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KO 30 delta monthly call premium, month by month

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 2026-10-09, from Covered Calls on KO: Premium vs Dividend.

as of series 12×4read in context →
KO 30 delta monthly call premium, month by month — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
monthmonth_prettypremium_pct_of_spotpremium_per_contract_usd
2025-10-01Oct 20250.9967
2025-11-01Nov 20250.8358.64
2025-12-01Dec 20250.7553.1
2026-01-01Jan 20260.9567.56
2026-02-01Feb 20261.0683.17
2026-03-01Mar 20261.184.75
2026-04-01Apr 20261.1789.63
2026-05-01May 20260.9173.19
2026-06-01Jun 20261.0483.84
2026-07-01Jul 20261.1999.99
2026-08-01Aug 20260.9684.65
2026-09-01Sep 20261.0289.93
Rows × columns
12 × 4
Period covered
to
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 KO 30 delta monthly call premium, month by month, derived from the stored result.
ColumnTypeRangeNotes
month date 2025-10-01 to 2026-09-01
month_pretty text 12 distinct values (Apr 2026, Aug 2026, Dec 2025…)
premium_pct_of_spot number 0.75 to 1.19 percent
premium_per_contract_usd number 53.1 to 99.99 US dollars

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
    toString(toStartOfMonth(date))                                             AS month,
    formatDateTime(toStartOfMonth(date), '%b %Y')                              AS month_pretty,
    round(100 * avg(toFloat64(option_close) / toFloat64(underlying_close)), 2) AS premium_pct_of_spot,
    round(100 * avg(toFloat64(option_close)), 2)                               AS premium_per_contract_usd
FROM global_markets.options_greeks
WHERE underlying_symbol = 'KO'
  AND upper(toString(option_type)) IN ('C', 'CALL')
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 25 AND 40
  AND toFloat64(delta) BETWEEN 0.25 AND 0.35
  AND date >= '2025-10-01'
  AND date <  '2026-10-01'
GROUP BY month, month_pretty
ORDER BY month
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