A 60 cent contract, annualised across holding periods

Name: A 60 cent contract, annualised across holding periods
Creator: Strasmore
Published: 2026-08-22
License: https://www.strasmore.com/terms/

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 2026-08-22, from Event Contract Collateral and Max Loss.

as of 2026-08-22 ranking 7×3read in context →

A 60 cent contract, annualised across holding periods — 7 rows by 3 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
holding_period	return_on_collateral_pct	simple_annualised_pct
7 days	66.7	3476.2
14 days	66.7	1738.1
30 days	66.7	811.1
60 days	66.7	405.6
90 days	66.7	270.4
180 days	66.7	135.2
365 days	66.7	66.7

Rows × columns: 7 × 3
Computed: 2026-08-22
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 A 60 cent contract, annualised across holding periods, derived from the stored result.
Column	Type	Range	Notes
`holding_period`	text	7 distinct values (14 days, 180 days, 30 days…)
`return_on_collateral_pct`	number	every row is 66.7	percent
`simple_annualised_pct`	number	66.7 to 3,476.2	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 2026-08-22, and the query below is what returned them.

the exact SQL behind every number

SELECT
    concat(toString(days_held), ' days')                          AS holding_period,
    round(100 * (100 - 60) / 60, 1)                               AS return_on_collateral_pct,
    round(100 * ((100 - 60) / 60) * (365 / days_held), 1)         AS simple_annualised_pct
FROM
(
    SELECT arrayJoin([7, 14, 30, 60, 90, 180, 365]) AS days_held
)
ORDER BY days_held

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