STRASMORE/EXPLORE 2,948 QUERIES

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.

as of series 22×6read in context →
trace — 22 rows by 6 columns, computed from US exchange, SIP and OPRA data.
session_dateas_of_prettycontractpremiumiv_pctspot_vs_strike_pct
2026-08-17Aug 17O:AAPL261016C003400002.4524.2-10.3
2026-08-18Aug 18O:AAPL261016C003400003.1823.9-8.8
2026-08-19Aug 19O:AAPL261016C003400004.924.4-6.8
2026-08-20Aug 20O:AAPL261016C003400003.5124.2-8.2
2026-08-21Aug 21O:AAPL261016C003400002.9924.3-8.9
2026-08-24Aug 24O:AAPL261016C003400002.8624.1-8.7
2026-08-25Aug 25O:AAPL261016C003400002.6824.6-9.1
2026-08-26Aug 26O:AAPL261016C003400003.325.2-8.3
2026-08-27Aug 27O:AAPL261016C003400003.3523.7-7.4
2026-08-28Aug 28O:AAPL261016C003400004.3623.2-5.8
2026-08-31Aug 31O:AAPL261016C003400003.3523.4-6.8
2026-09-01Sep 1O:AAPL261016C003400005.7524-4.4
2026-09-02Sep 2O:AAPL261016C003400005.7224.5-4.5
2026-09-03Sep 3O:AAPL261016C003400006.4224.1-3.6
2026-09-04Sep 4O:AAPL261016C003400003.924-5.9
2026-09-08Sep 8O:AAPL261016C003400003.1525.7-7
2026-09-09Sep 9O:AAPL261016C003400002.7623.5-6.4
2026-09-10Sep 10O:AAPL261016C003400005.5225.8-4.2
2026-09-11Sep 11O:AAPL261016C003400006.9923.5-2.2
2026-09-14Sep 14O:AAPL261016C003400007.1225.4-2.3
2026-09-15Sep 15O:AAPL261016C003400006.123.4-2.4
2026-09-16Sep 16O:AAPL261016C003400006.3722.8-1.9
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for trace, derived from the stored result.
ColumnTypeRangeNotes
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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