STRASMORE/EXPLORE 2,595 QUERIES

premium_term_structure

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 ranking 5×3read in context →
premium_term_structure — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
dte_bucketpremium_pct_of_strikesqrt_time_estimate_pct
07-14d2.652.6
15-30d4.374.29
31-60d6.856.64
61-120d9.438.99
121-365d14.2913.36
Rows × columns
5 × 3
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 premium_term_structure, derived from the stored result.
ColumnTypeRangeNotes
dte_bucket text 5 distinct values (07-14d, 121-365d, 15-30d…)
premium_pct_of_strike number 2.65 to 14.29 percent
sqrt_time_estimate_pct number 2.6 to 13.36 percent

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
    multiIf(days_to_expiry <= 14, '07-14d',
            days_to_expiry <= 30, '15-30d',
            days_to_expiry <= 60, '31-60d',
            days_to_expiry <= 120, '61-120d',
            '121-365d')                                                        AS dte_bucket,
    round(100 * avg(toFloat64(option_close) / toFloat64(strike_price)), 2)     AS premium_pct_of_strike,
    round(100 * avg(0.4 * implied_volatility * sqrt(days_to_expiry / 365)), 2) AS sqrt_time_estimate_pct
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 7 AND 365
  AND toFloat64(underlying_close) >= 5
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02
  AND underlying_symbol NOT IN ('SPCX')
GROUP BY dte_bucket
ORDER BY min(days_to_expiry)
⌘/Ctrl + Enter

Work with this data in your AI assistant

Opens ready to query, with this page's data. Free, no account.

More from this analysisstocks-with-the-highest-option-premiums
percent_leaders ranking 12×4 → collectable_premium ranking 12×3 → dollar_leaders table 12×5 → Top 25 weekly-options underlyings by distinct contracts traded, with expiration weekdays ranking 25×4 → Annualized volatility vs total return, 25 large caps, calmest to wildest (~2 years) ranking 25×3 → SPY options median spread by expiration date, near-the-money strikes only ranking 25×4 → See all 2,595 queries →