percent_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.
| symbol | premium_pct_of_strike | iv_pct | underlying_price |
|---|---|---|---|
| META | 6.16 | 52.8 | 734 |
| PLTR | 5.86 | 49.8 | 191.1 |
| TSLA | 5.28 | 44.4 | 380.13 |
| DVN | 4.83 | 38.3 | 48.19 |
| SLV | 4.24 | 36.6 | 58.07 |
| NVDA | 3.9 | 31.8 | 225.07 |
| GOOGL | 3.54 | 30.4 | 339.05 |
| BAC | 3.29 | 25.5 | 56.14 |
| MSFT | 3.25 | 26.1 | 500.31 |
| AAPL | 2.74 | 22.5 | 336.86 |
| QQQ | 2.32 | 18.1 | 740.8 |
| XLF | 1.84 | 16.7 | 54.66 |
- Rows × columns
- 12 × 4
- 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 (AAPL, BAC, DVN…) | |
premium_pct_of_strike |
number | 1.84 to 6.16 | percent |
iv_pct |
number | 16.7 to 52.8 | percent |
underlying_price |
number | 48.19 to 740.8 | US dollars |
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,
round(100 * avg(implied_volatility), 1) AS iv_pct,
round(toFloat64(any(underlying_close)), 2) AS underlying_price
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 premium_pct_of_strike DESC
LIMIT 12
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