Weekly average rho: SPY January 2027 calls against a rolling front-month series
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 2026-08-07, from What Is Option Rho? The Interest Rate Greek.
| week | leaps_call_rho | front_call_rho |
|---|---|---|
| 2025-08-04 | 5.125 | 0.288 |
| 2025-08-11 | 5.149 | 0.324 |
| 2025-08-18 | 5.091 | 0.294 |
| 2025-08-25 | 5.064 | 0.276 |
| 2025-09-01 | 4.961 | 0.252 |
| 2025-09-08 | 4.913 | 0.263 |
| 2025-09-15 | 4.862 | 0.279 |
| 2025-09-22 | 4.707 | 0.257 |
| 2025-09-29 | 4.676 | 0.261 |
| 2025-10-06 | 4.582 | 0.285 |
| 2025-10-13 | 4.463 | 0.278 |
| 2025-10-20 | 4.462 | 0.267 |
| 2025-10-27 | 4.439 | 0.281 |
| 2025-11-03 | 4.303 | 0.272 |
| 2025-11-10 | 4.227 | 0.277 |
| 2025-11-17 | 4.007 | 0.275 |
| 2025-11-24 | 4.085 | 0.285 |
| 2025-12-01 | 4.066 | 0.278 |
| 2025-12-08 | 3.964 | 0.268 |
| 2025-12-15 | 3.857 | 0.273 |
| 2025-12-22 | 3.89 | 0.276 |
| 2025-12-29 | 3.769 | 0.244 |
| 2026-01-05 | 3.738 | 0.279 |
| 2026-01-12 | 3.679 | 0.287 |
| 2026-01-19 | 3.539 | 0.253 |
| 2026-01-26 | 3.532 | 0.265 |
| 2026-02-02 | 3.407 | 0.27 |
| 2026-02-09 | 3.356 | 0.268 |
| 2026-02-16 | 3.252 | 0.269 |
| 2026-02-23 | 3.195 | 0.256 |
| 2026-03-02 | 3.075 | 0.261 |
| 2026-03-09 | 2.939 | 0.259 |
| 2026-03-16 | 2.814 | 0.272 |
| 2026-03-23 | 2.667 | 0.25 |
| 2026-03-30 | 2.616 | 0.253 |
| 2026-04-06 | 2.703 | 0.267 |
| 2026-04-13 | 2.75 | 0.349 |
| 2026-04-20 | 2.734 | 0.288 |
| 2026-04-27 | 2.681 | 0.292 |
| 2026-05-04 | 2.661 | 0.354 |
| 2026-05-11 | 2.595 | 0.34 |
| 2026-05-18 | 2.525 | 0.303 |
| 2026-05-25 | 2.519 | 0.3 |
| 2026-06-01 | 2.424 | 0.286 |
| 2026-06-08 | 2.301 | 0.288 |
| 2026-06-15 | 2.299 | 0.312 |
| 2026-06-22 | 2.124 | 0.275 |
| 2026-06-29 | 2.115 | 0.278 |
| 2026-07-06 | 2.058 | 0.303 |
| 2026-07-13 | 1.96 | 0.296 |
| 2026-07-20 | 1.866 | 0.28 |
| 2026-07-27 | 1.789 | 0.274 |
- Rows × columns
- 52 × 3
- 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 |
|---|---|---|---|
week |
date | 2025-08-04 to 2026-07-27 | |
leaps_call_rho |
number | 1.789 to 5.149 | |
front_call_rho |
number | 0.244 to 0.354 |
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
toString(toMonday(date)) AS week,
round(avgIf(rho, expiration_date = '2027-01-15'), 3) AS leaps_call_rho,
round(avgIf(rho, days_to_expiry BETWEEN 21 AND 45), 3) AS front_call_rho
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND startsWith(lower(toString(option_type)), 'c')
AND date >= '2025-08-04'
AND date < '2026-08-01'
AND iv_converged = 1
AND volume > 0
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
AND (expiration_date = '2027-01-15' OR days_to_expiry BETWEEN 21 AND 45)
GROUP BY week
HAVING countIf(expiration_date = '2027-01-15') > 0
AND countIf(days_to_expiry BETWEEN 21 AND 45) > 0
ORDER BY week
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