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The $740 call split into intrinsic and time value, five key sessions

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 2026-07-16, from What Are Call Options?.

as of series 5×4read in context →
The $740 call split into intrinsic and time value, five key sessions — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
datecall_priceintrinsic_valuetime_value
2026-05-017.2207.22
2026-05-1420.487.6512.83
2026-06-0223.519.633.87
2026-06-103.1703.17
2026-06-1515.4113.911.5
Rows × columns
5 × 4
Period covered
to
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 The $740 call split into intrinsic and time value, five key sessions, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-05-01 to 2026-06-15
call_price number 3.17 to 23.5 US dollars
intrinsic_value number 0 to 19.63
time_value number 1.5 to 12.83

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.

the exact SQL behind every number 
SELECT date,
       round(option_close, 2) AS call_price,
       round(greatest(underlying_close - 740, 0), 2) AS intrinsic_value,
       round(option_close - greatest(underlying_close - 740, 0), 2) AS time_value
FROM global_markets.options_greeks
WHERE ticker = 'O:SPY260618C00740000'
  AND date IN ('2026-05-01', '2026-05-14', '2026-06-02', '2026-06-10', '2026-06-15')
  AND implied_volatility > 0.02
ORDER BY date

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