rueckblick

Name: rueckblick
Creator: Strasmore
Published: 2026-09-20
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 2026-09-20, from itm-vs-otm-leaps.

as of 2026-09-20 table 3×14read in context →

rueckblick — 3 rows by 14 columns, computed 2026-09-20 from US exchange, SIP and OPRA data.
strike_type	basispreis	verfall	spy_start	spy_ende	spy_veraenderung_pct	praemie_start	praemie_ende	praemie_veraenderung_pct	delta_start	delta_ende	zeitwert_anteil_start_pct	zeitwert_anteil_ende_pct	stichtag_ende
ITM (Delta ~0,80)	610	17.12.2027	657.25	757.5286	15.3	119.75	188.5	57.4	0.8	0.89	60.5	21.7	10.09.2026
ATM (Delta ~0,50)	730	17.12.2027	657.25	764.48	16.3	50.17	105.01	109.3	0.52	0.71	100	67.2	11.09.2026
OTM (Delta ~0,30)	805	17.12.2027	657.25	764.48	16.3	21.4	55.74	160.5	0.31	0.53	100	100	11.09.2026

Rows × columns: 3 × 14
Computed: 2026-09-20
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 rueckblick, derived from the stored result.
Column	Type	Range	Notes
`strike_type`	text	3 distinct values
`basispreis`	number	610 to 805
`verfall`	text	1 distinct value (17.12.2027)
`spy_start`	number	every row is 657.25
`spy_ende`	number	757.5286 to 764.48
`spy_veraenderung_pct`	number	15.3 to 16.3	percent
`praemie_start`	number	21.4 to 119.75
`praemie_ende`	number	55.74 to 188.5
`praemie_veraenderung_pct`	number	57.4 to 160.5	percent
`delta_start`	number	0.31 to 0.8
`delta_ende`	number	0.53 to 0.89
`zeitwert_anteil_start_pct`	number	60.5 to 100	percent
`zeitwert_anteil_ende_pct`	number	21.7 to 100	percent
`stichtag_ende`	text	2 distinct values (10.09.2026, 11.09.2026)

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 2026-09-20, 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
    a.strike_type                                                        AS strike_type,
    a.basispreis                                                         AS basispreis,
    formatDateTime(a.verfall, '%d.%m.%Y')                                AS verfall,
    a.spy_start                                                          AS spy_start,
    b.spy_ende                                                           AS spy_ende,
    round((b.spy_ende / a.spy_start - 1) * 100, 1)                       AS spy_veraenderung_pct,
    a.praemie_start                                                      AS praemie_start,
    b.praemie_ende                                                       AS praemie_ende,
    round((b.praemie_ende / a.praemie_start - 1) * 100, 1)               AS praemie_veraenderung_pct,
    round(a.delta_start, 2)                                              AS delta_start,
    round(b.delta_ende, 2)                                               AS delta_ende,
    round(a.zeitwert_anteil_start, 1)                                    AS zeitwert_anteil_start_pct,
    round((b.praemie_ende - greatest(b.spy_ende - a.basispreis, 0)) / b.praemie_ende * 100, 1) AS zeitwert_anteil_ende_pct,
    formatDateTime(b.end_datum, '%d.%m.%Y')                              AS stichtag_ende
FROM
(
    SELECT
        ['ITM (Delta ~0,80)', 'ATM (Delta ~0,50)', 'OTM (Delta ~0,30)'][i] AS strike_type,
        [0.80, 0.50, 0.30][i]                                              AS ziel_delta,
        argMin(tuple(ticker, toFloat64(strike_price), toFloat64(option_close), toFloat64(underlying_close),
                     toFloat64(delta), expiration_date),
               abs(toFloat64(delta) - [0.80, 0.50, 0.30][i]))              AS best,
        tupleElement(best, 1)                                              AS kontrakt,
        tupleElement(best, 2)                                              AS basispreis,
        tupleElement(best, 3)                                              AS praemie_start,
        tupleElement(best, 4)                                              AS spy_start,
        tupleElement(best, 5)                                              AS delta_start,
        tupleElement(best, 6)                                              AS verfall,
        (praemie_start - greatest(spy_start - basispreis, 0)) / praemie_start * 100 AS zeitwert_anteil_start
    FROM global_markets.options_greeks
    ARRAY JOIN [1, 2, 3] AS i
    WHERE underlying_symbol = 'SPY'
      AND option_type IN ('call', 'C', 'CALL')
      AND date = '2025-09-12'
      AND iv_converged = 1
      AND volume > 0
      AND option_close > 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 = '2025-09-12'
                AND iv_converged = 1
                AND volume > 0
                AND days_to_expiry >= 365
              GROUP BY expiration_date
              HAVING count() >= 15
          )
      )
    GROUP BY i
) AS a
INNER JOIN
(
    SELECT
        ticker,
        argMax(toFloat64(option_close), date)     AS praemie_ende,
        argMax(toFloat64(underlying_close), date) AS spy_ende,
        argMax(toFloat64(delta), date)            AS delta_ende,
        max(date)                                 AS end_datum
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'SPY'
      AND option_type IN ('call', 'C', 'CALL')
      AND date BETWEEN '2026-09-01' AND '2026-09-11'
      AND expiration_date >= '2026-12-01'
      AND option_close > 0
    GROUP BY ticker
) AS b ON b.ticker = a.kontrakt
ORDER BY a.ziel_delta DESC

