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AAPL out-of-the-money strip for the Aug 21, 2026 expiration, priced at the Jul 20, 2026 close

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 2026-11-01, from Risk Reversal Options: Sell a Put, Buy a Call.

as of table 28×5read in context →
AAPL out-of-the-money strip for the Aug 21, 2026 expiration, priced at the Jul 20, 2026 close — 28 rows by 5 columns, computed from US exchange, SIP and OPRA data.
strikesidedelta_absiv_pctpremium
$285put0.08935.951.49
$290put0.11335.011.93
$295put0.1433.922.45
$300put0.17533.023.15
$305put0.21732.224.05
$310put0.26831.695.25
$312.5put0.29230.695.7
$315put0.32431.076.68
$317.5put0.34628.416.66
$320put0.38730.578.44
$322.5put0.41427.168.25
$325put0.45330.0210.5
$327.5call0.51331.0111.75
$330call0.47930.4810.4
$332.5call0.44630.479.33
$335call0.41230.078.2
$337.5call0.37929.917.24
$340call0.34729.926.42
$342.5call0.31729.85.63
$345call0.28429.314.79
$347.5call0.26730.634.6
$350call0.23129.333.65
$352.5call0.20629.273.15
$355call0.18729.572.8
$357.5call0.15728.572.18
$360call0.1428.861.92
$365call0.10828.871.39
$370call0.0930.061.17
Rows × columns
28 × 5
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 AAPL out-of-the-money strip for the Aug 21, 2026 expiration, priced at the Jul 20, 2026 close, derived from the stored result.
ColumnTypeRangeNotes
strike text 28 distinct values ($285, $290, $295…)
side text 2 distinct values (call, put)
delta_abs number 0.089 to 0.513
iv_pct number 27.16 to 35.95 percent
premium number 1.17 to 11.75 US dollars

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
    concat('$', toString(round(toFloat64(strike_price), 2)))   AS strike,
    if(any(delta) < 0, 'put', 'call')                          AS side,
    round(abs(any(delta)), 3)                                  AS delta_abs,
    round(100 * any(implied_volatility), 2)                    AS iv_pct,
    round(toFloat64(any(option_close)), 2)                     AS premium
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
  AND date = '2026-07-20'
  AND expiration_date = '2026-08-21'
  AND iv_converged = 1
  AND volume > 0
  AND abs(delta) BETWEEN 0.08 AND 0.55
  AND ((delta < 0 AND toFloat64(strike_price) < toFloat64(underlying_close))
       OR (delta > 0 AND toFloat64(strike_price) > toFloat64(underlying_close)))
GROUP BY strike_price
ORDER BY strike_price
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