STRASMORE/EXPLORE 2,882 QUERIES

spy_call_ladder

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 2026-10-01, from reading-an-event-contract-ladder.

as of ranking 12×3read in context →
spy_call_ladder — 12 rows by 3 columns, computed from US exchange, SIP and OPRA data.
strikecall_priceas_of_label
70059.13May 29, 2026
71049.74May 29, 2026
72040.14May 29, 2026
73030.99May 29, 2026
74023.03May 29, 2026
75015.02May 29, 2026
7608.98May 29, 2026
7704.59May 29, 2026
7801.97May 29, 2026
7900.83May 29, 2026
8000.26May 29, 2026
8100.11May 29, 2026
Rows × columns
12 × 3
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 spy_call_ladder, derived from the stored result.
ColumnTypeRangeNotes
strike number 700 to 810 US dollars
call_price number 0.11 to 59.13 US dollars
as_of_label text 1 distinct value (May 29, 2026)

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
    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
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