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.
| symbol | atm_call_premium_pct | expected_move_pct |
|---|---|---|
| AMD | 6.72 | 16.43 |
| NVDA | 4.38 | 10.29 |
| MSFT | 3.41 | 8.01 |
| AAPL | 3.08 | 7.22 |
| KO | 2.2 | 5.02 |
| SPY | 1.63 | 3.57 |
- Rows × columns
- 6 × 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 | 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
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