{"slug":"short-dated-aex-options","qid":"premie_per_looptijd","label":"premie_per_looptijd","post_title":"short-dated-aex-options","post_url":"/blog/lang/nl/short-dated-aex-options#q-premie_per_looptijd","columns":["looptijd","premie_pct_van_index","premie_pct_per_dag"],"rows":[{"looptijd":"1 dag","premie_pct_van_index":0.373,"premie_pct_per_dag":0.373},{"looptijd":"2-5 dagen","premie_pct_van_index":0.53,"premie_pct_per_dag":0.167},{"looptijd":"6-10 dagen","premie_pct_van_index":0.764,"premie_pct_per_dag":0.1},{"looptijd":"11-21 dagen","premie_pct_van_index":1.036,"premie_pct_per_dag":0.074},{"looptijd":"22-45 dagen","premie_pct_van_index":1.664,"premie_pct_per_dag":0.052},{"looptijd":"46-90 dagen","premie_pct_van_index":2.498,"premie_pct_per_dag":0.038}],"shape":"ranking","sql":"SELECT\n    multiIf(days_to_expiry = 1,   '1 dag',\n            days_to_expiry <= 5,  '2-5 dagen',\n            days_to_expiry <= 10, '6-10 dagen',\n            days_to_expiry <= 21, '11-21 dagen',\n            days_to_expiry <= 45, '22-45 dagen',\n                                  '46-90 dagen')                                        AS looptijd,\n    round(avg(100 * toFloat64(option_close) / toFloat64(underlying_close)), 3)           AS premie_pct_van_index,\n    round(avg(100 * toFloat64(option_close) / toFloat64(underlying_close) / days_to_expiry), 3) AS premie_pct_per_dag\nFROM global_markets.options_greeks\nWHERE underlying_symbol = 'SPY'\n  AND date >= today() - 120\n  AND iv_converged = 1\n  AND volume > 0\n  AND days_to_expiry BETWEEN 1 AND 90\n  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.01\nGROUP BY looptijd\nORDER BY min(days_to_expiry)","computed_at":"2026-09-30T15:49:57.926441+00:00","elapsed":0.237131699}