What a covered call collects across strikes: AAPL, about one month out

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 chain AS
(
    SELECT
        expiration_date,
        toFloat64(strike_price)                AS strike,
        formatDateTime(any(date), '%b %e, %Y') AS priced_on,
        avg(toFloat64(option_close))           AS premium,
        avg(toFloat64(underlying_close))       AS spot,
        sum(volume)                            AS contracts
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'AAPL'
      AND lower(option_type) IN ('call', 'c')
      AND date >= today() - 30
      AND date = (
              SELECT max(date)
              FROM global_markets.options_greeks
              WHERE underlying_symbol = 'AAPL'
                AND date >= today() - 30
          )
      AND days_to_expiry BETWEEN 20 AND 45
      AND iv_converged = 1
      AND volume > 0
    GROUP BY expiration_date, strike
),
busiest AS
(
    SELECT expiration_date
    FROM chain
    GROUP BY expiration_date
    ORDER BY sum(contracts) DESC
    LIMIT 1
)
SELECT
    concat('$', toString(round(strike, 2))) AS strike_label,
    round(premium, 2)                       AS call_premium,
    round(100 * premium / spot, 2)          AS premium_pct_of_spot,
    round(100 * (strike / spot - 1), 1)     AS above_spot_pct,
    priced_on
FROM chain
WHERE expiration_date IN (SELECT expiration_date FROM busiest)
  AND strike >= spot
  AND strike <= spot * 1.10
ORDER BY strike