premium_atm

Name: premium_atm
Creator: Strasmore
Published: 2026-10-09
License: https://www.strasmore.com/terms/

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 2026-10-09, from trading-us-options-from-malaysia.

as of 2026-10-09 ranking 6×3read in context →

premium_atm — 6 rows by 3 columns, computed 2026-10-09 from US exchange, SIP and OPRA data.
symbol	premium_usd	premium_pct_harga
MSFT	17.18	3.39
SPY	11.75	1.53
AAPL	9.65	2.9
NVDA	8.2	3.62
JNJ	7.82	2.94
KO	1.94	2.21

Rows × columns: 6 × 3
Computed: 2026-10-09
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_atm, derived from the stored result.
Column	Type	Range	Notes
`symbol`	text	6 distinct values (AAPL, JNJ, KO…)
`premium_usd`	number	1.94 to 17.18	US dollars
`premium_pct_harga`	number	1.53 to 3.62	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 2026-10-09, 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.

WITH
    anchor AS
    (
        SELECT max(date) AS d_max
        FROM global_markets.options_greeks
        WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'JNJ')
    ),
    atm AS
    (
        SELECT
            underlying_symbol,
            toFloat64(option_close)     AS premium,
            toFloat64(underlying_close) AS harga
        FROM global_markets.options_greeks
        WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'JNJ')
          AND date >= (SELECT d_max FROM anchor) - 30
          AND iv_converged = 1
          AND volume > 0
          AND toFloat64(delta) BETWEEN 0.35 AND 0.65
          AND days_to_expiry BETWEEN 20 AND 45
          AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
    )
SELECT
    underlying_symbol                         AS symbol,
    round(avg(premium), 2)                    AS premium_usd,
    round(100 * avg(premium) / avg(harga), 2) AS premium_pct_harga
FROM atm
GROUP BY symbol
ORDER BY premium_usd DESC

SQL to run

WITH
    anchor AS
    (
        SELECT max(date) AS d_max
        FROM global_markets.options_greeks
        WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'JNJ')
    ),
    atm AS
    (
        SELECT
            underlying_symbol,
            toFloat64(option_close)     AS premium,
            toFloat64(underlying_close) AS harga
        FROM global_markets.options_greeks
        WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'JNJ')
          AND date >= (SELECT d_max FROM anchor) - 30
          AND iv_converged = 1
          AND volume > 0
          AND toFloat64(delta) BETWEEN 0.35 AND 0.65
          AND days_to_expiry BETWEEN 20 AND 45
          AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
    )
SELECT
    underlying_symbol                         AS symbol,
    round(avg(premium), 2)                    AS premium_usd,
    round(100 * avg(premium) / avg(harga), 2) AS premium_pct_harga
FROM atm
GROUP BY symbol
ORDER BY premium_usd DESC

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