Strasmore Research
Deep Dives · Matt ConnorBy Matt Connor · · Updated 2026-07-25

NVDA: Data Lengkap NVIDIA Juni dua ribu dua puluh enam

Kinerja NVIDIA Juni dua ribu dua puluh enam: puncak pre-market $235, penurunan 7.4% selama 21 sesi, dan volume dolar terbesar ke-fourth di bursa Amerika Serikat.

NVIDIA membuka Juni dua ribu dua puluh enam pada harga $215.77 dan menutup bulan tersebut pada $199.76 — penurunan sebesar -7.4% selama 21 sesi. Saham ini mencapai puncak di $235 pada perdagangan pre-market tanggal 2026-06-02 04:00 ET, mencapai titik tertinggi jam reguler di $232.28 pada 2026-06-02 09:59 ET, dan mencapai titik terendah di $189.8 pada 2026-06-29 10:17 ET — semuanya pada jam reguler. Total volume: 2.75 miliar saham, perputaran dolar sebesar $571.9 miliar — nama terbesar ke-fourth di bursa AS berdasarkan volume dolar jam reguler (basis: jam reguler satu sampai tiga puluh Juni; satu pencatatan simbol Juni yang digunakan kembali dikecualikan menunggu verifikasi entitas). Setiap angka di sini adalah hasil kueri tersimpan; perluas panel apa pun untuk SQL yang tepat.

QuerySkor bulanan dalam satu baris: open, close, extremes, volume, dan receipt
SQL tepat di balik setiap angka
WITH
    (
        SELECT (toString(argMax(et_date, c)), max(c), argMax(c, et_date))
        FROM (
            SELECT
                toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
                argMax(toFloat64(close), window_start) AS c
            FROM global_markets.delayed_stocks_minute_aggs
            WHERE ticker = 'NVDA'
              AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
              AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
            GROUP BY et_date
        )
    ) AS closes,
    (
        SELECT max(toFloat64(high)) FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA'
          AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
    ) AS hi,
    (
        SELECT min(toFloat64(low)) FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA'
          AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
    ) AS lo,
    (
        SELECT maxIf(toFloat64(high), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA'
          AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
    ) AS rth_hi,
    (
        SELECT minIf(toFloat64(low), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA'
          AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
    ) AS rth_lo,
    (
        SELECT count() FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= toDateTime('2026-06-19 00:00:00') AND window_start < toDateTime('2026-06-20 00:00:00')
    ) AS spy_jun19
SELECT
    round(toFloat64(argMin(open, window_start)), 2) AS month_open,
    closes.3 AS month_close,
    round((closes.3 / toFloat64(argMin(open, window_start)) - 1) * 100, 1) AS month_change_pct,
    round((1 - closes.3 / toFloat64(argMin(open, window_start))) * 100, 1) AS month_decline_abs_pct,
    closes.1 AS peak_close_date,
    round(closes.2, 2) AS peak_close,
    round(hi, 2) AS month_high,
    formatDateTime(toTimeZone(minIf(window_start, toFloat64(high) >= hi - 0.011), 'America/New_York'), '%Y-%m-%d %H:%i') AS month_high_first_bar_et,
    countIf(toFloat64(high) >= hi - 0.011) AS bars_within_cent_of_high,
    argMinIf(transactions, window_start, toFloat64(high) >= hi - 0.011) AS high_minute_trades,
    round(rth_hi, 2) AS rth_month_high,
    formatDateTime(toTimeZone(minIf(window_start, toFloat64(high) >= rth_hi - 0.011 AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 'America/New_York'), '%Y-%m-%d %H:%i') AS rth_high_first_bar_et,
    countIf(toFloat64(high) >= rth_hi - 0.011 AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS rth_bars_near_high,
    round(lo, 2) AS month_low,
    formatDateTime(toTimeZone(minIf(window_start, toFloat64(low) <= lo + 0.011), 'America/New_York'), '%Y-%m-%d %H:%i') AS month_low_bar_et,
    countIf(toFloat64(low) <= lo + 0.011) AS bars_within_cent_of_low,
    argMin(transactions, toFloat64(low)) AS low_minute_trades,
    round(rth_lo, 2) AS rth_month_low,
    round(rth_lo - lo, 2) AS rth_minus_extended_low,
    round(toFloat64(sum(volume)) / 1e9, 2) AS month_shares_bn,
    round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 1) AS month_dollar_bn,
    round(sumIf(toFloat64(close) * toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9, 1) AS rth_dollar_bn,
    round(sumIf(toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9, 2) AS rth_shares_bn,
    uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS session_days_observed,
    spy_jun19 AS spy_bars_june19
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
  AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')

