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.
| basispreis | delta | praemie_je_aktie | zeitwert_anteil_pct | hebel |
|---|---|---|---|---|
| 500 USD | 0.94 | 314.79 | 16 | 2.3 |
| 590 USD | 0.87 | 245.19 | 28.8 | 2.7 |
| 600 USD | 0.87 | 236.39 | 30.4 | 2.8 |
| 650 USD | 0.82 | 197.69 | 42.1 | 3.2 |
| 660 USD | 0.81 | 191.27 | 45.4 | 3.2 |
| 690 USD | 0.78 | 171 | 56.4 | 3.5 |
| 700 USD | 0.76 | 164 | 60.7 | 3.5 |
| 710 USD | 0.75 | 157.64 | 65.4 | 3.6 |
| 720 USD | 0.74 | 150.73 | 70.5 | 3.8 |
| 730 USD | 0.72 | 143.75 | 76 | 3.8 |
| 750 USD | 0.7 | 130.81 | 88.9 | 4.1 |
| 760 USD | 0.68 | 125.25 | 96.4 | 4.2 |
| 770 USD | 0.67 | 117.92 | 100 | 4.3 |
| 780 USD | 0.65 | 112.46 | 100 | 4.4 |
| 790 USD | 0.63 | 106.47 | 100 | 4.5 |
| 800 USD | 0.62 | 99.36 | 100 | 4.8 |
| 810 USD | 0.6 | 95.56 | 100 | 4.8 |
| 840 USD | 0.54 | 78.24 | 100 | 5.3 |
| 850 USD | 0.53 | 73.3 | 100 | 5.5 |
| 870 USD | 0.49 | 64.44 | 100 | 5.8 |
| 900 USD | 0.43 | 51.54 | 100 | 6.4 |
| 920 USD | 0.39 | 43.33 | 100 | 6.9 |
| 940 USD | 0.35 | 37.46 | 100 | 7.1 |
| 950 USD | 0.33 | 34.15 | 100 | 7.4 |
| 1000 USD | 0.24 | 21.25 | 100 | 8.6 |
| 1010 USD | 0.23 | 19.64 | 100 | 9 |
| 1040 USD | 0.18 | 14.71 | 100 | 9.4 |
| 1050 USD | 0.17 | 13.65 | 100 | 9.5 |
| 1090 USD | 0.12 | 9.08 | 100 | 10.1 |
| 1100 USD | 0.12 | 8.36 | 100 | 11 |
- Rows × columns
- 30 × 5
- 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 |
|---|---|---|---|
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