STRASMORE/EXPLORE 2,595 QUERIES

dollar_leaders

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.

as of table 12×5read in context →
dollar_leaders — 12 rows by 5 columns, computed from US exchange, SIP and OPRA data.
symbolunderlying_pricecall_premium_usdpremium_pct_of_strikeasof_pretty
META73445.216.16Sep 23, 2026
TSLA380.1320.055.28Sep 23, 2026
QQQ740.817.112.32Sep 23, 2026
MSFT500.3116.193.25Sep 23, 2026
SPY767.3213.461.77Sep 23, 2026
GOOGL339.05123.54Sep 23, 2026
PLTR191.111.185.86Sep 23, 2026
AAPL336.869.192.74Sep 23, 2026
NVDA225.078.743.9Sep 23, 2026
SLV58.072.464.24Sep 23, 2026
DVN48.192.314.83Sep 23, 2026
BAC56.141.833.29Sep 23, 2026
Rows × columns
12 × 5
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for dollar_leaders, derived from the stored result.
ColumnTypeRangeNotes
symbol text 12 distinct values (AAPL, BAC, DVN…)
underlying_price number 48.19 to 767.32 US dollars
call_premium_usd number 1.83 to 45.21 US dollars
premium_pct_of_strike number 1.77 to 6.16 percent
asof_pretty text 1 distinct value (Sep 23, 2026)

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(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
⌘/Ctrl + Enter

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