Trennya adalah penurunan stabil dengan satu gap tajam ke bawah pada minggu terakhir. NVDA ditutup di atas $224.43 hanya satu kali — pada 2026-06-01, sesi pertama. Harga terendah bulanan tercatat pada jam reguler pukul 2026-06-29 10:17 ET, dengan bar 1 dalam rentang satu sen dan 43131 transaksi pada menit tersebut. Puncak pre-market $235 pada 2026-06-02 04:00 ET adalah cetakan extended-hours; harga tertinggi jam reguler sebesar $232.28 terjadi pada 2026-06-02 09:59 ET. Sembilan belas Juni adalah penutupan pasar secara menyeluruh (0 bar SPY pada hari itu), sehingga NVDA memiliki 21 sesi perdagangan.

Sesi demi sesi

Query21 sesi: regular-hours close, perubahan close-over-close, volume harian penuh
SQL tepat di balik setiap angka
SELECT
    et_date,
    close_usd,
    round(if(prev_close = 0, NULL, (close_usd / prev_close - 1) * 100), 1) AS change_pct,
    shares_m,
    dollar_bn
FROM (
    SELECT et_date, close_usd, shares_m, dollar_bn,
           lagInFrame(close_usd) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
    FROM (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
            round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS close_usd,
            round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m,
            round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_bn
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA'
          AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
        GROUP BY et_date
    )
)
ORDER BY et_date

Tabel sesi menunjukkan penurunan yang berkelanjutan. Penutupan pertama di atas $224.43 menetapkan titik tertinggi pada 2026-06-01. Penurunan satu sesi paling tajam adalah -6.2% pada 2026-06-05 — hari Jumat — bersamaan dengan volume tertinggi bulan ini sebesar 187.3 juta saham. Periode yang menentukan adalah penurunan beruntun selama 5 sesi, dari 2026-06-22 hingga 2026-06-26, berakhir pada penutupan terendah bulan ini di $191.72; dua sesi terakhir pulih sebesar 1.7% dan 2.5%. Volume terpusat di awal: 185.5 juta saham pada hari pertama, 119.6 juta pada hari terakhir.

QueryPenurunan lima sesi, bounded: setiap klaim dalam kalimat streak sebagai kolom tercentang
SQL tepat di balik setiap angka
WITH per_session AS (
    SELECT et_date, close_usd,
           lagInFrame(close_usd) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
    FROM (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
            round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS close_usd
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA'
          AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
        GROUP BY et_date
    )
)
SELECT
    toString(minIf(et_date, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26'))) AS run_start,
    toString(maxIf(et_date, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26'))) AS run_end,
    countIf(et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26')) AS sessions_in_run,
    countIf(et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26') AND close_usd < prev_close) AS declining_sessions,
    round(minIf(close_usd, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26')), 2) AS run_low_close,
    toUInt8(min(close_usd) = minIf(close_usd, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26'))) AS run_holds_month_low_close
FROM per_session

Juni dibandingkan enam bulan sebelumnya

Apakah bulan seperti ini tidak biasa bagi NVDA, atau biasa saja? Panel di bawah ini menghitung ulang tiga angka yang sama untuk masing-masing enam bulan terakhir dalam satu proses — baris Juni dihasilkan oleh query yang sama persis dengan lima bulan sebelumnya, diambil langsung dari warehouse saat pembuatan.

