STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

2,170 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

How to Roll an Option Position: Up and Out
Moving the strike up costs premium: AAPL calls 30 to 45 days outranking · 2026-08-07 · 6×3Preview: 6 ranked values, largest first. What extra time is worth: at-the-money AAPL call premium by days to expiryranking · 2026-08-07 · 6×3Preview: 6 ranked values, smallest first. Time value left in an in-the-money KO call as expiry approachesranking · 2026-08-07 · 5×4Preview: 5 ranked values, smallest first. 2026 cash dividends per share at eight widely held payersranking · 2026-08-07 · 8×4Preview: 8 ranked values, largest first.
Moving the strike up costs premium: AAPL calls 30 to 45 days out

Moving the strike up costs premium: AAPL calls 30 to 45 days out

most recentas of ranking 6×3read in context →
Moving the strike up costs premium: AAPL calls 30 to 45 days out — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
strike_vs_spotcall_premium_pct_of_spotsample_count
5%+ below spot18.661987
2-5% below spot5.79466
at the money3.65645
2-5% above spot2503
5-10% above spot0.92795
10%+ above spot0.142615
the exact SQL behind every number 
SELECT
    strike_vs_spot,
    round(avg(premium_pct), 2) AS call_premium_pct_of_spot,
    count()                    AS sample_count
FROM
(
    SELECT
        multiIf(strike_ratio < 0.95, '5%+ below spot',
                strike_ratio < 0.98, '2-5% below spot',
                strike_ratio < 1.02, 'at the money',
                strike_ratio < 1.05, '2-5% above spot',
                strike_ratio < 1.10, '5-10% above spot',
                                     '10%+ above spot')            AS strike_vs_spot,
        strike_ratio,
        premium_pct
    FROM
    (
        SELECT
            toFloat64(strike_price)  / toFloat64(underlying_close)       AS strike_ratio,
            toFloat64(option_close)  / toFloat64(underlying_close) * 100 AS premium_pct
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND lower(option_type) IN ('call', 'c')
          AND iv_converged = 1
          AND volume > 0
          AND date >= '2026-02-01'
          AND date <  '2026-08-01'
          AND days_to_expiry BETWEEN 30 AND 45
          AND underlying_close > 0
    )
)
GROUP BY strike_vs_spot
ORDER BY min(strike_ratio)
More from this analysisHow to Roll an Option Position: Up and Out
2026 cash dividends per share at eight widely held payers ranking 8×4 → What extra time is worth: at-the-money AAPL call premium by days to expiry ranking 6×3 → Time value left in an in-the-money KO call as expiry approaches ranking 5×4 → Median implied volatility on 20 to 45 day near-the-money calls, July 2026 ranking 5×3 → See all 2,170 queries →
$