One AAPL call: stock, premium and quoted vol, indexed to its first session
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 2026-08-17, from How Options Are Quoted in Volatility.
| session_date | session_label | stock_change_pct | call_premium_change_pct | quoted_vol_change_pct |
|---|---|---|---|---|
| 2026-04-06 | Apr 6 | 0 | 0 | 0 |
| 2026-04-07 | Apr 7 | 0.47 | -27.66 | -12.4 |
| 2026-04-08 | Apr 8 | 0.29 | -10.33 | -4.26 |
| 2026-04-09 | Apr 9 | 0.81 | 0.3 | -2.55 |
| 2026-04-10 | Apr 10 | 1.2 | -11.55 | -8.47 |
| 2026-04-13 | Apr 13 | 0.53 | -18.84 | -6.13 |
| 2026-04-14 | Apr 14 | 0.27 | -14.29 | -2.38 |
| 2026-04-15 | Apr 15 | 3.49 | 42.86 | -0.57 |
| 2026-04-16 | Apr 16 | 2.39 | 20.06 | -0.72 |
| 2026-04-17 | Apr 17 | 4.98 | 65.35 | -2 |
| 2026-04-20 | Apr 20 | 5.29 | 82.98 | 2.92 |
| 2026-04-21 | Apr 21 | 3.78 | 30.7 | -2.53 |
| 2026-04-22 | Apr 22 | 5.8 | 82.37 | 0.63 |
| 2026-04-23 | Apr 23 | 5.7 | 78.12 | 0.75 |
| 2026-04-24 | Apr 24 | 5.04 | 53.5 | -1.51 |
| 2026-04-27 | Apr 27 | 3.87 | 23.4 | -1.61 |
| 2026-04-28 | Apr 28 | 4.5 | 41.34 | 0.94 |
| 2026-04-29 | Apr 29 | 5.06 | 39.82 | -2.6 |
| 2026-04-30 | Apr 30 | 7.17 | 51.98 | -12.64 |
| 2026-05-01 | May 1 | 8.6 | 99.09 | -8.94 |
| 2026-05-04 | May 4 | 7.19 | 59.88 | -7.77 |
| 2026-05-05 | May 5 | 9.5 | 141.95 | -1.54 |
| 2026-05-06 | May 6 | 11.47 | 191.79 | -4.84 |
| 2026-05-07 | May 7 | 11.66 | 173.56 | -10.67 |
| 2026-05-08 | May 8 | 13.94 | 261.09 | -10.01 |
| 2026-05-11 | May 11 | 13.42 | 254.71 | -3.65 |
| 2026-05-12 | May 12 | 14.19 | 286.93 | -2.7 |
| 2026-05-13 | May 13 | 15.7 | 371.12 | 2.82 |
| 2026-05-14 | May 14 | 15.51 | 342.86 | -1.59 |
| 2026-05-15 | May 15 | 16.26 | 374.77 | -1.54 |
- Rows × columns
- 30 × 5
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2026-04-06 to 2026-05-15 | |
session_label |
text | 30 distinct values (Apr 10, Apr 13, Apr 14…) | |
stock_change_pct |
number | 0 to 16.26 | percent |
call_premium_change_pct |
number | -27.66 to 374.77 | percent |
quoted_vol_change_pct |
number | -12.64 to 2.92 | 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.
the exact SQL behind every number
WITH
(
SELECT ticker
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND toFloat64(delta) > 0
AND date BETWEEN '2026-04-06' AND '2026-05-15'
AND expiration_date BETWEEN '2026-06-15' AND '2026-09-30'
AND iv_converged = 1
AND volume > 0
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.03
GROUP BY ticker
ORDER BY sum(volume) DESC
LIMIT 1
) AS traced_call
SELECT
toString(date) AS session_date,
formatDateTime(date, '%b %e') AS session_label,
round(100 * (toFloat64(underlying_close)
/ first_value(toFloat64(underlying_close)) OVER (ORDER BY date ASC) - 1), 2) AS stock_change_pct,
round(100 * (toFloat64(option_close)
/ first_value(toFloat64(option_close)) OVER (ORDER BY date ASC) - 1), 2) AS call_premium_change_pct,
round(100 * (toFloat64(implied_volatility)
/ first_value(toFloat64(implied_volatility)) OVER (ORDER BY date ASC) - 1), 2) AS quoted_vol_change_pct
FROM global_markets.options_greeks
WHERE ticker = traced_call
AND date BETWEEN '2026-04-06' AND '2026-05-15'
AND iv_converged = 1
AND option_close > 0
AND implied_volatility > 0
ORDER BY session_date ASC
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