{"slug":"short-dated-aex-options","qid":"verval_en_gamma","label":"verval_en_gamma","post_title":"short-dated-aex-options","post_url":"/blog/lang/nl/short-dated-aex-options#q-verval_en_gamma","columns":["looptijd","tijdverval_pct_per_dag","delta_punten_per_procent"],"rows":[{"looptijd":"1 dag","tijdverval_pct_per_dag":73.5,"delta_punten_per_procent":42.2},{"looptijd":"2-5 dagen","tijdverval_pct_per_dag":19.5,"delta_punten_per_procent":31.7},{"looptijd":"6-10 dagen","tijdverval_pct_per_dag":7.1,"delta_punten_per_procent":22},{"looptijd":"11-21 dagen","tijdverval_pct_per_dag":3.8,"delta_punten_per_procent":16.1},{"looptijd":"22-45 dagen","tijdverval_pct_per_dag":1.6,"delta_punten_per_procent":9.8},{"looptijd":"46-90 dagen","tijdverval_pct_per_dag":0.8,"delta_punten_per_procent":6.4}],"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 * abs(toFloat64(theta)) / toFloat64(option_close)), 1)      AS tijdverval_pct_per_dag,\n    round(avg(toFloat64(gamma) * toFloat64(underlying_close)), 1)            AS delta_punten_per_procent\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 option_close > 0.05\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":"2026-09-30T15:49:58.314770+00:00","elapsed":0.299930161}