QueryTrailing enam bulan, recomputed live: turnover, shares, dan month return
SQL tepat di balik setiap angka
SELECT
    toString(toStartOfMonth(toDate(toTimeZone(window_start, 'America/New_York')))) AS period_start,
    round(sumIf(toFloat64(close) * toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9, 1) AS rth_dollar_bn,
    round(toFloat64(sum(volume)) / 1e9, 2) AS shares_bn,
    round((argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
           / argMinIf(toFloat64(open), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100, 1) AS month_return_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
  AND window_start >= toDateTime('2026-01-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY period_start
ORDER BY period_start

Berdasarkan turnover, Juni tergolong biasa: $523 miliar pada jam reguler berada di rentang menengah untuk periode tersebut, di bawah $557.5 miliar pada bulan Mei dan $572.5 miliar pada bulan Maret. Kolom return adalah bagian di mana Juni terlihat menonjol: -7.4% merupakan penurunan bulanan tertajam dari keenam bulan tersebut, dibandingkan -4.8% pada bulan Februari serta kenaikan pada bulan April dan Mei.

Ticker terbesar fourth di bursa

QuerySeluruh US tape berdasarkan peringkat dollar volume regular-hours Juni 2026
SQL tepat di balik setiap angka
SELECT
    ticker,
    round(sum(toFloat64(volume) * toFloat64(close)) / 1e9, 1) AS regular_hours_dollar_bn,
    round(100 * sum(toFloat64(volume) * toFloat64(close)) / max(sum(toFloat64(volume) * toFloat64(close))) OVER (), 1) AS pct_of_leader,
    toUInt8(ticker = 'NVDA') AS is_nvda
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
  AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
AND ticker NOT IN ('SPCX')
GROUP BY ticker
ORDER BY regular_hours_dollar_bn DESC
LIMIT 12

NVDA menempati peringkat fourth di seluruh bursa AS berdasarkan volume dolar jam perdagangan reguler: $523 miliar, unggul $141.5 miliar dari SNDK di bawahnya, dan hanya berada di belakang MU ($995.7 miliar), SPY ($771.5 miliar), serta QQQ ($672.8 miliar). Dasar perhitungan: jam reguler satu sampai tiga puluh Juni, dengan satu pencatatan Juni simbol yang digunakan kembali dikecualikan menunggu verifikasi entitas — penerimaannya tersedia di analisis mendalamnya sendiri. Dari tiga nama di atas NVDA, 1 adalah saham tunggal — MU, nama semikonduktor lainnya; dua lainnya adalah ETF indeks besar.

QueryRank receipt: posisi NVDA, lead terhadap nama berikutnya, dan basis — sebagai kolom tercentang
SQL tepat di balik setiap angka
WITH (
    SELECT sum(toFloat64(volume) * toFloat64(close))
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'NVDA'
      AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
) AS nvda_d
SELECT
    countIf(d > nvda_d AND ticker != 'NVDA') + 1 AS nvda_rank,
    round(nvda_d / 1e9, 1) AS nvda_dollar_bn,
    round((nvda_d - maxIf(d, d < nvda_d AND ticker != 'NVDA')) / 1e9, 1) AS lead_over_next_bn,
    countIf(d > nvda_d AND ticker NOT IN ('SPY', 'QQQ', 'NVDA')) AS single_stocks_above_nvda,
    round(100 * nvda_d / max(d), 1) AS pct_of_leader
FROM (
    SELECT ticker, sum(toFloat64(volume) * toFloat64(close)) AS d
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
)

Komposisi data perdagangan

QuerySeluruh NVDA tape dalam satu baris: prints, print sizes, dan quote census
SQL tepat di balik setiap angka
WITH
    (
        SELECT (round(count() / 1e6, 2),
                round(100.0 * countIf(bid_price > 0 AND ask_price > 0 AND ask_price > bid_price) / count(), 2),
                countIf(bid_price > 0 AND ask_price > 0 AND ask_price = bid_price),
                countIf(bid_price > 0 AND ask_price > 0 AND ask_price < bid_price),
                countIf(bid_price <= 0 OR ask_price <= 0))
        FROM global_markets.cache_stocks_quotes
        WHERE ticker = 'NVDA'
          AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
    ) AS quote_census
SELECT
    round(count() / 1e6, 2) AS prints_m,
    quantileDeterministic(0.5)(toFloat64(size), toUInt64(abs(sequence_number))) AS median_print_shares,
    round(avg(toFloat64(size)), 1) AS avg_print_shares,
    round(100.0 * countIf(size < 100) / count(), 1) AS odd_lot_pct_of_prints,
    round(100.0 * countIf(toFloat64(size) != round(toFloat64(size))) / count(), 2) AS fractional_pct_of_prints,
    quote_census.1 AS nbbo_updates_m,
    quote_census.2 AS clean_two_sided_pct,
    quote_census.3 AS locked_updates,
    quote_census.4 AS crossed_updates,
    quote_census.5 AS one_sided_or_empty_updates
FROM global_markets.stocks_trades
WHERE ticker = 'NVDA'
  AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)

