countdown
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 2026-09-11, from options-expiration-vocabulary.
| session_date | pretty_zh | dte | premium | call_delta | daily_volume | contract |
|---|---|---|---|---|---|---|
| 2026-07-06 | 7月6日 | 11 | 5.7 | 0.52 | 2132 | O:AAPL260717C00312500 |
| 2026-07-07 | 7月7日 | 10 | 4.35 | 0.48 | 2114 | O:AAPL260717C00312500 |
| 2026-07-08 | 7月8日 | 9 | 5.65 | 0.54 | 2310 | O:AAPL260717C00312500 |
| 2026-07-09 | 7月9日 | 8 | 6.75 | 0.6 | 12421 | O:AAPL260717C00312500 |
| 2026-07-10 | 7月10日 | 7 | 5.7 | 0.61 | 2660 | O:AAPL260717C00312500 |
| 2026-07-13 | 7月13日 | 4 | 6.79 | 0.74 | 1390 | O:AAPL260717C00312500 |
| 2026-07-14 | 7月14日 | 3 | 4.54 | 0.68 | 5984 | O:AAPL260717C00312500 |
| 2026-07-15 | 7月15日 | 2 | 15.27 | 1 | 976 | O:AAPL260717C00312500 |
| 2026-07-16 | 7月16日 | 1 | 21.01 | 1 | 320 | O:AAPL260717C00312500 |
- Rows × columns
- 9 × 7
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2026-07-06 to 2026-07-16 | |
pretty_zh |
text | 9 distinct values (7月10日, 7月13日, 7月14日…) | |
dte |
number | 1 to 11 | |
premium |
number | 4.35 to 21.01 | US dollars |
call_delta |
number | 0.48 to 1 | |
daily_volume |
number | 320 to 12,421 | count |
contract |
text | 1 distinct value (O:AAPL260717C00312500) |
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 argMin(strike_price, abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1))
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND toDate(date) = toDate('2026-07-06')
AND toDate(expiration_date) = toDate('2026-07-17')
AND lower(toString(option_type)) IN ('call', 'c')
AND iv_converged = 1
AND volume > 0
) AS atm_strike
SELECT
toString(toDate(date)) AS session_date,
concat(toString(toMonth(toDate(date))), '月',
toString(toDayOfMonth(toDate(date))), '日') AS pretty_zh,
min(days_to_expiry) AS dte,
round(max(toFloat64(option_close)), 2) AS premium,
round(max(toFloat64(delta)), 2) AS call_delta,
max(volume) AS daily_volume,
any(ticker) AS contract
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND toDate(expiration_date) = toDate('2026-07-17')
AND lower(toString(option_type)) IN ('call', 'c')
AND strike_price = atm_strike
AND toDate(date) BETWEEN toDate('2026-07-06') AND toDate('2026-07-17')
AND volume > 0
GROUP BY session_date, pretty_zh
ORDER BY session_date
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