put_rate_card
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 2026-10-04, from what-is-hedging.
| strike_distance | cost_pct_1_month | cost_pct_3_month | avg_iv_pct |
|---|---|---|---|
| 0-2.5% OTM | 2.38 | 4.31 | 25.9 |
| 2.5-5% OTM | 1.51 | 3.3 | 26.4 |
| 5-7.5% OTM | 0.94 | 2.52 | 27.2 |
| 7.5-10% OTM | 0.56 | 1.89 | 28 |
| 10-15% OTM | 0.29 | 1.23 | 30 |
- Rows × columns
- 5 × 4
- 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 |
|---|---|---|---|
strike_distance |
text | 5 distinct values (0-2.5% OTM, 10-15% OTM, 2.5-5% OTM…) | |
cost_pct_1_month |
number | 0.29 to 2.38 | percent |
cost_pct_3_month |
number | 1.23 to 4.31 | percent |
avg_iv_pct |
number | 25.9 to 30 | 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.
SELECT
multiIf(otm_pct < 2.5, '0-2.5% OTM',
otm_pct < 5.0, '2.5-5% OTM',
otm_pct < 7.5, '5-7.5% OTM',
otm_pct < 10.0, '7.5-10% OTM',
'10-15% OTM') AS strike_distance,
round(avgIf(premium_pct, dte BETWEEN 25 AND 45), 2) AS cost_pct_1_month,
round(avgIf(premium_pct, dte BETWEEN 80 AND 110), 2) AS cost_pct_3_month,
round(avg(iv) * 100, 1) AS avg_iv_pct
FROM
(
SELECT
(1 - toFloat64(strike_price) / toFloat64(underlying_close)) * 100 AS otm_pct,
toFloat64(option_close) / toFloat64(underlying_close) * 100 AS premium_pct,
days_to_expiry AS dte,
implied_volatility AS iv
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND lower(option_type) LIKE 'p%'
AND iv_converged = 1
AND volume > 0
AND date >= '2026-09-01'
AND date < '2026-10-01'
AND days_to_expiry BETWEEN 25 AND 110
AND underlying_close > 0
)
WHERE otm_pct >= 0 AND otm_pct < 15
GROUP BY strike_distance
HAVING countIf(dte BETWEEN 25 AND 45) > 0
AND countIf(dte BETWEEN 80 AND 110) > 0
ORDER BY min(otm_pct)
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