Implied volatility and premium on 0.25 to 0.35 delta calls, AAPL against comparison names
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.
| symbol | iv_pct | premium_pct |
|---|---|---|
| AAPL | 23.4 | 1.23 |
| TSLA | 42.7 | 2.21 |
| MSFT | 30.6 | 1.71 |
| NVDA | 28 | 1.45 |
| KO | 19.7 | 1.05 |
| SPY | 11.5 | 0.65 |
- Rows × columns
- 6 × 3
- 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 | 6 distinct values (AAPL, KO, MSFT…) | |
iv_pct |
number | 11.5 to 42.7 | percent |
premium_pct |
number | 0.65 to 2.21 | 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.
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
underlying_symbol AS symbol,
round(100 * avg(toFloat64(implied_volatility)), 1) AS iv_pct,
round(100 * avg(toFloat64(option_close) / toFloat64(underlying_close)), 2) AS premium_pct
FROM global_markets.options_greeks
WHERE date = snap_date
AND lower(toString(option_type)) IN ('call', 'c')
AND toFloat64(option_close) > 0
AND toFloat64(implied_volatility) > 0
AND underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'TSLA', 'SPY', 'KO')
AND underlying_symbol NOT IN ('SPCX')
AND toInt32(days_to_expiry) BETWEEN 21 AND 45
AND toFloat64(delta) BETWEEN 0.25 AND 0.35
GROUP BY symbol
ORDER BY symbol = 'AAPL' DESC, iv_pct DESC
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