Teksturnya terdiri dari cetakan kecil dan kutipan yang padat: 55.64 juta cetakan dengan median 5 saham (rata-rata 72.9 — transaksi lintas institusional meningkatkan nilai rata-rata), 84.6% odd lots (di bawah seratus saham), 32.91% fraksional — konsisten dengan aplikasi ritel yang membagi pesanan ke dalam inventaris market-maker. Sisi kutipan: 55.7 juta pembaruan NBBO, 99.35% clean two-sided; 33941 momentarily crossed (bid di atas ask), 329679 locked (bid sama dengan ask), 63 one-sided atau kosong. Saham mega-cap mencetak lebih banyak kutipan dalam satu bulan dibandingkan banyak nama saham lainnya dalam satu dekade.

Spread tetap ketat

Saham mega-cap seperti NVDA memiliki bid-ask spread yang secara struktural sempit — pertanyaannya adalah seberapa stabil keketatan tersebut selama satu bulan dengan rentang harga dua puluh poin. Sensus kuotasi di atas menunjukkan median tingkat bulanan; panel ini mengukurnya per sesi.

QuerySpread per sesi: median regular-hours dan time-weighted average (bps)
SQL tepat di balik setiap angka
SELECT
    session,
    round(quantileDeterministicIf(0.5)(toFloat64(ask_price) - toFloat64(bid_price), toUInt64(toUnixTimestamp64Micro(sip_timestamp)), bid_price > 0 AND ask_price >= bid_price) * 100, 1) AS med_spread_cents,
    round(quantileDeterministicIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, toUInt64(toUnixTimestamp64Micro(sip_timestamp)), bid_price > 0 AND ask_price >= bid_price), 2) AS med_spread_bps,
    count() AS quote_updates,
    countIf(NOT (bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price)) AS invalid_dropped
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'NVDA'
  AND sip_timestamp >= toDateTime64('2026-06-01 13:30:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
  AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
GROUP BY toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session
ORDER BY session

Spread bertahan dalam rentang sempit sepanjang bulan: 1.34 bps pada 2026-06-01 dan 1.01 bps pada 2026-06-30 — spread mega-cap yang hampir tidak bergerak selama penurunan harga dua puluh poin. Sesi terlebar adalah 2026-06-05 pada 0.97 bps (hari penurunan -6.2%), yang terketat 2026-06-15 pada 0.95 bps. Untuk skala perbandingan dengan aset yang tidak likuid, lihat analisis mendalam mikrostruktur dua puluh sembilan Juni di mana panel spread satu ticker mencakup sesi yang sama.

