Near the money 30 day calls ranked by dollar premium

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(toFloat64(any(underlying_close)), 2)                              AS underlying_price,
    round(avg(toFloat64(option_close)), 2)                                  AS call_premium_usd,
    round(100 * avg(toFloat64(option_close) / toFloat64(strike_price)), 2)  AS premium_pct_of_strike,
    formatDateTime(max(date), '%b %e, %Y')                                  AS asof_pretty
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) >= 1000 AND count() >= 3
ORDER BY call_premium_usd DESC
LIMIT 12