premie_per_looptijd
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 2026-09-30, from short-dated-aex-options.
| looptijd | premie_pct_van_index | premie_pct_per_dag |
|---|---|---|
| 1 dag | 0.373 | 0.373 |
| 2-5 dagen | 0.53 | 0.167 |
| 6-10 dagen | 0.764 | 0.1 |
| 11-21 dagen | 1.036 | 0.074 |
| 22-45 dagen | 1.664 | 0.052 |
| 46-90 dagen | 2.498 | 0.038 |
- Rows × columns
- 6 × 3
- 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 |
|---|---|---|---|
looptijd |
text | 6 distinct values (1 dag, 11-21 dagen, 2-5 dagen…) | |
premie_pct_van_index |
number | 0.373 to 2.498 | percent |
premie_pct_per_dag |
number | 0.038 to 0.373 | percent |
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.
SELECT
multiIf(days_to_expiry = 1, '1 dag',
days_to_expiry <= 5, '2-5 dagen',
days_to_expiry <= 10, '6-10 dagen',
days_to_expiry <= 21, '11-21 dagen',
days_to_expiry <= 45, '22-45 dagen',
'46-90 dagen') AS looptijd,
round(avg(100 * toFloat64(option_close) / toFloat64(underlying_close)), 3) AS premie_pct_van_index,
round(avg(100 * toFloat64(option_close) / toFloat64(underlying_close) / days_to_expiry), 3) AS premie_pct_per_dag
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND date >= today() - 120
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 1 AND 90
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.01
GROUP BY looptijd
ORDER BY min(days_to_expiry)
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