Opsi: 64.64 juta kontrak, call mendominasi setiap sesi

QueryPasar options NVDA dalam satu baris: total, struktur expiry, kontrak flagship
SQL tepat di balik setiap angka
WITH
    (
        SELECT (round(sum(toFloat64(price) * size) * 100 / 1e9, 2), round(sum(size) / 1e6, 1))
        FROM global_markets.options_trades
        WHERE startsWith(ticker, 'O:AAPL') AND length(ticker) = 21
          AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
    ) AS aapl,
    (
        SELECT (round(sum(toFloat64(price) * size) * 100 / 1e9, 2), round(sum(size) / 1e6, 1))
        FROM global_markets.options_trades
        WHERE startsWith(ticker, 'O:TSLA') AND length(ticker) = 21
          AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
    ) AS tsla,
    (
        SELECT concat('$', toString(round(toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000, 2)),
               if(substring(ticker, 13, 1) = 'P', ' put', ' call'),
               ', expiry 20', substring(ticker, 7, 2), '-', substring(ticker, 9, 2), '-', substring(ticker, 11, 2))
        FROM global_markets.options_trades
        WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
          AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
        GROUP BY ticker ORDER BY sum(size) DESC LIMIT 1
    ) AS busiest_name,
    (
        SELECT concat('$', toString(round(toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000, 2)),
               if(substring(ticker, 13, 1) = 'P', ' put', ' call'),
               ', expiry 20', substring(ticker, 7, 2), '-', substring(ticker, 9, 2), '-', substring(ticker, 11, 2))
        FROM global_markets.options_trades
        WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
          AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
        GROUP BY ticker ORDER BY sum(toFloat64(price) * size) DESC LIMIT 1
    ) AS premium_name,
    (
        SELECT round(toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000, 2)
        FROM global_markets.options_trades
        WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
          AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
        GROUP BY ticker ORDER BY sum(toFloat64(price) * size) DESC LIMIT 1
    ) AS premium_strike,
    (
        SELECT max(pc)
        FROM (
            SELECT round(toFloat64(sumIf(size, substring(ticker, 13, 1) = 'P')) / toFloat64(sumIf(size, substring(ticker, 13, 1) = 'C')), 3) AS pc
            FROM global_markets.options_trades
            WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
              AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
            GROUP BY toDate(sip_timestamp)
        )
    ) AS max_daily_pc
SELECT
    formatDateTime(toTimeZone(min(sip_timestamp), 'America/New_York'), '%Y-%m-%d %H:%i:%S') AS first_print_et,
    uniqExact(toDate(sip_timestamp)) AS option_sessions,
    round(count() / 1e6, 2) AS prints_m,
    uniqExact(ticker) AS distinct_contracts,
    round(sum(size) / 1e6, 2) AS contracts_traded_m,
    round(sum(toFloat64(price) * size) * 100 / 1e9, 2) AS premium_notional_busd,
    round(toFloat64(sumIf(size, substring(ticker, 13, 1) = 'P')) / toFloat64(sumIf(size, substring(ticker, 13, 1) = 'C')), 2) AS month_put_call_ratio,
    max_daily_pc AS max_session_put_call_ratio,
    uniqExact(substring(ticker, 7, 6)) AS expiries_traded,
    concat('20', substring(max(substring(ticker, 7, 6)), 1, 2), '-', substring(max(substring(ticker, 7, 6)), 3, 2), '-', substring(max(substring(ticker, 7, 6)), 5, 2)) AS longest_expiry,
    round(100 * toFloat64(sumIf(size, substring(ticker, 7, 6) = '260618')) / toFloat64(sum(size)), 1) AS jun18_expiry_share_pct,
    busiest_name AS busiest_contract,
    premium_name AS top_premium_contract,
    premium_strike AS top_premium_strike_usd,
    aapl.1 AS aapl_premium_bn,
    aapl.2 AS aapl_contracts_m,
    tsla.1 AS tsla_premium_bn,
    tsla.2 AS tsla_contracts_m
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
  AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)

Dalam sesi opsi 21: 8.9 juta cetakan di seluruh 5163 kontrak berbeda, 64.64 juta kontrak dan premium sebesar $24.43 miliar (harga dikali pengali seratus saham). Rasio put/call bulan ini adalah 0.55 — call diperdagangkan lebih banyak daripada put di setiap sesi; rasio harian mencapai puncaknya pada 0.782 dan tidak pernah mencapai satu koma nol. 38 masa kedaluwarsa diperdagangkan, mulai dari mingguan delapan belas Juni hingga LEAPS 2028-12-15; masa kedaluwarsa delapan belas Juni sendiri mengambil 10.5% dari volume bulanan. Kontrak tersibuk: $210 call, expiry 2026-06-18. Magnet premium: $0.5 call, expiry 2026-12-18 — strike deep-in-the-money $0.5. Sebagai perbandingan, opsi AAPL mengumpulkan $8.84 miliar pada 27 juta kontrak di bulan Juni; TSLA $33.68 miliar pada 58 juta.

