STRASMORE/EXPLORE 2,830 QUERIES

atm_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 2026-09-30, from event-contracts-vs-stock-options.

as of ranking 6×3read in context →
atm_premium — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
symbolatm_call_premium_pctexpected_move_pct
AMD6.7216.43
NVDA4.3810.29
MSFT3.418.01
AAPL3.087.22
KO2.25.02
SPY1.633.57
Rows × columns
6 × 3
Computed
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 atm_premium, derived from the stored result.
ColumnTypeRangeNotes
symbol text 6 distinct values (AAPL, AMD, KO…)
atm_call_premium_pct number 1.63 to 6.72 percent
expected_move_pct number 3.57 to 16.43 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(avg(toFloat64(option_close) / toFloat64(underlying_close)) * 100, 2)      AS atm_call_premium_pct,
    round(avg(implied_volatility * sqrt(toFloat64(days_to_expiry) / 365)) * 100, 2) AS expected_move_pct
FROM global_markets.options_greeks
WHERE date >= today() - 60
  AND underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'AMD', 'KO')
  AND lower(option_type) LIKE 'c%'
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 20 AND 45
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02
GROUP BY symbol
ORDER BY atm_call_premium_pct DESC
⌘/Ctrl + Enter

Work with this data in your AI assistant

Opens ready to query, with this page's data. Free, no account.

More from this analysisevent-contracts-vs-stock-options
delta_curve ranking 10×2 → payoff_shape table 31×3 → held_call series 23×3 → Top 25 weekly-options underlyings by distinct contracts traded, with expiration weekdays ranking 25×4 → Annualized volatility vs total return, 25 large caps, calmest to wildest (~2 years) ranking 25×3 → SPY options median spread by expiration date, near-the-money strikes only ranking 25×4 → See all 2,830 queries →