prima_por_delta
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 2026-10-04, from how-option-premiums-are-taxed-in-spain.
| delta_bucket | prima_media | iv_media_pct |
|---|---|---|
| 0 a 0.1 | 0.81 | 24.9 |
| 0.1 a 0.2 | 1.83 | 24.4 |
| 0.2 a 0.3 | 3.57 | 24.2 |
| 0.3 a 0.4 | 5.71 | 24.4 |
| 0.4 a 0.5 | 8.32 | 24.7 |
| 0.5 a 0.6 | 11.41 | 24.9 |
| 0.6 a 0.7 | 15.66 | 25.9 |
| 0.7 a 0.8 | 19.66 | 26.7 |
- Rows × columns
- 8 × 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 |
|---|---|---|---|
delta_bucket |
text | 8 distinct values (0 a 0.1, 0.1 a 0.2, 0.2 a 0.3…) | |
prima_media |
number | 0.81 to 19.66 | |
iv_media_pct |
number | 24.2 to 26.7 | 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
concat(toString(round(floor(delta * 10) / 10, 1)),
' a ',
toString(round(floor(delta * 10) / 10 + 0.1, 1))) AS delta_bucket,
round(avg(toFloat64(option_close)), 2) AS prima_media,
round(avg(implied_volatility) * 100, 1) AS iv_media_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND lower(option_type) IN ('call', 'c')
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 30 AND 45
AND delta BETWEEN 0.05 AND 0.75
AND date >= today() - 60
GROUP BY delta_bucket
ORDER BY min(delta)
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