atm_trace

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(date)                                                                                     AS date,
    round(spot, 2)                                                                                     AS spot_usd,
    round(100 * (spot / first_value(spot) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) - 1), 2)       AS spot_change_pct,
    round(100 * (premium / first_value(premium) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) - 1), 2) AS premium_change_pct,
    round(mean_delta, 3)                                                                               AS delta
FROM
(
    SELECT
        date,
        avg(toFloat64(underlying_close)) AS spot,
        avg(toFloat64(option_close))     AS premium,
        avg(delta)                       AS mean_delta
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'AAPL'
      AND date BETWEEN '2026-06-01' AND '2026-06-30'
      AND iv_converged = 1
      AND volume > 0
      AND days_to_expiry BETWEEN 25 AND 35
      AND delta BETWEEN 0.45 AND 0.55
    GROUP BY date
)
ORDER BY date