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Stocks With the Highest Option Premiums
Premium as a percent of strike by tenor, against the square root of time estimateranking · 2026-11-07 · 5×3Preview: 5 ranked values, smallest first. The same calls ranked by premium as a percent of strikeranking · 2026-11-07 · 12×4Preview: 12 ranked values, largest first. Near the money 30 day calls ranked by dollar premiumtable · 2026-11-07 · 12×5 Percent of strike leaders at a 100 contract floor, with the flow behind themranking · 2026-11-07 · 12×3Preview: 12 ranked values, largest first.
Premium as a percent of strike by tenor, against the square root of time estimate

Premium as a percent of strike by tenor, against the square root of time estimate

most recentas of ranking 5×3read in context →
Premium as a percent of strike by tenor, against the square root of time estimate — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
dte_bucketpremium_pct_of_strikesqrt_time_estimate_pct
07-14d3.573.52
15-30d5.044.97
31-60d6.366.2
61-120d8.538.19
121-365d12.9212.11
the exact SQL behind every number 
SELECT
    multiIf(days_to_expiry <= 14, '07-14d',
            days_to_expiry <= 30, '15-30d',
            days_to_expiry <= 60, '31-60d',
            days_to_expiry <= 120, '61-120d',
            '121-365d')                                                        AS dte_bucket,
    round(100 * avg(toFloat64(option_close) / toFloat64(strike_price)), 2)     AS premium_pct_of_strike,
    round(100 * avg(0.4 * implied_volatility * sqrt(days_to_expiry / 365)), 2) AS sqrt_time_estimate_pct
FROM global_markets.options_greeks
WHERE date = (SELECT max(date) FROM global_markets.options_greeks WHERE date >= today() - 30)
  AND option_type IN ('call', 'C')
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 7 AND 365
  AND toFloat64(underlying_close) >= 5
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02
  AND underlying_symbol NOT IN ('SPCX')
GROUP BY dte_bucket
ORDER BY min(days_to_expiry)
More from this analysisStocks With the Highest Option Premiums
The same calls ranked by premium as a percent of strike ranking 12×4 → Percent of strike leaders at a 100 contract floor, with the flow behind them ranking 12×3 → Near the money 30 day calls ranked by dollar premium table 12×5 → SPY implied volatility by strike distance, 20 to 45 days to expiry (Jan to Jun 2026) ranking 13×4 → See all 3,293 queries →
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