STRASMORE/EXPLORE 2,358 QUERIES

call_ladder

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 2026-09-18, from how-much-money-do-you-need-to-trade-options.

as of table 8×5read in context →
call_ladder — 8 rows by 5 columns, computed from US exchange, SIP and OPRA data.
strikepct_above_closecall_deltacash_to_buy_usdstock_close
2100.50.51632208.9
212.51.70.45515208.9
2152.90.38405208.9
217.54.10.33325208.9
2205.30.27253208.9
222.56.50.22190208.9
2257.70.18143208.9
227.58.90.14111208.9
Rows × columns
8 × 5
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 call_ladder, derived from the stored result.
ColumnTypeRangeNotes
strike text 8 distinct values (210, 212.5, 215…)
pct_above_close number 0.5 to 8.9 percent
call_delta number 0.14 to 0.51
cash_to_buy_usd number 111 to 632 US dollars
stock_close text 1 distinct value (208.9)

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.

the exact SQL behind every number 
SELECT
    toString(toFloat64(strike_price))                                                 AS strike,
    round((toFloat64(strike_price) / toFloat64(max(underlying_close)) - 1) * 100, 1)  AS pct_above_close,
    round(toFloat64(max(delta)), 2)                                                   AS call_delta,
    toUInt32(round(toFloat64(max(option_close)) * 100))                               AS cash_to_buy_usd,
    toString(round(toFloat64(max(underlying_close)), 2))                              AS stock_close
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
  AND toDate(date) = '2025-05-19'
  AND toDate(expiration_date) = '2025-06-20'
  AND lower(toString(option_type)) IN ('c', 'call')
  AND iv_converged = 1
  AND volume > 0
  AND toFloat64(strike_price) >= toFloat64(underlying_close)
  AND toFloat64(option_close) >= 0.90
GROUP BY strike_price
ORDER BY strike_price

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