held_call

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.

WITH
    start_day AS
    (
        SELECT max(date) AS d
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date <= '2026-05-15'
    ),
    pick AS
    (
        SELECT ticker
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date = (SELECT d FROM start_day)
          AND lower(option_type) LIKE 'c%'
          AND iv_converged = 1
          AND volume > 0
          AND days_to_expiry BETWEEN 25 AND 60
        ORDER BY abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) ASC, volume DESC
        LIMIT 1
    ),
    base AS
    (
        SELECT
            argMin(toFloat64(underlying_close), date) AS spot_0,
            argMin(toFloat64(option_close), date)     AS call_0
        FROM global_markets.options_greeks
        WHERE ticker IN (SELECT ticker FROM pick)
          AND date >= (SELECT d FROM start_day)
          AND volume > 0
          AND toFloat64(option_close) > 0
    )
SELECT
    toString(g.date)                                               AS date,
    round(100 * (toFloat64(g.underlying_close) / b.spot_0 - 1), 2) AS stock_change_pct,
    round(100 * (toFloat64(g.option_close) / b.call_0 - 1), 2)     AS call_change_pct
FROM global_markets.options_greeks AS g
CROSS JOIN base AS b
WHERE g.ticker IN (SELECT ticker FROM pick)
  AND g.date >= (SELECT d FROM start_day)
  AND g.volume > 0
  AND toFloat64(g.option_close) > 0
ORDER BY g.date