cash_account_ladder

Name: cash_account_ladder
Creator: Strasmore
Published: 2026-09-17
License: https://www.strasmore.com/terms/

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 2026-09-17, from how-to-get-approved-for-options-trading.

as of 2026-09-17 table 9×5read in context →

cash_account_ladder — 9 rows by 5 columns, computed 2026-09-17 from US exchange, SIP and OPRA data.
strike	put_price	premium_collected	cash_collateral	premium_pct_of_collateral
740	12.37	1237	74000	1.67
735	10.6	1060	73500	1.44
730	8.96	896	73000	1.23
725	7.71	771	72500	1.06
720	6.58	658	72000	0.91
715	5.72	572	71500	0.8
710	4.87	487	71000	0.69
705	4.19	419	70500	0.59
700	3.59	359	70000	0.51

Rows × columns: 9 × 5
Computed: 2026-09-17
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 cash_account_ladder, derived from the stored result.
Column	Type	Range	Notes
`strike`	number	700 to 740	US dollars
`put_price`	number	3.59 to 12.37	US dollars
`premium_collected`	number	359 to 1,237	US dollars
`cash_collateral`	number	70,000 to 74,000
`premium_pct_of_collateral`	number	0.51 to 1.67	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 2026-09-17, and the query below is what returned them.

the exact SQL behind every number

SELECT
    toInt32(round(toFloat64(strike_price)))                                  AS strike,
    round(any(toFloat64(option_close)), 2)                                   AS put_price,
    toInt32(round(any(toFloat64(option_close)) * 100))                       AS premium_collected,
    toInt32(round(toFloat64(strike_price) * 100))                            AS cash_collateral,
    round(any(toFloat64(option_close)) / toFloat64(strike_price) * 100, 2)   AS premium_pct_of_collateral
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND toDate(date) = toDate('2026-06-12')
  AND toDate(expiration_date) = toDate('2026-07-17')
  AND lower(toString(option_type)) LIKE 'p%'
  AND iv_converged = 1
  AND volume > 0
  AND toFloat64(underlying_close) > 0
  AND toFloat64(strike_price) < toFloat64(underlying_close)
  AND toFloat64(strike_price) >= toFloat64(underlying_close) * 0.94
  AND toInt32(round(toFloat64(strike_price))) % 5 = 0
  AND abs(toFloat64(strike_price) - round(toFloat64(strike_price))) < 0.001
GROUP BY strike_price
ORDER BY strike DESC

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