call_premium
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 2026-09-25, from crypto-covered-call-etfs.
| symbol | atm_premium_pct | otm_premium_pct |
|---|---|---|
| MSTR | 8.07 | 3.1 |
| COIN | 7.31 | 2.81 |
| IBIT | 4.1 | 1.51 |
| KO | 2.1 | 0.77 |
| SPY | 1.48 | 0.49 |
- Rows × columns
- 5 × 3
- 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 |
|---|---|---|---|
symbol |
text | 5 distinct values (COIN, IBIT, KO…) | |
atm_premium_pct |
number | 1.48 to 8.07 | percent |
otm_premium_pct |
number | 0.49 to 3.1 | percent |
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
underlying_symbol AS symbol,
round(avgIf(toFloat64(option_close) / toFloat64(underlying_close) * 100, delta BETWEEN 0.45 AND 0.55), 2) AS atm_premium_pct,
round(avgIf(toFloat64(option_close) / toFloat64(underlying_close) * 100, delta BETWEEN 0.20 AND 0.30), 2) AS otm_premium_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('MSTR', 'COIN', 'IBIT', 'SPY', 'KO')
AND date >= today() - 120
AND iv_converged = 1
AND volume > 0
AND underlying_close > 0
AND option_close > 0
AND days_to_expiry BETWEEN 25 AND 35
GROUP BY symbol
HAVING countIf(delta BETWEEN 0.45 AND 0.55) > 0
AND countIf(delta BETWEEN 0.20 AND 0.30) > 0
ORDER BY atm_premium_pct DESC
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