spy_call_ladder

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
    pinned AS
    (
        SELECT max(date) AS as_of
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'SPY'
          AND date <= '2026-05-29'
    ),
    chain AS
    (
        SELECT
            date,
            expiration_date,
            strike_price,
            option_close,
            underlying_close,
            volume
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'SPY'
          AND date = (SELECT as_of FROM pinned)
          AND iv_converged = 1
          AND volume > 0
          AND delta > 0.01
          AND delta < 0.99
          AND days_to_expiry BETWEEN 20 AND 45
          AND toDayOfWeek(expiration_date) = 5
    ),
    busiest AS
    (
        SELECT expiration_date
        FROM chain
        GROUP BY expiration_date
        ORDER BY sum(volume) DESC
        LIMIT 1
    )
SELECT
    toUInt32(round(toFloat64(strike_price)))   AS strike,
    round(avg(toFloat64(option_close)), 2)     AS call_price,
    formatDateTime(any(date), '%b %e, %Y')     AS as_of_label
FROM chain
WHERE expiration_date = (SELECT expiration_date FROM busiest)
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.08
  AND modulo(toUInt32(round(toFloat64(strike_price))), 10) = 0
GROUP BY strike
ORDER BY strike