QuerySesi options per sesi: kontrak, call/put split, dan put/call ratio
SQL tepat di balik setiap angka
SELECT
    toDate(sip_timestamp) AS session,
    count() AS prints,
    toUInt64(sum(size)) AS contracts_traded,
    toUInt64(sumIf(size, substring(ticker, 13, 1) = 'C')) AS call_contracts,
    toUInt64(sumIf(size, substring(ticker, 13, 1) = 'P')) AS put_contracts,
    round(toFloat64(sumIf(size, substring(ticker, 13, 1) = 'P')) / toFloat64(sumIf(size, substring(ticker, 13, 1) = 'C')), 2) AS put_call_ratio,
    round(100 * toFloat64(sum(size)) / max(toFloat64(sum(size))) OVER (), 1) AS pct_of_busiest_session
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
  AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
GROUP BY session
ORDER BY session

Sesi opsi tersibuk adalah 2026-06-05 — 5298529 kontrak, 100% dari puncak bulanan — hari penurunan -6.2% yang sama yang mencatat volume ekuitas tertinggi. Rasio put/call naik seiring dengan penurunan harga: rasio mencapai titik terendah pada 0.33 pada 2026-06-02 (dekat puncak harga) dan naik menjadi 0.61 pada 2026-06-12 (sesi saat saham pertama kali ditutup di bawah $205.14). Volume put tumbuh saat harga turun — aktivitas hedging atau taruhan directional; data menunjukkan pergerakan bersama, bukan niat.

QueryDistribusi kontrak: volume call dan put berdasarkan strike bucket
SQL tepat di balik setiap angka
SELECT
    concat('$', toString(toUInt32(bucket))) AS strike_bucket,
    call_contracts,
    put_contracts,
    round(100.0 * put_contracts / (call_contracts + put_contracts), 1) AS put_share_pct,
    round(100 * (call_contracts + put_contracts) / max(call_contracts + put_contracts) OVER (), 1) AS pct_of_biggest_bucket
FROM (
    SELECT
        least(floor(toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000 / 25) * 25, 450) AS bucket,
        toUInt64(sumIf(size, substring(ticker, 13, 1) = 'C')) AS call_contracts,
        toUInt64(sumIf(size, substring(ticker, 13, 1) = 'P')) AS put_contracts
    FROM global_markets.options_trades
    WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
      AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
    GROUP BY bucket
)
ORDER BY toUInt32OrZero(substring(strike_bucket, 2))

Peta strike berbentuk barbell di sekitar rentang perdagangan $dua ratus. Bucket $200 — at the money — mengambil volume terbanyak, terbagi 32.7% put (lalu lintas dua arah). Di bawah rentang tersebut, put mendominasi (88.3% dari bucket $150); di atasnya, call menguasai buku (6.3% put pada $225, 120039 kontrak pada plafon $450). Strukturnya sesuai teori: protective put di bawah, speculative call di atas, dan pasar dua arah pada at the money.

Alur berita

QueryAliran informasi dalam satu baris: volume, komposisi, dan co-tags
SQL tepat di balik setiap angka
WITH
    (
        SELECT (toString(d), n)
        FROM (
            SELECT toDate(toTimeZone(published_utc, 'America/New_York')) AS d, count() AS n
            FROM global_markets.stocks_news
            WHERE has(tickers, 'NVDA')
              AND published_utc >= toDateTime('2026-06-01 00:00:00')
              AND published_utc < toDateTime('2026-07-01 04:00:00')
            GROUP BY d ORDER BY n DESC, d ASC LIMIT 1
        )
    ) AS peak_day,
    (
        SELECT (JSONExtractString(any(publisher), 'name'), count())
        FROM global_markets.stocks_news
        WHERE has(tickers, 'NVDA')
          AND published_utc >= toDateTime('2026-06-01 00:00:00')
          AND published_utc < toDateTime('2026-07-01 04:00:00')
        GROUP BY JSONExtractString(publisher, 'name') ORDER BY count() DESC LIMIT 1
    ) AS top_pub
SELECT
    count() AS june_articles,
    uniqExact(JSONExtractString(publisher, 'name')) AS publishers,
    toString(min(toDate(toTimeZone(published_utc, 'America/New_York')))) AS first_tagged_day,
    peak_day.1 AS peak_day_date,
    peak_day.2 AS peak_day_articles,
    top_pub.1 AS top_publisher,
    top_pub.2 AS top_publisher_articles,
    round(100.0 * top_pub.2 / count(), 0) AS top_publisher_pct,
    countIf(has(tickers, 'TSLA')) AS tsla_co_articles,
    countIf(has(tickers, 'AMD')) AS amd_co_articles,
    countIf(has(tickers, 'MSFT')) AS msft_co_articles,
    countIf(has(tickers, 'AAPL')) AS aapl_co_articles
FROM global_markets.stocks_news
WHERE has(tickers, 'NVDA')
  AND published_utc >= toDateTime('2026-06-01 00:00:00')
  AND published_utc < toDateTime('2026-07-01 04:00:00')

