put_chain

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
    )
SELECT
    round(toFloat64(strike_price), 2)                AS strike,
    round(avg(toFloat64(option_close)), 2)           AS put_premium,
    round(avg(abs(delta)), 3)                        AS delta_abs,
    round(avg(implied_volatility) * 100, 1)          AS iv_pct,
    formatDateTime(any(date), '%d.%m.%Y')            AS as_of,
    formatDateTime(any(expiration_date), '%d.%m.%Y') AS expiry_pretty
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
GROUP BY strike_price
ORDER BY strike_price ASC