AAPL by month: the stock's move against the same move capped at 5%

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 2026-08-05, from How to Calculate Covered Call Returns.

Rows × columns

24 × 3

Period covered

2024-08 to 2026-07

Computed

2026-08-05

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 2026-08-05, and the query below is what returned them.

WITH monthly AS
(
    SELECT
        toStartOfMonth(toTimeZone(window_start, 'America/New_York')) AS m,
        toFloat64(argMax(close, window_start))                       AS last_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= '2024-07-01'
      AND window_start <  '2026-08-01'
    GROUP BY m
)
SELECT
    formatDateTime(m, '%Y-%m')                                AS month,
    round(100 * (last_close / prev_close - 1), 2)             AS stock_pct,
    round(least(100 * (last_close / prev_close - 1), 5.0), 2) AS called_away_pct
FROM
(
    SELECT
        m,
        last_close,
        lagInFrame(last_close) OVER (ORDER BY m ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
    FROM monthly
)
WHERE prev_close > 0
ORDER BY m