kontrakt_trace

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
    toString(date)                                                                AS handelstag,
    round(avg(delta), 3)                                                          AS put_delta,
    round(avg(toFloat64(underlying_close) / toFloat64(strike_price) - 1) * 100, 2) AS spot_vs_strike_pct,
    any(concat('Verfall ', formatDateTime(expiration_date, '%d.%m.%Y'),
               ', Basispreis ', toString(round(toFloat64(strike_price), 2))))     AS kontrakt
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
  AND iv_converged = 1
  AND date >= today() - 150
  AND ticker IN
  (
      SELECT ticker
      FROM global_markets.options_greeks
      WHERE underlying_symbol = 'AAPL'
        AND lower(option_type) IN ('put', 'p')
        AND iv_converged = 1
        AND volume > 0
        AND days_to_expiry BETWEEN 80 AND 100
        AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02
        AND date >= today() - 150
      GROUP BY ticker
      ORDER BY sum(volume) DESC, ticker ASC
      LIMIT 1
  )
GROUP BY date
ORDER BY date