premium_across_names
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 2026-10-02, from why-would-anyone-sell-a-put-option.
| symbol | iv_pct | premium_pct_of_strike | premium_per_contract |
|---|---|---|---|
| TSLA | 44.3 | 3.17 | $1217 |
| NVDA | 37.3 | 2.48 | $495 |
| MSFT | 30.7 | 1.7 | $631 |
| JNJ | 25.1 | 0.99 | $219 |
| AAPL | 23.6 | 0.94 | $266 |
| KO | 20.7 | 0.72 | $55 |
| SPY | 18.9 | 0.54 | $388 |
- Rows × columns
- 7 × 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 |
|---|---|---|---|
symbol |
text | 7 distinct values (AAPL, JNJ, KO…) | |
iv_pct |
number | 18.9 to 44.3 | percent |
premium_pct_of_strike |
number | 0.54 to 3.17 | percent |
premium_per_contract |
text | 7 distinct values ($1217, $219, $266…) |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
underlying_symbol AS symbol,
round(avg(implied_volatility) * 100, 1) AS iv_pct,
round(100 * avg(toFloat64(option_close) / toFloat64(strike_price)), 2) AS premium_pct_of_strike,
concat('$', toString(toUInt32(round(avg(toFloat64(option_close)) * 100)))) AS premium_per_contract
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('SPY', 'KO', 'JNJ', 'AAPL', 'MSFT', 'NVDA', 'TSLA')
AND delta < 0
AND iv_converged = 1
AND volume > 0
AND date BETWEEN '2026-06-15' AND '2026-06-19'
AND days_to_expiry BETWEEN 25 AND 40
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 0.95) < 0.02
GROUP BY underlying_symbol
ORDER BY premium_pct_of_strike DESC
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