payoff_shape
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.
| close_price | yes_contract_dollars | call_vertical_dollars |
|---|---|---|
| $95 | 0 | 0 |
| $95.5 | 0 | 0 |
| $96 | 0 | 0 |
| $96.5 | 0 | 0 |
| $97 | 0 | 0 |
| $97.5 | 0 | 0 |
| $98 | 0 | 0 |
| $98.5 | 0 | 0 |
| $99 | 0 | 0 |
| $99.5 | 0 | 0 |
| $100 | 0 | 0 |
| $100.5 | 1000 | 100 |
| $101 | 1000 | 200 |
| $101.5 | 1000 | 300 |
| $102 | 1000 | 400 |
| $102.5 | 1000 | 500 |
| $103 | 1000 | 600 |
| $103.5 | 1000 | 700 |
| $104 | 1000 | 800 |
| $104.5 | 1000 | 900 |
| $105 | 1000 | 1000 |
| $105.5 | 1000 | 1000 |
| $106 | 1000 | 1000 |
| $106.5 | 1000 | 1000 |
| $107 | 1000 | 1000 |
| $107.5 | 1000 | 1000 |
| $108 | 1000 | 1000 |
| $108.5 | 1000 | 1000 |
| $109 | 1000 | 1000 |
| $109.5 | 1000 | 1000 |
| $110 | 1000 | 1000 |
- Rows × columns
- 31 × 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 |
|---|---|---|---|
close_price |
text | 31 distinct values ($100, $100.5, $101…) | |
yes_contract_dollars |
number | 0 to 1,000 | |
call_vertical_dollars |
number | 0 to 1,000 |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
concat('$', toString(toDecimal32(px, 2))) AS close_price,
if(px > 100, 1000, 0) AS yes_contract_dollars,
toUInt32(round(200 * least(greatest(px - 100, 0), 5))) AS call_vertical_dollars
FROM
(
SELECT 95 + arrayJoin(range(31)) * 0.5 AS px
)
ORDER BY px
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