time_value
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 2026-09-24, from what-is-options-trading.
| dte_label | atm_premium_usd | premium_pct_of_spot |
|---|---|---|
| 1 | 1.92 | 0.7 |
| 2 | 2.81 | 1.03 |
| 3 | 2.81 | 1.04 |
| 4 | 3.36 | 1.23 |
| 5 | 3.52 | 1.29 |
| 6 | 3.6 | 1.31 |
| 7 | 4.15 | 1.51 |
| 8 | 4.32 | 1.57 |
| 9 | 4.8 | 1.75 |
| 10 | 4.82 | 1.76 |
| 11 | 4.97 | 1.83 |
| 12 | 5.13 | 1.87 |
| 13 | 5.04 | 1.82 |
| 14 | 5.77 | 2.11 |
| 15 | 5.5 | 2.02 |
| 16 | 6.11 | 2.23 |
| 17 | 6.16 | 2.27 |
| 18 | 6.43 | 2.37 |
| 20 | 6.9 | 2.51 |
| 21 | 6.93 | 2.55 |
| 22 | 6.96 | 2.57 |
| 23 | 7.06 | 2.61 |
| 24 | 7.09 | 2.6 |
| 25 | 7.21 | 2.68 |
| 27 | 7.64 | 2.59 |
| 28 | 7.74 | 2.87 |
| 29 | 7.63 | 2.8 |
| 30 | 8.07 | 2.94 |
| 31 | 7.91 | 2.9 |
| 32 | 8.02 | 2.97 |
| 34 | 8.64 | 2.99 |
| 35 | 8.27 | 3.05 |
| 36 | 8.37 | 3.06 |
| 37 | 8.94 | 3.27 |
| 38 | 8.59 | 3.14 |
| 39 | 9.16 | 3.36 |
| 41 | 9.14 | 3.18 |
| 42 | 8.92 | 3.32 |
| 43 | 9.25 | 3.43 |
| 44 | 9.44 | 3.5 |
| 45 | 9.24 | 3.37 |
| 46 | 9.94 | 3.67 |
| 48 | 9.47 | 3.56 |
| 49 | 9.74 | 3.62 |
| 50 | 9.92 | 3.66 |
| 51 | 10.25 | 3.71 |
| 52 | 10.39 | 3.76 |
| 53 | 9.74 | 3.68 |
| 55 | 9.75 | 3.6 |
| 56 | 10.62 | 3.95 |
| 57 | 10.3 | 3.89 |
| 58 | 11.07 | 4.16 |
| 59 | 10.62 | 3.88 |
| 60 | 11.36 | 4.06 |
- Rows × columns
- 54 × 3
- 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 |
|---|---|---|---|
dte_label |
text | 54 distinct values (1, 10, 11…) | |
atm_premium_usd |
number | 1.92 to 11.36 | US dollars |
premium_pct_of_spot |
number | 0.7 to 4.16 | 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
toString(days_to_expiry) AS dte_label,
round(avg(toFloat64(option_close)), 2) AS atm_premium_usd,
round(100 * avg(toFloat64(option_close) / toFloat64(underlying_close)), 2) AS premium_pct_of_spot
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND date BETWEEN '2026-01-02' AND '2026-06-30'
AND iv_converged = 1
AND volume > 0
AND delta BETWEEN 0.45 AND 0.55
AND days_to_expiry BETWEEN 1 AND 60
GROUP BY days_to_expiry
ORDER BY days_to_expiry
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