collectable_premium
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 2026-09-25, from stocks-with-the-highest-option-premiums.
| symbol | premium_pct_of_strike | contract_volume |
|---|---|---|
| SOXL | 12.78 | 112 |
| MRNA | 9.84 | 309 |
| CRWV | 9.23 | 653 |
| BE | 8.81 | 312 |
| BMNR | 8.72 | 153 |
| ARM | 8.52 | 204 |
| SNDK | 8.49 | 453 |
| WDC | 8.4 | 128 |
| RKLB | 8.08 | 182 |
| ACMR | 7.98 | 138 |
| HOOD | 7.97 | 248 |
| MRVL | 7.69 | 125 |
- Rows × columns
- 12 × 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 |
|---|---|---|---|
symbol |
text | 12 distinct values (ACMR, ARM, BE…) | |
premium_pct_of_strike |
number | 7.69 to 12.78 | percent |
contract_volume |
number | 112 to 653 | count |
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
underlying_symbol AS symbol,
round(100 * avg(toFloat64(option_close) / toFloat64(strike_price)), 2) AS premium_pct_of_strike,
toUInt64(sum(volume)) AS contract_volume
FROM global_markets.options_greeks
WHERE date = (SELECT max(date) FROM global_markets.options_greeks WHERE date >= today() - 30)
AND option_type IN ('call', 'C')
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 25 AND 35
AND toFloat64(underlying_close) >= 5
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.025
AND underlying_symbol NOT IN ('SPCX')
GROUP BY underlying_symbol
HAVING sum(volume) >= 100 AND count() >= 3
ORDER BY premium_pct_of_strike DESC
LIMIT 12
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