STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

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Event Contracts vs Stock Options
The same $700 at expiry: a YES contract against a $100/$105 call verticaltable · 2026-10-04 · 31×3 One at-the-money AAPL call, tracked against its stock from May 2026series · 2026-10-04 · 23×3Preview: a 16-point series, ending lower. Call delta across strikes, 20 to 45 days to expiryranking · 2026-10-04 · 10×2Preview: 10 ranked values, largest first. What an at-the-money call costs, as a percent of the share priceranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first.
Event Contract Collateral and Max Loss
Return on collateral for each side, by contract priceranking · 2026-10-04 · 13×4Preview: 13 ranked values, smallest first. Near the money SPY put marks, May to June 2026series · 2026-10-04 · 41×4Preview: a 16-point series, roughly flat. Buyer and seller collateral at every contract priceranking · 2026-10-04 · 19×4Preview: 16 ranked values, smallest first. Short dated Treasury yields, trailing 18 monthsseries · 2026-10-04 · 18×4Preview: a 16-point series, ending lower. A 60 cent contract, annualised across holding periodsranking · 2026-10-04 · 7×3Preview: 7 ranked values, largest first.
One API for Kalshi and Polymarket: 4 Gaps
Price grid by venue: smallest increment and distinguishable price pointsranking · 2026-10-02 · 2×3Preview: 2 ranked values, largest first.
How Are Event Contracts Taxed? 60/40 or Not
Illustrative at a 37% ordinary rate: tax on a $10,000 gain, and the deductible part of a $10,000 loss with no offsetting gainsranking · 2026-10-02 · 3×3Preview: 3 ranked values, smallest first.
How to Read an Event Contract Ladder
One threshold, re-read every session: implied probability above a fixed strikeseries · 2026-10-01 · 28×3Preview: a 16-point series, ending lower. A real strike ladder: SPY call prices by threshold, one pinned sessionranking · 2026-10-01 · 12×3Preview: 12 ranked values, smallest first. Ladder audit by expiration: rung count, ordering breaks, and probability inside the 8% bandseries · 2026-10-01 · 5×4Preview: a 5-point series, roughly flat. Differencing the rungs: probability above each threshold, and the bucket between themranking · 2026-10-01 · 11×3Preview: 11 ranked values, smallest first.
Market Making in Prediction Markets
Quoted spread and quoted size through one KO session, by New York clockseries · 2026-09-24 · 32×3Preview: a 16-point series, roughly flat. Call delta and put delta at matched strikes, SPY, 20 to 45 days outtable · 2026-09-24 · 11×5 Where traded contracts sat, session by session, into one SPY expiryseries · 2026-09-24 · 31×5Preview: a 16-point series, ending higher. Implied volatility and delta sensitivity by time left, near-the-money SPYranking · 2026-09-24 · 6×4Preview: 6 ranked values, largest first.
Brier Score: How to Grade a Forecast
Brier score of the market's own stated probability, by underlyingranking · 2026-08-13 · 6×4Preview: 6 ranked values, smallest first. The market's Brier score across expiry horizons, SPYranking · 2026-08-13 · 6×4Preview: 6 ranked values, smallest first. SPY option deltas against how often those contracts finished in the moneyranking · 2026-08-13 · 10×4Preview: 10 ranked values, smallest first.
How to De-Vig Betting Odds Into Probabilities
Implied probability by quote format, illustrative quotesranking · 2026-08-11 · 5×2Preview: 5 ranked values, largest first. De-vig methods on one lopsided market, -750 against +475ranking · 2026-08-11 · 4×3Preview: 4 ranked values, largest first. Book sum and overround on four illustrative marketsranking · 2026-08-11 · 4×3Preview: 4 ranked values, smallest first.
How Event Contracts Settle: Payout and Fees
Final-day call prices by where the strike sat against the priceranking · 2026-08-09 · 12×3Preview: 12 ranked values, largest first. Traded price against intrinsic value, by days to expirytable · 2026-08-09 · 30×4 Where SPY option volume sits across the last 30 days of contract lifetable · 2026-08-09 · 30×2
Event Contract Prices as Probabilities
Yes and No probabilities across one SPY chain: call side, put side, and the pair totaltable · 2026-08-03 · 8×5 How a near coin flip resolves: average implied probability by checkpoint, split by outcomeranking · 2026-08-03 · 6×4Preview: 6 ranked values, smallest first. Contracts priced near a coin flip: implied vs realized outcome by name, 2023 through June 2026ranking · 2026-08-03 · 6×4Preview: 6 ranked values, largest first. Implied probability vs what happened: SPY calls 30 days from expiry, 2022 through June 2026ranking · 2026-08-03 · 10×4Preview: 10 ranked values, smallest first.
The same $700 at expiry: a YES contract against a $100/$105 call vertical

The same $700 at expiry: a YES contract against a $100/$105 call vertical

most recentas of table 31×3read in context →
The same $700 at expiry: a YES contract against a $100/$105 call vertical — 31 rows by 3 columns, computed from US exchange, SIP and OPRA data.
close_priceyes_contract_dollarscall_vertical_dollars
$9500
$95.500
$9600
$96.500
$9700
$97.500
$9800
$98.500
$9900
$99.500
$10000
$100.51000100
$1011000200
$101.51000300
$1021000400
$102.51000500
$1031000600
$103.51000700
$1041000800
$104.51000900
$10510001000
$105.510001000
$10610001000
$106.510001000
$10710001000
$107.510001000
$10810001000
$108.510001000
$10910001000
$109.510001000
$11010001000
the exact SQL behind every number
SELECT
    concat('$', toString(toDecimal32(px, 2)))                       AS close_price,
    if(px > 100, 1000, 0)                                           AS yes_contract_dollars,
    toUInt32(round(200 * least(greatest(px - 100, 0), 5)))          AS call_vertical_dollars
FROM
(
    SELECT 95 + arrayJoin(range(31)) * 0.5 AS px
)
ORDER BY px
$