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Put-call parity on one AAPL chain: call minus put against stock minus strike

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 2026-08-07, from Credit Spread vs Debit Spread: Same Trade?.

as of table 5×8read in context →
Put-call parity on one AAPL chain: call minus put against stock minus strike — 5 rows by 8 columns, computed from US exchange, SIP and OPRA data.
strikecall_priceput_pricecall_minus_putstock_minus_strikeparity_gapsnapshotexpiry
$280163.7412.2611.520.74Jun 12, 2026Jul 17, 2026
$28512.515.167.356.520.83Jun 12, 2026Jul 17, 2026
$2909.37.052.251.520.73Jun 12, 2026Jul 17, 2026
$2956.79.96-3.26-3.480.22Jun 12, 2026Jul 17, 2026
$3004.712.5-7.8-8.480.68Jun 12, 2026Jul 17, 2026
Rows × columns
5 × 8
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 Put-call parity on one AAPL chain: call minus put against stock minus strike, derived from the stored result.
ColumnTypeRangeNotes
strike text 5 distinct values ($280, $285, $290…)
call_price number 4.7 to 16 US dollars
put_price number 3.74 to 12.5 US dollars
call_minus_put number -7.8 to 12.26
stock_minus_strike number -8.48 to 11.52 US dollars
parity_gap number 0.22 to 0.83
snapshot text 1 distinct value (Jun 12, 2026)
expiry text 1 distinct value (Jul 17, 2026)

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
SELECT
    concat('$', toString(toFloat64(strike_price)))                                AS strike,
    round(avgIf(toFloat64(option_close), lower(option_type) IN ('call', 'c')), 2)  AS call_price,
    round(avgIf(toFloat64(option_close), lower(option_type) IN ('put', 'p')), 2)   AS put_price,
    round(avgIf(toFloat64(option_close), lower(option_type) IN ('call', 'c'))
        - avgIf(toFloat64(option_close), lower(option_type) IN ('put', 'p')), 2)   AS call_minus_put,
    round(any(toFloat64(underlying_close)) - toFloat64(strike_price), 2)           AS stock_minus_strike,
    round(avgIf(toFloat64(option_close), lower(option_type) IN ('call', 'c'))
        - avgIf(toFloat64(option_close), lower(option_type) IN ('put', 'p'))
        - any(toFloat64(underlying_close)) + toFloat64(strike_price), 2)           AS parity_gap,
    formatDateTime(any(date), '%b %e, %Y')                                         AS snapshot,
    formatDateTime(any(expiration_date), '%b %e, %Y')                              AS expiry
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
  AND date = '2026-06-12'
  AND expiration_date = '2026-07-17'
  AND volume >= 50
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.04
GROUP BY strike_price
HAVING countIf(lower(option_type) IN ('call', 'c')) > 0
   AND countIf(lower(option_type) IN ('put', 'p')) > 0
ORDER BY strike_price

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