pl_scenarios

Name: pl_scenarios
Creator: Strasmore
Published: 2026-10-03
License: https://www.strasmore.com/terms/

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 2026-10-03, from covered-put-for-russian-investors.

as of 2026-10-03 ranking 9×4read in context →

pl_scenarios — 9 rows by 4 columns, computed 2026-10-03 from US exchange, SIP and OPRA data.
price_at_expiry	stock_leg_pl	put_leg_pl	total_pl
245.89	6147	-3788	2359
261.26	4610	-2251	2359
276.62	3074	-715	2359
291.99	1537	123	1660
307.36	0	123	123
322.73	-1537	123	-1414
338.1	-3074	123	-2951
353.46	-4610	123	-4487
368.83	-6147	123	-6024

Rows × columns: 9 × 4
Computed: 2026-10-03
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 pl_scenarios, derived from the stored result.
Column	Type	Range	Notes
`price_at_expiry`	number	245.89 to 368.83	US dollars
`stock_leg_pl`	number	-6,147 to 6,147
`put_leg_pl`	number	-3,788 to 123
`total_pl`	number	-6,024 to 2,359

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 2026-10-03, 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
    pinned AS
    (
        SELECT max(date) AS d
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND startsWith(lower(option_type), 'p')
          AND iv_converged = 1
          AND volume > 0
          AND date >= '2026-07-01'
          AND date <= '2026-07-31'
    ),
    expiry AS
    (
        SELECT expiration_date AS e
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = (SELECT d FROM pinned)
          AND startsWith(lower(option_type), 'p')
          AND iv_converged = 1
          AND volume > 0
          AND days_to_expiry BETWEEN 20 AND 45
        GROUP BY expiration_date
        ORDER BY sum(volume) DESC, expiration_date ASC
        LIMIT 1
    ),
    leg AS
    (
        SELECT
            round(toFloat64(underlying_close), 2) AS entry,
            round(toFloat64(strike_price), 2)     AS k,
            round(toFloat64(option_close), 2)     AS premium
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = (SELECT d FROM pinned)
          AND expiration_date = (SELECT e FROM expiry)
          AND startsWith(lower(option_type), 'p')
          AND iv_converged = 1
          AND volume > 0
          AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.08
        ORDER BY strike_price ASC
        LIMIT 1
    ),
    grid AS
    (
        SELECT
            entry,
            k,
            premium,
            round(entry * arrayJoin([0.80, 0.85, 0.90, 0.95, 1.00, 1.05, 1.10, 1.15, 1.20]), 2) AS price
        FROM leg
    )
SELECT
    price                                                                AS price_at_expiry,
    round((entry - price) * 100, 2)                                      AS stock_leg_pl,
    round((premium - greatest(k - price, 0.0)) * 100, 2)                 AS put_leg_pl,
    round((entry - price + premium - greatest(k - price, 0.0)) * 100, 2) AS total_pl
FROM grid
ORDER BY price_at_expiry ASC

SQL to run

WITH
    pinned AS
    (
        SELECT max(date) AS d
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND startsWith(lower(option_type), 'p')
          AND iv_converged = 1
          AND volume > 0
          AND date >= '2026-07-01'
          AND date <= '2026-07-31'
    ),
    expiry AS
    (
        SELECT expiration_date AS e
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = (SELECT d FROM pinned)
          AND startsWith(lower(option_type), 'p')
          AND iv_converged = 1
          AND volume > 0
          AND days_to_expiry BETWEEN 20 AND 45
        GROUP BY expiration_date
        ORDER BY sum(volume) DESC, expiration_date ASC
        LIMIT 1
    ),
    leg AS
    (
        SELECT
            round(toFloat64(underlying_close), 2) AS entry,
            round(toFloat64(strike_price), 2)     AS k,
            round(toFloat64(option_close), 2)     AS premium
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = (SELECT d FROM pinned)
          AND expiration_date = (SELECT e FROM expiry)
          AND startsWith(lower(option_type), 'p')
          AND iv_converged = 1
          AND volume > 0
          AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.08
        ORDER BY strike_price ASC
        LIMIT 1
    ),
    grid AS
    (
        SELECT
            entry,
            k,
            premium,
            round(entry * arrayJoin([0.80, 0.85, 0.90, 0.95, 1.00, 1.05, 1.10, 1.15, 1.20]), 2) AS price
        FROM leg
    )
SELECT
    price                                                                AS price_at_expiry,
    round((entry - price) * 100, 2)                                      AS stock_leg_pl,
    round((premium - greatest(k - price, 0.0)) * 100, 2)                 AS put_leg_pl,
    round((entry - price + premium - greatest(k - price, 0.0)) * 100, 2) AS total_pl
FROM grid
ORDER BY price_at_expiry ASC

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