serie_prima_025

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.

Rows × columns

81 × 4

Period covered

2026-06-08 to 2026-10-01

Computed

2026-10-04

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

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 2026-10-04, and the query below is what returned them.

SELECT
    date,
    formatDateTime(date, '%d/%m/%Y')        AS fecha_label,
    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 0.20 AND 0.30
  AND date >= today() - 120
GROUP BY date
ORDER BY date