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AAPL call delta by strike distance, 20 to 45 days to expiry, July 2026

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.

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AAPL call delta by strike distance, 20 to 45 days to expiry, July 2026 — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
strike_bandmedian_deltacontract_count
7.5% to 10% in the money0.86105
2.5% to 7.5% in the money0.75274
within 2.5% of the stock0.53286
2.5% to 7.5% out of the money0.31282
7.5% to 10% out of the money0.17131
Rows × columns
5 × 3
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 AAPL call delta by strike distance, 20 to 45 days to expiry, July 2026, derived from the stored result.
ColumnTypeRangeNotes
strike_band text 5 distinct values
median_delta number 0.17 to 0.86
contract_count number 105 to 286 count

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 
SELECT
    multiIf(
        moneyness < -0.075, '7.5% to 10% in the money',
        moneyness < -0.025, '2.5% to 7.5% in the money',
        moneyness <  0.025, 'within 2.5% of the stock',
        moneyness <  0.075, '2.5% to 7.5% out of the money',
                            '7.5% to 10% out of the money') AS strike_band,
    round(quantileDeterministic(0.5)(toFloat64(delta), cityHash64(ticker)), 2) AS median_delta,
    count() AS contract_count
FROM
(
    SELECT
        ticker,
        delta,
        toFloat64(strike_price) / toFloat64(underlying_close) - 1 AS moneyness
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'AAPL'
      AND date >= '2026-07-01'
      AND date <  '2026-08-01'
      AND iv_converged = 1
      AND volume > 0
      AND delta > 0
      AND days_to_expiry BETWEEN 20 AND 45
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) <= 0.10
)
GROUP BY strike_band
ORDER BY min(moneyness)

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