STRASMORE/EXPLORE 3,094 QUERIES

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

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 2026-10-05, from Covered Calls on AAPL: A Worked Example.

as of table 6×10read in context →
One AAPL call per delta target, about 30 days out, with the covered call math applied — 6 rows by 10 columns, computed from US exchange, SIP and OPRA data.
delta_targetstrikecall_deltapremiumpremium_per_contractstatic_return_pctif_called_pctbreakevendays_to_expiryas_of
0.153600.1411.531530.468.37332.0728October 2, 2026
0.203550.1962.332330.77.11331.2728October 2, 2026
0.253500.2643.483481.045.96330.1228October 2, 2026
0.303500.2643.483481.045.96330.1228October 2, 2026
0.353450.3364.794791.444.85328.8128October 2, 2026
0.403400.4246.956952.084326.6528October 2, 2026
Rows × columns
6 × 10
Computed
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 One AAPL call per delta target, about 30 days out, with the covered call math applied, derived from the stored result.
ColumnTypeRangeNotes
delta_target text 6 distinct values (0.15, 0.20, 0.25…)
strike text 5 distinct values (340, 345, 350…)
call_delta number 0.141 to 0.424
premium number 1.53 to 6.95 US dollars
premium_per_contract text 5 distinct values (153, 233, 348…)
static_return_pct number 0.46 to 2.08 percent
if_called_pct number 4 to 8.37 percent
breakeven text 5 distinct values (326.65, 328.81, 330.12…)
days_to_expiry text 1 distinct value (28)
as_of text 1 distinct value (October 2, 2026)

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.

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
⌘/Ctrl + Enter

Work with this data in your AI assistant

Opens ready to query, with this page's data. Free, no account.

More from this analysisCovered Calls on AAPL: A Worked Example
AAPL dividend versus the time value left in the nearest in-the-money call, the day before each ex date table 20×7 → Outcomes of the repeated monthly AAPL write, by delta target table 6×6 → The same 0.30 delta AAPL write, repeated on the first session of every month series 61×7 → Implied volatility and premium on 0.25 to 0.35 delta calls, AAPL against comparison names ranking 6×3 → Near the money 30 day calls ranked by dollar premium table 12×5 → Every Apple quarterly rate increase and the ex-date it first applied to table 6×5 → See all 3,094 queries →