Buyer and seller collateral at every contract price

Name: Buyer and seller collateral at every contract price
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 19×4read in context →

Buyer and seller collateral at every contract price — 19 rows by 4 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
price_cents	buyer_pays_usd	seller_posts_usd	total_locked_usd
5	0.05	0.95	1
10	0.1	0.9	1
15	0.15	0.85	1
20	0.2	0.8	1
25	0.25	0.75	1
30	0.3	0.7	1
35	0.35	0.65	1
40	0.4	0.6	1
45	0.45	0.55	1
50	0.5	0.5	1
55	0.55	0.45	1
60	0.6	0.4	1
65	0.65	0.35	1
70	0.7	0.3	1
75	0.75	0.25	1
80	0.8	0.2	1
85	0.85	0.15	1
90	0.9	0.1	1
95	0.95	0.05	1

Rows × columns: 19 × 4
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 Buyer and seller collateral at every contract price, derived from the stored result.
Column	Type	Range	Notes
`price_cents`	number	5 to 95	US dollars
`buyer_pays_usd`	number	0.05 to 0.95	US dollars
`seller_posts_usd`	number	0.05 to 0.95	US dollars
`total_locked_usd`	number	every row is 1	US dollars

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
    price_cents,
    toDecimal64(round(price_cents / 100, 2), 2)             AS buyer_pays_usd,
    toDecimal64(round((100 - price_cents) / 100, 2), 2)     AS seller_posts_usd,
    toDecimal64(round(price_cents / 100
                    + (100 - price_cents) / 100, 2), 2)     AS total_locked_usd
FROM
(
    SELECT arrayJoin(range(5, 100, 5)) AS price_cents
)
ORDER BY price_cents

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