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Portfolio Delta and Beta Weighting Explained
AAPL call and put delta across the strike ladder, 20 to 45 days to expiryranking · 2026-08-06 · 12×4Preview: 12 ranked values, largest first. A three-leg book, raw delta against beta weighted deltatable · 2026-08-06 · 3×6 The same two betas, measured over six different lookback windowsranking · 2026-08-06 · 6×3Preview: 6 ranked values, smallest first. Beta, price ratio, and SPY-share equivalent per share heldranking · 2026-08-06 · 7×4Preview: 7 ranked values, largest first.
AAPL call and put delta across the strike ladder, 20 to 45 days to expiry

AAPL call and put delta across the strike ladder, 20 to 45 days to expiry

most recentas of ranking 12×4read in context →
AAPL call and put delta across the strike ladder, 20 to 45 days to expiry — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
strike_vs_spotcall_deltaput_deltacontract_count
-12%0.924-0.0844
-10%0.855-0.1095
-8%0.914-0.1444
-6%0.815-0.1876
-4%0.718-0.2812
-2%0.602-0.3986
0%0.515-0.4856
+2%0.429-0.576
+4%0.343-0.6546
+6%0.267-0.7546
+8%0.171-0.78810
+10%0.106-0.8344
the exact SQL behind every number 
SELECT
    concat(if(bucket_pct > 0, '+', ''), toString(bucket_pct), '%') AS strike_vs_spot,
    round(avgIf(contract_delta, contract_delta > 0), 3)            AS call_delta,
    round(avgIf(contract_delta, contract_delta < 0), 3)            AS put_delta,
    count()                                                        AS contract_count
FROM
(
    SELECT
        toInt32(round((toFloat64(strike_price) / toFloat64(underlying_close) - 1) * 50)) * 2 AS bucket_pct,
        toFloat64(delta)                                                                     AS contract_delta
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'AAPL'
      AND date >= toDate('2026-06-30')
      AND date <  toDate('2026-07-01')
      AND iv_converged = 1
      AND volume > 0
      AND days_to_expiry BETWEEN 20 AND 45
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) <= 0.12
)
GROUP BY bucket_pct
HAVING countIf(contract_delta > 0) > 0 AND countIf(contract_delta < 0) > 0
ORDER BY bucket_pct
More from this analysisPortfolio Delta and Beta Weighting Explained
Beta, price ratio, and SPY-share equivalent per share held ranking 7×4 → The same two betas, measured over six different lookback windows ranking 6×3 → A three-leg book, raw delta against beta weighted delta table 3×6 → Average call and put delta by strike distance from spot (SPY, 25 to 35 days to expiry, June 2026) ranking 11×3 → See all 2,170 queries →
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