Monthly 30 delta call premium versus trailing dividend yield
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.
| symbol | monthly_call_premium_pct | trailing_dividend_yield_pct | quarterly_dividend_pct |
|---|---|---|---|
| KO | 1.07 | 2.44 | 0.61 |
| PG | 1.17 | 2.95 | 0.74 |
| XOM | 1.53 | 2.53 | 0.63 |
| JNJ | 1.3 | 1.99 | 0.5 |
| MSFT | 1.83 | 0.71 | 0.18 |
| AAPL | 1.41 | 0.32 | 0.08 |
| NVDA | 1.98 | 0.23 | 0.06 |
- Rows × columns
- 7 × 4
- 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 | 7 distinct values (AAPL, JNJ, KO…) | |
monthly_call_premium_pct |
number | 1.07 to 1.98 | percent |
trailing_dividend_yield_pct |
number | 0.23 to 2.95 | percent |
quarterly_dividend_pct |
number | 0.06 to 0.74 | 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
premium AS
(
SELECT
underlying_symbol AS symbol,
round(100 * avg(toFloat64(option_close) / toFloat64(underlying_close)), 2) AS monthly_call_premium_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('KO', 'PG', 'JNJ', 'XOM', 'AAPL', 'MSFT', 'NVDA')
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 >= '2026-07-01'
AND date < '2026-10-01'
GROUP BY symbol
),
cash AS
(
SELECT
ticker AS symbol,
sum(toFloat64(cash_amount)) AS ttm_dividend_usd
FROM
(
SELECT
ticker,
ex_dividend_date,
max(cash_amount) AS cash_amount
FROM global_markets.stocks_dividends
WHERE ticker IN ('KO', 'PG', 'JNJ', 'XOM', 'AAPL', 'MSFT', 'NVDA')
AND ex_dividend_date >= '2025-10-01'
AND ex_dividend_date < '2026-10-01'
GROUP BY ticker, ex_dividend_date
)
GROUP BY symbol
),
price AS
(
SELECT
ticker AS symbol,
toFloat64(argMax(close, date)) AS last_close
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('KO', 'PG', 'JNJ', 'XOM', 'AAPL', 'MSFT', 'NVDA')
AND date >= '2026-09-01'
AND date < '2026-10-01'
GROUP BY symbol
)
SELECT
p.symbol AS symbol,
p.monthly_call_premium_pct AS monthly_call_premium_pct,
round(100 * c.ttm_dividend_usd / pr.last_close, 2) AS trailing_dividend_yield_pct,
round(25 * c.ttm_dividend_usd / pr.last_close, 2) AS quarterly_dividend_pct
FROM premium AS p
INNER JOIN cash AS c ON c.symbol = p.symbol
INNER JOIN price AS pr ON pr.symbol = p.symbol
ORDER BY (p.symbol = 'KO') DESC, trailing_dividend_yield_pct DESC
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