{"slug":"covered-put-for-russian-investors","qid":"pl_scenarios","label":"pl_scenarios","post_title":"covered-put-for-russian-investors","post_url":"/blog/lang/ru/covered-put-for-russian-investors#q-pl_scenarios","columns":["price_at_expiry","stock_leg_pl","put_leg_pl","total_pl"],"rows":[{"price_at_expiry":245.89,"stock_leg_pl":6147,"put_leg_pl":-3788,"total_pl":2359},{"price_at_expiry":261.26,"stock_leg_pl":4610,"put_leg_pl":-2251,"total_pl":2359},{"price_at_expiry":276.62,"stock_leg_pl":3074,"put_leg_pl":-715,"total_pl":2359},{"price_at_expiry":291.99,"stock_leg_pl":1537,"put_leg_pl":123,"total_pl":1660},{"price_at_expiry":307.36,"stock_leg_pl":0,"put_leg_pl":123,"total_pl":123},{"price_at_expiry":322.73,"stock_leg_pl":-1537,"put_leg_pl":123,"total_pl":-1414},{"price_at_expiry":338.1,"stock_leg_pl":-3074,"put_leg_pl":123,"total_pl":-2951},{"price_at_expiry":353.46,"stock_leg_pl":-4610,"put_leg_pl":123,"total_pl":-4487},{"price_at_expiry":368.83,"stock_leg_pl":-6147,"put_leg_pl":123,"total_pl":-6024}],"shape":"ranking","sql":"WITH\n    pinned AS\n    (\n        SELECT max(date) AS d\n        FROM global_markets.options_greeks\n        WHERE underlying_symbol = 'AAPL'\n          AND startsWith(lower(option_type), 'p')\n          AND iv_converged = 1\n          AND volume > 0\n          AND date >= '2026-07-01'\n          AND date <= '2026-07-31'\n    ),\n    expiry AS\n    (\n        SELECT expiration_date AS e\n        FROM global_markets.options_greeks\n        WHERE underlying_symbol = 'AAPL'\n          AND date = (SELECT d FROM pinned)\n          AND startsWith(lower(option_type), 'p')\n          AND iv_converged = 1\n          AND volume > 0\n          AND days_to_expiry BETWEEN 20 AND 45\n        GROUP BY expiration_date\n        ORDER BY sum(volume) DESC, expiration_date ASC\n        LIMIT 1\n    ),\n    leg AS\n    (\n        SELECT\n            round(toFloat64(underlying_close), 2) AS entry,\n            round(toFloat64(strike_price), 2)     AS k,\n            round(toFloat64(option_close), 2)     AS premium\n        FROM global_markets.options_greeks\n        WHERE underlying_symbol = 'AAPL'\n          AND date = (SELECT d FROM pinned)\n          AND expiration_date = (SELECT e FROM expiry)\n          AND startsWith(lower(option_type), 'p')\n          AND iv_converged = 1\n          AND volume > 0\n          AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.08\n        ORDER BY strike_price ASC\n        LIMIT 1\n    ),\n    grid AS\n    (\n        SELECT\n            entry,\n            k,\n            premium,\n            round(entry * arrayJoin([0.80, 0.85, 0.90, 0.95, 1.00, 1.05, 1.10, 1.15, 1.20]), 2) AS price\n        FROM leg\n    )\nSELECT\n    price                                                                AS price_at_expiry,\n    round((entry - price) * 100, 2)                                      AS stock_leg_pl,\n    round((premium - greatest(k - price, 0.0)) * 100, 2)                 AS put_leg_pl,\n    round((entry - price + premium - greatest(k - price, 0.0)) * 100, 2) AS total_pl\nFROM grid\nORDER BY price_at_expiry ASC","computed_at":"2026-10-03T15:34:12.340914+00:00","elapsed":0.088735081}