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The same covered call at entry, the SPY peak, the dip, and the final session

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 2026-07-16, from Covered Calls: Income on Your Shares.

as of table 4×5read in context →
The same covered call at entry, the SPY peak, the dip, and the final session — 4 rows by 5 columns, computed from US exchange, SIP and OPRA data.
stagespy_pricecall_valuemoneynesscovered_value
1. Sold the call (May 1)7207.22below 740 strike720
2. SPY peak (Jun 2)759.6323.5above 740 strike743.35
3. SPY dip (Jun 10)722.883.17below 740 strike726.93
4. Final session (Jun 15)753.9115.41above 740 strike745.72
Rows × columns
4 × 5
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 The same covered call at entry, the SPY peak, the dip, and the final session, derived from the stored result.
ColumnTypeRangeNotes
stage text 4 distinct values
spy_price number 720 to 759.63 US dollars
call_value number 3.17 to 23.5
moneyness text 2 distinct values (above 740 strike, below 740 strike)
covered_value number 720 to 745.72

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.

the exact SQL behind every number
WITH prem AS (
  SELECT avg(option_close) AS p
  FROM global_markets.options_greeks
  WHERE ticker = 'O:SPY260618C00740000' AND date = '2026-05-01' AND implied_volatility > 0.02
)
SELECT multiIf(g.date = '2026-05-01', '1. Sold the call (May 1)',
               g.date = '2026-06-02', '2. SPY peak (Jun 2)',
               g.date = '2026-06-10', '3. SPY dip (Jun 10)', '4. Final session (Jun 15)') AS stage,
       round(avg(g.underlying_close), 2) AS spy_price,
       round(avg(g.option_close), 2) AS call_value,
       if(avg(g.underlying_close) > 740, 'above 740 strike', 'below 740 strike') AS moneyness,
       round(avg(g.underlying_close) + any(prem.p) - avg(g.option_close), 2) AS covered_value
FROM global_markets.options_greeks g, prem
WHERE g.ticker = 'O:SPY260618C00740000'
  AND g.date IN ('2026-05-01', '2026-06-02', '2026-06-10', '2026-06-15')
  AND g.implied_volatility > 0.02
GROUP BY g.date ORDER BY g.date

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