STRASMORE/EXPLORE 2,433 QUERIES

kurve

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 2026-09-20, from itm-vs-otm-leaps.

as of table 30×5read in context →
kurve — 30 rows by 5 columns, computed from US exchange, SIP and OPRA data.
basispreisdeltapraemie_je_aktiezeitwert_anteil_pcthebel
500 USD0.94314.79162.3
590 USD0.87245.1928.82.7
600 USD0.87236.3930.42.8
650 USD0.82197.6942.13.2
660 USD0.81191.2745.43.2
690 USD0.7817156.43.5
700 USD0.7616460.73.5
710 USD0.75157.6465.43.6
720 USD0.74150.7370.53.8
730 USD0.72143.75763.8
750 USD0.7130.8188.94.1
760 USD0.68125.2596.44.2
770 USD0.67117.921004.3
780 USD0.65112.461004.4
790 USD0.63106.471004.5
800 USD0.6299.361004.8
810 USD0.695.561004.8
840 USD0.5478.241005.3
850 USD0.5373.31005.5
870 USD0.4964.441005.8
900 USD0.4351.541006.4
920 USD0.3943.331006.9
940 USD0.3537.461007.1
950 USD0.3334.151007.4
1000 USD0.2421.251008.6
1010 USD0.2319.641009
1040 USD0.1814.711009.4
1050 USD0.1713.651009.5
1090 USD0.129.0810010.1
1100 USD0.128.3610011
Rows × columns
30 × 5
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 kurve, derived from the stored result.
ColumnTypeRangeNotes
basispreis text 30 distinct values (1000 USD, 1010 USD, 1040 USD…)
delta number 0.12 to 0.94
praemie_je_aktie number 8.36 to 314.79
zeitwert_anteil_pct number 16 to 100 percent
hebel number 2.3 to 11

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
    concat(toString(toInt32(strike_price)), ' USD')                                       AS basispreis,
    round(toFloat64(delta), 2)                                                             AS delta,
    round(toFloat64(option_close), 2)                                                      AS praemie_je_aktie,
    round((toFloat64(option_close) - greatest(toFloat64(underlying_close) - toFloat64(strike_price), 0)) / toFloat64(option_close) * 100, 1) AS zeitwert_anteil_pct,
    round(toFloat64(delta) * toFloat64(underlying_close) / toFloat64(option_close), 1)     AS hebel
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND option_type IN ('call', 'C', 'CALL')
  AND date = '2026-09-11'
  AND iv_converged = 1
  AND volume > 0
  AND option_close > 0
  AND toFloat64(delta) BETWEEN 0.12 AND 0.95
  AND modulo(toInt32(strike_price), 10) = 0
  AND expiration_date =
  (
      SELECT max(expiration_date)
      FROM
      (
          SELECT expiration_date
          FROM global_markets.options_greeks
          WHERE underlying_symbol = 'SPY'
            AND option_type IN ('call', 'C', 'CALL')
            AND date = '2026-09-11'
            AND iv_converged = 1
            AND volume > 0
            AND days_to_expiry >= 365
          GROUP BY expiration_date
          HAVING count() >= 15
      )
  )
ORDER BY strike_price
LIMIT 60
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