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Same AAPL call, same window: session moves for the contract and for the stock

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 2026-08-01, from How Risky Is Options Trading? The Mechanics.

as of series 23×3read in context →
Same AAPL call, same window: session moves for the contract and for the stock — 23 rows by 3 columns, computed from US exchange, SIP and OPRA data.
datestock_move_pctoption_move_pct
2026-04-21-1.94-49.06
2026-04-16-1.29-36.9
2026-05-04-1.01-57.5
2026-05-07-0.63-33.33
2026-04-24-0.62-7.14
2026-04-23-0.58-32.74
2026-04-28-0.58-38.96
2026-05-14-0.55-51.45
2026-05-110.24-32.59
2026-04-300.2646
2026-05-010.46-31.43
2026-04-270.58-30
2026-05-120.7916.67
2026-05-150.79-55
2026-04-200.9621.84
2026-04-290.9944.12
2026-05-081.11138.1
2026-04-171.2110.39
2026-05-131.83162.65
2026-05-06287.18
2026-04-222.0156.9
2026-05-052.63206.25
2026-04-153.18107.32
Rows × columns
23 × 3
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 Same AAPL call, same window: session moves for the contract and for the stock, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-04-15 to 2026-05-15
stock_move_pct number -1.94 to 3.18 percent
option_move_pct number -57.5 to 206.25 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 busiest AS (
    SELECT ticker
    FROM global_markets.options_trades
    WHERE ticker LIKE 'O:AAPL260515C%'
      AND toDate(sip_timestamp) BETWEEN toDate('2026-04-15') AND toDate('2026-05-15')
    GROUP BY ticker
    ORDER BY count() DESC
    LIMIT 1
),
opt AS (
    SELECT toDate(sip_timestamp) AS date,
           argMin(toFloat64(price), sip_timestamp) AS open_px,
           argMax(toFloat64(price), sip_timestamp) AS close_px
    FROM global_markets.options_trades
    WHERE ticker IN (SELECT ticker FROM busiest)
      AND toDate(sip_timestamp) BETWEEN toDate('2026-04-15') AND toDate('2026-05-15')
    GROUP BY date
),
und AS (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS date,
           argMin(toFloat64(open), window_start) AS open_px,
           argMax(toFloat64(close), window_start) AS close_px
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND toDate(toTimeZone(window_start, 'America/New_York')) BETWEEN toDate('2026-04-15') AND toDate('2026-05-15')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY date
)
SELECT o.date AS date,
       round(100 * (u.close_px / u.open_px - 1), 2) AS stock_move_pct,
       round(100 * (o.close_px / o.open_px - 1), 2) AS option_move_pct
FROM opt AS o
INNER JOIN und AS u ON o.date = u.date
WHERE u.open_px > 0 AND o.open_px > 0
ORDER BY stock_move_pct

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