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.
| date | stock_move_pct | option_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 |
| 2026-05-11 | 0.24 | -32.59 |
| 2026-04-30 | 0.26 | 46 |
| 2026-05-01 | 0.46 | -31.43 |
| 2026-04-27 | 0.58 | -30 |
| 2026-05-12 | 0.79 | 16.67 |
| 2026-05-15 | 0.79 | -55 |
| 2026-04-20 | 0.96 | 21.84 |
| 2026-04-29 | 0.99 | 44.12 |
| 2026-05-08 | 1.11 | 138.1 |
| 2026-04-17 | 1.21 | 10.39 |
| 2026-05-13 | 1.83 | 162.65 |
| 2026-05-06 | 2 | 87.18 |
| 2026-04-22 | 2.01 | 56.9 |
| 2026-05-05 | 2.63 | 206.25 |
| 2026-04-15 | 3.18 | 107.32 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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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