toFloat64(g.delta) AS delta_measured,
        toFloat64(g.option_close) AS premium_usd,
        100 * toFloat64(g.option_close) / toFloat64(g.underlying_close) AS static_pct,
        100 * (toFloat64(g.option_close) + toFloat64(g.strike_price) - toFloat64(g.underlying_close))
            / toFloat64(g.underlying_close) AS called_pct,
        toFloat64(g.underlying_close) - toFloat64(g.option_close) AS breakeven_usd,
        toInt32(g.days_to_expiry) AS dte,
        concat(monthName(toDate(g.date)), ' ', toString(toDayOfMonth(toDate(g.date))), ', ', toString(toYear(toDate(g.date)))) AS as_of
    FROM global_markets.options_greeks AS g
    CROSS JOIN
    (
        SELECT arrayJoin(['0.15', '0.20', '0.25', '0.30', '0.35', '0.40']) AS delta_target
    ) AS tg
    WHERE g.underlying_symbol = 'AAPL'
      AND lower(toString(g.option_type)) IN ('call', 'c')
      AND g.date = snap_date
      AND g.expiration_date = write_expiry
      AND toFloat64(g.option_close) > 0
      AND toFloat64(g.delta) BETWEEN 0.05 AND 0.60
)
GROUP BY delta_target
ORDER BY delta_target