{"slug":"stocks-with-the-highest-option-premiums","qid":"premium_term_structure","label":"premium_term_structure","post_title":"stocks-with-the-highest-option-premiums","post_url":"/blog/stocks-with-the-highest-option-premiums#q-premium_term_structure","columns":["dte_bucket","premium_pct_of_strike","sqrt_time_estimate_pct"],"rows":[{"dte_bucket":"07-14d","premium_pct_of_strike":2.65,"sqrt_time_estimate_pct":2.6},{"dte_bucket":"15-30d","premium_pct_of_strike":4.37,"sqrt_time_estimate_pct":4.29},{"dte_bucket":"31-60d","premium_pct_of_strike":6.85,"sqrt_time_estimate_pct":6.64},{"dte_bucket":"61-120d","premium_pct_of_strike":9.43,"sqrt_time_estimate_pct":8.99},{"dte_bucket":"121-365d","premium_pct_of_strike":14.29,"sqrt_time_estimate_pct":13.36}],"shape":"ranking","sql":"SELECT\n    multiIf(days_to_expiry <= 14, '07-14d',\n            days_to_expiry <= 30, '15-30d',\n            days_to_expiry <= 60, '31-60d',\n            days_to_expiry <= 120, '61-120d',\n            '121-365d')                                                        AS dte_bucket,\n    round(100 * avg(toFloat64(option_close) / toFloat64(strike_price)), 2)     AS premium_pct_of_strike,\n    round(100 * avg(0.4 * implied_volatility * sqrt(days_to_expiry / 365)), 2) AS sqrt_time_estimate_pct\nFROM global_markets.options_greeks\nWHERE date = (SELECT max(date) FROM global_markets.options_greeks WHERE date >= today() - 30)\n  AND option_type IN ('call', 'C')\n  AND iv_converged = 1\n  AND volume > 0\n  AND days_to_expiry BETWEEN 7 AND 365\n  AND toFloat64(underlying_close) >= 5\n  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02\n  AND underlying_symbol NOT IN ('SPCX')\nGROUP BY dte_bucket\nORDER BY min(days_to_expiry)","computed_at":"2026-09-25T14:51:54.009875+00:00","elapsed":0.262400163}