debit spread — 4 answered market questions

Every $5-wide vertical on one AAPL chain: debit paid against credit taken

most recentas of 2026-08-07 ranking 6×4read in context →

Every $5-wide vertical on one AAPL chain: debit paid against credit taken — 6 rows by 4 columns, computed 2026-08-07 from US exchange, SIP and OPRA data.
spread_strikes	call_debit	put_credit	debit_plus_credit
$275 / $280	3.7	1.04	4.74
$280 / $285	3.49	1.42	4.91
$285 / $290	3.21	1.89	5.1
$290 / $295	2.6	2.91	5.51
$295 / $300	2	2.54	4.54
$315 / $320	0.49	4.65	5.14

the exact SQL behind every number

WITH chain AS
(
    SELECT
        toFloat64(strike_price)                                                  AS strike,
        any(toFloat64(underlying_close))                                         AS spot,
        avgIf(toFloat64(option_close), lower(option_type) IN ('call', 'c'))      AS call_px,
        avgIf(toFloat64(option_close), lower(option_type) IN ('put', 'p'))       AS put_px
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'AAPL'
      AND date = '2026-06-12'
      AND expiration_date = '2026-07-17'
      AND volume >= 50
      AND toFloat64(strike_price) = round(toFloat64(strike_price) / 5) * 5
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.10
    GROUP BY strike
    HAVING countIf(lower(option_type) IN ('call', 'c')) > 0
       AND countIf(lower(option_type) IN ('put', 'p')) > 0
)
SELECT
    concat('$', toString(lo.strike), ' / $', toString(hi.strike))                AS spread_strikes,
    round(lo.call_px - hi.call_px, 2)                                            AS call_debit,
    round(hi.put_px - lo.put_px, 2)                                              AS put_credit,
    round((lo.call_px - hi.call_px) + (hi.put_px - lo.put_px), 2)                AS debit_plus_credit
FROM chain AS lo
INNER JOIN chain AS hi ON hi.strike = lo.strike + 5
ORDER BY lo.strike

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