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AAPL call and put delta across the strike ladder, 20 to 45 days to expiry

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 2026-08-06, from Portfolio Delta and Beta Weighting Explained.

as of ranking 12×4read in context →
AAPL call and put delta across the strike ladder, 20 to 45 days to expiry — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
strike_vs_spotcall_deltaput_deltacontract_count
-12%0.924-0.0844
-10%0.855-0.1095
-8%0.914-0.1444
-6%0.815-0.1876
-4%0.718-0.2812
-2%0.602-0.3986
0%0.515-0.4856
+2%0.429-0.576
+4%0.343-0.6546
+6%0.267-0.7546
+8%0.171-0.78810
+10%0.106-0.8344
Rows × columns
12 × 4
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 AAPL call and put delta across the strike ladder, 20 to 45 days to expiry, derived from the stored result.
ColumnTypeRangeNotes
strike_vs_spot text 12 distinct values (+10%, +2%, +4%…)
call_delta number 0.106 to 0.924
put_delta number -0.834 to -0.084
contract_count number 4 to 12 count

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.

the exact SQL behind every number 
SELECT
    concat(if(bucket_pct > 0, '+', ''), toString(bucket_pct), '%') AS strike_vs_spot,
    round(avgIf(contract_delta, contract_delta > 0), 3)            AS call_delta,
    round(avgIf(contract_delta, contract_delta < 0), 3)            AS put_delta,
    count()                                                        AS contract_count
FROM
(
    SELECT
        toInt32(round((toFloat64(strike_price) / toFloat64(underlying_close) - 1) * 50)) * 2 AS bucket_pct,
        toFloat64(delta)                                                                     AS contract_delta
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'AAPL'
      AND date >= toDate('2026-06-30')
      AND date <  toDate('2026-07-01')
      AND iv_converged = 1
      AND volume > 0
      AND days_to_expiry BETWEEN 20 AND 45
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) <= 0.12
)
GROUP BY bucket_pct
HAVING countIf(contract_delta > 0) > 0 AND countIf(contract_delta < 0) > 0
ORDER BY bucket_pct

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