time_value_decay
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 2026-09-28, from options-expiration-day-clock-beijing-time.
| dte_bucket | time_value_usd | sample_size |
|---|---|---|
| 剩 7 天 | 5.03 | 971 |
| 剩 6 天 | 4.54 | 786 |
| 剩 5 天 | 3.86 | 590 |
| 剩 4 天 | 3.46 | 556 |
| 剩 3 天 | 3.2 | 556 |
| 剩 2 天 | 2.91 | 591 |
| 剩 1 天 | 2.01 | 793 |
- Rows × columns
- 7 × 3
- 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 |
|---|---|---|---|
dte_bucket |
text | 7 distinct values (剩 1 天, 剩 2 天, 剩 3 天…) | |
time_value_usd |
number | 2.01 to 5.03 | US dollars |
sample_size |
number | 556 to 971 |
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
concat('剩 ', toString(days_to_expiry), ' 天') AS dte_bucket,
round(avg(toFloat64(option_close) - if(option_type = 'call',
greatest(toFloat64(underlying_close) - toFloat64(strike_price), 0),
greatest(toFloat64(strike_price) - toFloat64(underlying_close), 0))), 2) AS time_value_usd,
count() AS sample_size
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND date >= '2025-07-01'
AND date < '2026-07-01'
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 1 AND 7
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.0015
GROUP BY days_to_expiry
ORDER BY days_to_expiry DESC
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