{"slug":"options-strategies-by-market-view","qid":"delta_rantai","label":"delta_rantai","post_title":"options-strategies-by-market-view","post_url":"/blog/lang/ms/options-strategies-by-market-view#q-delta_rantai","columns":["strike","delta_call","delta_put_mutlak"],"rows":[{"strike":"260","delta_call":0.697,"delta_put_mutlak":0.304},{"strike":"262.5","delta_call":0.648,"delta_put_mutlak":0.361},{"strike":"265","delta_call":0.591,"delta_put_mutlak":0.415},{"strike":"267.5","delta_call":0.528,"delta_put_mutlak":0.472},{"strike":"270","delta_call":0.468,"delta_put_mutlak":0.529}],"shape":"ranking","sql":"WITH\n    (\n        SELECT max(date)\n        FROM global_markets.options_greeks\n        WHERE underlying_symbol = 'JNJ'\n    ) AS sesi_data,\n    (\n        SELECT min(expiration_date)\n        FROM global_markets.options_greeks\n        WHERE underlying_symbol = 'JNJ'\n          AND date = (SELECT max(date) FROM global_markets.options_greeks WHERE underlying_symbol = 'JNJ')\n          AND iv_converged = 1\n          AND volume > 0\n          AND days_to_expiry >= 10\n          AND toDayOfWeek(expiration_date) = 5\n          AND toDayOfMonth(expiration_date) BETWEEN 15 AND 21\n    ) AS luput_bulanan\nSELECT\n    toString(round(toFloat64(strike_price), 2))                                  AS strike,\n    round(avgIf(toFloat64(delta), option_type IN ('call', 'C')), 3)              AS delta_call,\n    round(abs(avgIf(toFloat64(delta), option_type IN ('put', 'P'))), 3)          AS delta_put_mutlak\nFROM global_markets.options_greeks\nWHERE underlying_symbol = 'JNJ'\n  AND date = sesi_data\n  AND expiration_date = luput_bulanan\n  AND iv_converged = 1\n  AND volume > 4\n  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) <= 0.05\nGROUP BY strike_price\nHAVING countIf(option_type IN ('call', 'C')) > 0\n   AND countIf(option_type IN ('put', 'P')) > 0\nORDER BY strike_price ASC","computed_at":"2026-10-01T15:48:37.965946+00:00","elapsed":0.004697872}