One near-money call each, premium as a share of the stock (Jul 6 2026)
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 2026-08-14, from Why Some Options Cost So Much More.
| instrument | spot | call_premium | premium_pct_of_spot |
|---|---|---|---|
| SPY | 751 | 7.35 | 0.98 |
| TSLA | 417 | 16 | 3.84 |
- Rows × columns
- 2 × 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 |
|---|---|---|---|
instrument |
text | 2 distinct values (SPY, TSLA) | |
spot |
number | 417 to 751 | |
call_premium |
number | 7.35 to 16 | US dollars |
premium_pct_of_spot |
number | 0.98 to 3.84 | 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 underlying_symbol AS instrument,
round(avg(underlying_close), 0) AS spot,
round(avg(option_close), 2) AS call_premium,
round(avg(option_close) / avg(underlying_close) * 100, 2) AS premium_pct_of_spot
FROM global_markets.options_greeks
WHERE date = '2026-07-06'
AND implied_volatility > 0.02
AND ticker IN ('O:SPY260717C00750000', 'O:TSLA260717C00415000')
GROUP BY instrument
ORDER BY premium_pct_of_spot
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