trace
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 2026-10-02, from what-determines-an-option-price.
| session_date | as_of_pretty | contract | premium | iv_pct | spot_vs_strike_pct |
|---|---|---|---|---|---|
| 2026-08-17 | Aug 17 | O:AAPL261016C00340000 | 2.45 | 24.2 | -10.3 |
| 2026-08-18 | Aug 18 | O:AAPL261016C00340000 | 3.18 | 23.9 | -8.8 |
| 2026-08-19 | Aug 19 | O:AAPL261016C00340000 | 4.9 | 24.4 | -6.8 |
| 2026-08-20 | Aug 20 | O:AAPL261016C00340000 | 3.51 | 24.2 | -8.2 |
| 2026-08-21 | Aug 21 | O:AAPL261016C00340000 | 2.99 | 24.3 | -8.9 |
| 2026-08-24 | Aug 24 | O:AAPL261016C00340000 | 2.86 | 24.1 | -8.7 |
| 2026-08-25 | Aug 25 | O:AAPL261016C00340000 | 2.68 | 24.6 | -9.1 |
| 2026-08-26 | Aug 26 | O:AAPL261016C00340000 | 3.3 | 25.2 | -8.3 |
| 2026-08-27 | Aug 27 | O:AAPL261016C00340000 | 3.35 | 23.7 | -7.4 |
| 2026-08-28 | Aug 28 | O:AAPL261016C00340000 | 4.36 | 23.2 | -5.8 |
| 2026-08-31 | Aug 31 | O:AAPL261016C00340000 | 3.35 | 23.4 | -6.8 |
| 2026-09-01 | Sep 1 | O:AAPL261016C00340000 | 5.75 | 24 | -4.4 |
| 2026-09-02 | Sep 2 | O:AAPL261016C00340000 | 5.72 | 24.5 | -4.5 |
| 2026-09-03 | Sep 3 | O:AAPL261016C00340000 | 6.42 | 24.1 | -3.6 |
| 2026-09-04 | Sep 4 | O:AAPL261016C00340000 | 3.9 | 24 | -5.9 |
| 2026-09-08 | Sep 8 | O:AAPL261016C00340000 | 3.15 | 25.7 | -7 |
| 2026-09-09 | Sep 9 | O:AAPL261016C00340000 | 2.76 | 23.5 | -6.4 |
| 2026-09-10 | Sep 10 | O:AAPL261016C00340000 | 5.52 | 25.8 | -4.2 |
| 2026-09-11 | Sep 11 | O:AAPL261016C00340000 | 6.99 | 23.5 | -2.2 |
| 2026-09-14 | Sep 14 | O:AAPL261016C00340000 | 7.12 | 25.4 | -2.3 |
| 2026-09-15 | Sep 15 | O:AAPL261016C00340000 | 6.1 | 23.4 | -2.4 |
| 2026-09-16 | Sep 16 | O:AAPL261016C00340000 | 6.37 | 22.8 | -1.9 |
- Rows × columns
- 22 × 6
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2026-08-17 to 2026-09-16 | |
as_of_pretty |
text | 22 distinct values (Aug 17, Aug 18, Aug 19…) | |
contract |
text | 1 distinct value (O:AAPL261016C00340000) | |
premium |
number | 2.45 to 7.12 | US dollars |
iv_pct |
number | 22.8 to 25.8 | percent |
spot_vs_strike_pct |
number | -10.3 to -1.9 | 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.
WITH pin AS
(
SELECT ticker
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND startsWith(lower(toString(option_type)), 'c')
AND date = toDate('2026-09-16')
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 25 AND 45
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.03
ORDER BY volume DESC, ticker ASC
LIMIT 1
)
SELECT
toString(g.date) AS session_date,
formatDateTime(g.date, '%b %e') AS as_of_pretty,
any(g.ticker) AS contract,
round(toFloat64(any(g.option_close)), 2) AS premium,
round(100 * any(g.implied_volatility), 1) AS iv_pct,
round(100 * (toFloat64(any(g.underlying_close)) / toFloat64(any(g.strike_price)) - 1), 1) AS spot_vs_strike_pct
FROM global_markets.options_greeks AS g
WHERE g.ticker IN (SELECT ticker FROM pin)
AND g.date BETWEEN toDate('2026-08-17') AND toDate('2026-09-16')
AND g.iv_converged = 1
AND g.volume > 0
GROUP BY g.date
ORDER BY g.date ASC
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