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The daily mark on one AAPL March 2026 call: premium, intrinsic value, time value

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 2026-10-07, from Options Trade Example: Start to Finish.

as of series 20×6read in context →
The daily mark on one AAPL March 2026 call: premium, intrinsic value, time value — 20 rows by 6 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labeldays_leftpremiumintrinsic_valuetime_value
2026-02-20Feb 20287.407.4
2026-02-23Feb 23258.541.187.36
2026-02-24Feb 242412.357.145.21
2026-02-25Feb 252313.69.234.37
2026-02-26Feb 262212.17.954.15
2026-02-27Feb 27216.8506.85
2026-03-02Mar 2186.7306.73
2026-03-03Mar 3176.2506.25
2026-03-04Mar 4165.105.1
2026-03-05Mar 5153.8403.84
2026-03-06Mar 6143.0403.04
2026-03-09Mar 9113.0303.03
2026-03-10Mar 10103.0503.05
2026-03-11Mar 1192.602.6
2026-03-12Mar 1281.0401.04
2026-03-13Mar 1370.2400.24
2026-03-16Mar 1640.1200.12
2026-03-17Mar 1730.0700.07
2026-03-18Mar 1820.0200.02
2026-03-19Mar 1910.0100.01
Rows × columns
20 × 6
Period covered
to
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 The daily mark on one AAPL March 2026 call: premium, intrinsic value, time value, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-02-20 to 2026-03-19
session_label text 20 distinct values (Feb 20, Feb 23, Feb 24…)
days_left number 1 to 28
premium number 0.01 to 13.6 US dollars
intrinsic_value number 0 to 9.23
time_value number 0.01 to 7.4

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.

WITH
    (
        SELECT round(toFloat64(close), 2)
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'AAPL'
          AND date = '2026-02-20'
    ) AS entry_close,
    (
        SELECT ticker
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND lower(option_type) LIKE 'c%'
          AND expiration_date = '2026-03-20'
          AND date = '2026-02-20'
          AND toFloat64(option_close) > 0
          AND toFloat64(strike_price) > entry_close
        ORDER BY strike_price
        LIMIT 1
    ) AS chosen_contract
SELECT
    toString(date)                                AS session_date,
    formatDateTime(date, '%b %e')                 AS session_label,
    toUInt16(any(g.days_to_expiry))               AS days_left,
    round(toFloat64(any(g.option_close)), 2)      AS premium,
    round(greatest(any(s.stock_close) - toFloat64(any(g.strike_price)), 0.0), 2) AS intrinsic_value,
    round(toFloat64(any(g.option_close))
          - greatest(any(s.stock_close) - toFloat64(any(g.strike_price)), 0.0), 2) AS time_value
FROM global_markets.options_greeks AS g
INNER JOIN
(
    SELECT
        date,
        toFloat64(close) AS stock_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'AAPL'
      AND date BETWEEN '2026-02-20' AND '2026-03-20'
) AS s USING (date)
WHERE g.ticker = chosen_contract
  AND date BETWEEN '2026-02-20' AND '2026-03-20'
GROUP BY date
ORDER BY date
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