A 60 cent contract, annualised across holding periods
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 2026-09-26, from Event Contract Collateral and Max Loss.
| 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
- 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 |
|---|---|---|---|
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 , 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(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
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.