strike_depth
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 2026-10-07, from how-to-read-a-crypto-option-chain.
| strike_label | contracts_traded | iv_pct | moneyness_pct |
|---|---|---|---|
| 44 | 2581 | 38.3 | -8.9 |
| 45 | 7908 | 36.1 | -7.3 |
| 46 | 11421 | 34.4 | -5.1 |
| 47 | 9368 | 33.6 | -3.2 |
| 48 | 14719 | 34.2 | -1.1 |
| 49 | 7579 | 34.5 | 0.9 |
| 50 | 24677 | 32.9 | 2.8 |
| 51 | 7047 | 31.3 | 5 |
| 52 | 4238 | 35.7 | 7 |
| 53 | 4784 | 36 | 9.2 |
- Rows × columns
- 10 × 4
- 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 |
|---|---|---|---|
strike_label |
text | 10 distinct values (44, 45, 46…) | |
contracts_traded |
number | 2,581 to 24,677 | count |
iv_pct |
number | 31.3 to 38.3 | percent |
moneyness_pct |
number | -8.9 to 9.2 | 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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
toString(toUInt32(round(toFloat64(strike_price)))) AS strike_label,
sum(volume) AS contracts_traded,
round(avg(implied_volatility) * 100, 1) AS iv_pct,
round(avg(toFloat64(strike_price) / toFloat64(underlying_close) - 1) * 100, 1) AS moneyness_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'IBIT'
AND date = (SELECT max(date) FROM global_markets.options_greeks WHERE underlying_symbol = 'IBIT')
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 5 AND 45
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.10
GROUP BY strike_label
ORDER BY min(strike_price)
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