{"slug":"covered-put-for-russian-investors","qid":"put_chain","label":"put_chain","post_title":"covered-put-for-russian-investors","post_url":"/blog/lang/ru/covered-put-for-russian-investors#q-put_chain","columns":["strike","put_premium","delta_abs","iv_pct","as_of","expiry_pretty"],"rows":[{"strike":285,"put_premium":1.23,"delta_abs":0.118,"iv_pct":28.1,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":290,"put_premium":1.96,"delta_abs":0.173,"iv_pct":27.7,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":295,"put_premium":2.74,"delta_abs":0.235,"iv_pct":26.1,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":300,"put_premium":4.2,"delta_abs":0.324,"iv_pct":26,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":305,"put_premium":5.75,"delta_abs":0.422,"iv_pct":24.5,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":307.5,"put_premium":6.55,"delta_abs":0.477,"iv_pct":23.2,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":310,"put_premium":8.28,"delta_abs":0.531,"iv_pct":24.6,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":312.5,"put_premium":9.42,"delta_abs":0.59,"iv_pct":23.5,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":315,"put_premium":10.88,"delta_abs":0.647,"iv_pct":23,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":317.5,"put_premium":14.77,"delta_abs":0.644,"iv_pct":31.1,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":320,"put_premium":13.85,"delta_abs":0.775,"iv_pct":20.4,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":322.5,"put_premium":17.1,"delta_abs":0.758,"iv_pct":26.1,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":325,"put_premium":17.44,"delta_abs":0.909,"iv_pct":16.5,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":327.5,"put_premium":22.25,"delta_abs":0.78,"iv_pct":31.5,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"},{"strike":330,"put_premium":22.04,"delta_abs":0.971,"iv_pct":15,"as_of":"31.07.2026","expiry_pretty":"21.08.2026"}],"shape":"table","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    )\nSELECT\n    round(toFloat64(strike_price), 2)                AS strike,\n    round(avg(toFloat64(option_close)), 2)           AS put_premium,\n    round(avg(abs(delta)), 3)                        AS delta_abs,\n    round(avg(implied_volatility) * 100, 1)          AS iv_pct,\n    formatDateTime(any(date), '%d.%m.%Y')            AS as_of,\n    formatDateTime(any(expiration_date), '%d.%m.%Y') AS expiry_pretty\nFROM global_markets.options_greeks\nWHERE 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\nGROUP BY strike_price\nORDER BY strike_price ASC","computed_at":"2026-10-03T15:34:12.169190+00:00","elapsed":0.004290719}