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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.

as of series 30×5read in context →
One AAPL call: stock, premium and quoted vol, indexed to its first session — 30 rows by 5 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelstock_change_pctcall_premium_change_pctquoted_vol_change_pct
2026-04-06Apr 6000
2026-04-07Apr 70.47-27.66-12.4
2026-04-08Apr 80.29-10.33-4.26
2026-04-09Apr 90.810.3-2.55
2026-04-10Apr 101.2-11.55-8.47
2026-04-13Apr 130.53-18.84-6.13
2026-04-14Apr 140.27-14.29-2.38
2026-04-15Apr 153.4942.86-0.57
2026-04-16Apr 162.3920.06-0.72
2026-04-17Apr 174.9865.35-2
2026-04-20Apr 205.2982.982.92
2026-04-21Apr 213.7830.7-2.53
2026-04-22Apr 225.882.370.63
2026-04-23Apr 235.778.120.75
2026-04-24Apr 245.0453.5-1.51
2026-04-27Apr 273.8723.4-1.61
2026-04-28Apr 284.541.340.94
2026-04-29Apr 295.0639.82-2.6
2026-04-30Apr 307.1751.98-12.64
2026-05-01May 18.699.09-8.94
2026-05-04May 47.1959.88-7.77
2026-05-05May 59.5141.95-1.54
2026-05-06May 611.47191.79-4.84
2026-05-07May 711.66173.56-10.67
2026-05-08May 813.94261.09-10.01
2026-05-11May 1113.42254.71-3.65
2026-05-12May 1214.19286.93-2.7
2026-05-13May 1315.7371.122.82
2026-05-14May 1415.51342.86-1.59
2026-05-15May 1516.26374.77-1.54
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for One AAPL call: stock, premium and quoted vol, indexed to its first session, derived from the stored result.
ColumnTypeRangeNotes
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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