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@ -70,3 +70,23 @@ ORDER BY
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strike,
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"type"
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LIMIT 30;
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-- given an underlying, contract type, strike, and front/back expirations: for each quote_date, list prices of calendars:
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SELECT
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"front_contract"."quote_date",
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("back_contract"."ask" - "front_contract"."bid") AS "price"
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FROM
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"option_quote" AS "front_contract"
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INNER JOIN
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"option_quote" AS "back_contract"
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ON
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"back_contract"."underlying" = "front_contract"."underlying"
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AND "back_contract"."type" = "front_contract"."type"
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AND "back_contract"."quote_date" = "front_contract"."quote_date"
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AND "back_contract"."strike" = "front_contract"."strike"
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AND "back_contract"."expiration" = '?'
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WHERE
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"front_contract"."underlying" = '?'
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AND "front_contract"."type" = 'call'
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AND "front_contract"."strike" = '?'
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AND "front_contract"."expiration" = '?'
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