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?.
| strike | call_price | put_price | call_minus_put | stock_minus_strike | parity_gap | snapshot | expiry |
|---|---|---|---|---|---|---|---|
| $280 | 16 | 3.74 | 12.26 | 11.52 | 0.74 | Jun 12, 2026 | Jul 17, 2026 |
| $285 | 12.51 | 5.16 | 7.35 | 6.52 | 0.83 | Jun 12, 2026 | Jul 17, 2026 |
| $290 | 9.3 | 7.05 | 2.25 | 1.52 | 0.73 | Jun 12, 2026 | Jul 17, 2026 |
| $295 | 6.7 | 9.96 | -3.26 | -3.48 | 0.22 | Jun 12, 2026 | Jul 17, 2026 |
| $300 | 4.7 | 12.5 | -7.8 | -8.48 | 0.68 | Jun 12, 2026 | Jul 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
strike |
text | 5 distinct values ($280, $285, $290…) | |
call_price |
number | 4.7 to 16 | US dollars |
put_price |
number | 3.74 to 12.5 | US dollars |
call_minus_put |
number | -7.8 to 12.26 | |
stock_minus_strike |
number | -8.48 to 11.52 | US dollars |
parity_gap |
number | 0.22 to 0.83 | |
snapshot |
text | 1 distinct value (Jun 12, 2026) | |
expiry |
text | 1 distinct value (Jul 17, 2026) |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
concat('$', 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