SQL to run

SELECT
    a.strike_type                                                        AS strike_type,
    a.basispreis                                                         AS basispreis,
    formatDateTime(a.verfall, '%d.%m.%Y')                                AS verfall,
    a.spy_start                                                          AS spy_start,
    b.spy_ende                                                           AS spy_ende,
    round((b.spy_ende / a.spy_start - 1) * 100, 1)                       AS spy_veraenderung_pct,
    a.praemie_start                                                      AS praemie_start,
    b.praemie_ende                                                       AS praemie_ende,
    round((b.praemie_ende / a.praemie_start - 1) * 100, 1)               AS praemie_veraenderung_pct,
    round(a.delta_start, 2)                                              AS delta_start,
    round(b.delta_ende, 2)                                               AS delta_ende,
    round(a.zeitwert_anteil_start, 1)                                    AS zeitwert_anteil_start_pct,
    round((b.praemie_ende - greatest(b.spy_ende - a.basispreis, 0)) / b.praemie_ende * 100, 1) AS zeitwert_anteil_ende_pct,
    formatDateTime(b.end_datum, '%d.%m.%Y')                              AS stichtag_ende
FROM
(
    SELECT
        ['ITM (Delta ~0,80)', 'ATM (Delta ~0,50)', 'OTM (Delta ~0,30)'][i] AS strike_type,
        [0.80, 0.50, 0.30][i]                                              AS ziel_delta,
        argMin(tuple(ticker, toFloat64(strike_price), toFloat64(option_close), toFloat64(underlying_close),
                     toFloat64(delta), expiration_date),
               abs(toFloat64(delta) - [0.80, 0.50, 0.30][i]))              AS best,
        tupleElement(best, 1)                                              AS kontrakt,
        tupleElement(best, 2)                                              AS basispreis,
        tupleElement(best, 3)                                              AS praemie_start,
        tupleElement(best, 4)                                              AS spy_start,
        tupleElement(best, 5)                                              AS delta_start,
        tupleElement(best, 6)                                              AS verfall,
        (praemie_start - greatest(spy_start - basispreis, 0)) / praemie_start * 100 AS zeitwert_anteil_start
    FROM global_markets.options_greeks
    ARRAY JOIN [1, 2, 3] AS i
    WHERE underlying_symbol = 'SPY'
      AND option_type IN ('call', 'C', 'CALL')
      AND date = '2025-09-12'
      AND iv_converged = 1
      AND volume > 0
      AND option_close > 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 = '2025-09-12'
                AND iv_converged = 1
                AND volume > 0
                AND days_to_expiry >= 365
              GROUP BY expiration_date
              HAVING count() >= 15
          )
      )
    GROUP BY i
) AS a
INNER JOIN
(
    SELECT
        ticker,
        argMax(toFloat64(option_close), date)     AS praemie_ende,
        argMax(toFloat64(underlying_close), date) AS spy_ende,
        argMax(toFloat64(delta), date)            AS delta_ende,
        max(date)                                 AS end_datum
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'SPY'
      AND option_type IN ('call', 'C', 'CALL')
      AND date BETWEEN '2026-09-01' AND '2026-09-11'
      AND expiration_date >= '2026-12-01'
      AND option_close > 0
    GROUP BY ticker
) AS b ON b.ticker = a.kontrakt
ORDER BY a.ziel_delta DESC

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