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What a 30-day SPY option cost at each distance from spot, May 2026 averages

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 2026-08-07, from Iron Condor vs Iron Butterfly: Break-Evens.

as of ranking 13×3read in context →
What a 30-day SPY option cost at each distance from spot, May 2026 averages — 13 rows by 3 columns, computed from US exchange, SIP and OPRA data.
strike_vs_spotcall_priceput_price
-6%49.022.74
-5%42.333.41
-4%35.944.3
-3%29.685.44
-2%23.936.96
-1%18.388.98
0%13.5511.62
+1%9.4414.82
+2%6.1418.76
+3%3.7124
+4%2.1530.35
+5%1.2136.87
+6%0.7244.04
Rows × columns
13 × 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 What a 30-day SPY option cost at each distance from spot, May 2026 averages, derived from the stored result.
ColumnTypeRangeNotes
strike_vs_spot text 13 distinct values (+1%, +2%, +3%…)
call_price number 0.72 to 49.02 US dollars
put_price number 2.74 to 44.04 US dollars

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
    concat(if(off_pct > 0, '+', ''), toString(off_pct), '%') AS strike_vs_spot,
    round(avgIf(px, leg = 'call'), 2)                        AS call_price,
    round(avgIf(px, leg = 'put'), 2)                         AS put_price
FROM
(
    SELECT
        toInt32(round((toFloat64(strike_price) / toFloat64(underlying_close) - 1) * 100)) AS off_pct,
        if(lower(toString(option_type)) LIKE 'c%', 'call', 'put')                         AS leg,
        toFloat64(option_close)                                                           AS px
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'SPY'
      AND date BETWEEN '2026-05-01' AND '2026-05-29'
      AND days_to_expiry BETWEEN 25 AND 35
      AND volume > 0
      AND (lower(toString(option_type)) LIKE 'c%' OR lower(toString(option_type)) LIKE 'p%')
)
GROUP BY off_pct
HAVING off_pct BETWEEN -6 AND 6
   AND countIf(leg = 'call') > 0
   AND countIf(leg = 'put') > 0
ORDER BY off_pct

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