642 artikel bertanda NVDA pada bulan Juni dari 4 penerbit. Lihat jumlah tersebut dengan skeptis: The Motley Fool sendiri menulis 63% — ini adalah perhatian dari satu feed, bukan media dunia. Puncak harian terjadi pada 2026-06-01 dengan 45 artikel. Co-tags menunjukkan pembingkaiannya: MSFT dalam 169, AAPL dalam 134, AMD dalam 101, TSLA dalam 69 — feed ini meliput NVDA sebagai kisah teknologi mega-cap, bukan kisah semikonduktor.

Posisi short

QueryFINRA off-exchange short volume per sesi: marked-short share dan reported volume
SQL tepat di balik setiap angka
SELECT
    date,
    round(toFloat64(any(short_volume)) / 1e6, 2) AS short_shares_m,
    round(toFloat64(any(total_volume)) / 1e6, 2) AS offexchange_total_m,
    round(100 * toFloat64(any(short_volume)) / toFloat64(any(total_volume)), 1) AS short_pct_of_offexchange
FROM global_markets.stocks_short_volume
WHERE ticker = 'NVDA' AND date >= toDate('2026-06-01') AND date <= toDate('2026-06-30')
GROUP BY date
ORDER BY date

Volume short off-exchange adalah bagian dari volume yang dilaporkan FINRA yang ditandai sebagai short; sebagian besar adalah market maker yang menjual short untuk memenuhi pembelian pelanggan — ini adalah mekanisme rutin, bukan short interest. Pangsa marked-short NVDA berkisar antara 29.3% pada 2026-06-01 hingga 48.1% pada 2026-06-30. Volume laporan off-exchange mencapai puncak pada 86.77 juta saham pada 2026-06-02 dan mencapai titik terendah pada 43.31 juta pada 2026-06-16, selama 20 sesi yang tercatat.

QueryPeak dan trough off-exchange, bounded (deduped per sesi)
SQL tepat di balik setiap angka
SELECT
    toString(argMax(date, offex_m)) AS peak_date,
    max(offex_m) AS peak_offex_m,
    toString(argMin(date, offex_m)) AS trough_date,
    min(offex_m) AS trough_offex_m,
    round(max(offex_m) - min(offex_m), 2) AS peak_minus_trough_m,
    count() AS sessions_on_file
FROM (
    SELECT date, round(toFloat64(any(total_volume)) / 1e6, 2) AS offex_m
    FROM global_markets.stocks_short_volume
    WHERE ticker = 'NVDA' AND date >= toDate('2026-06-01') AND date <= toDate('2026-06-30')
    GROUP BY date
)
QueryPrint short-interest pertengahan Juni
SQL tepat di balik setiap angka
SELECT
    toString(max(settlement_date)) AS settlement,
    round(toFloat64(argMax(short_interest, settlement_date)) / 1e6, 2) AS shares_short_m,
    round(toFloat64(argMax(avg_daily_volume, settlement_date)) / 1e6, 2) AS avg_daily_volume_m,
    argMax(days_to_cover, settlement_date) AS reported_days_to_cover,
    round(toFloat64(argMax(short_interest, settlement_date)) / toFloat64(argMax(avg_daily_volume, settlement_date)), 2) AS implied_days_to_cover,
    count() AS june_settlements
FROM global_markets.stocks_short_interest
WHERE ticker = 'NVDA'
  AND settlement_date >= toDate('2026-06-01') AND settlement_date <= toDate('2026-06-30')

Short interest aktual tercatat sebesar 2026-06-30: 310.13 juta saham short dibandingkan dengan rata-rata harian 155.99 juta saham. Vendor melaporkan days-to-cover sebesar 1.99; rasio mentahnya adalah 1.99 — posisi short membutuhkan sekitar dua hari rata-rata untuk cover. Kedua penyelesaian bulan ini telah tercatat (cetakan Juni 2); angka-angka di atas menggunakan penyelesaian akhir bulan 30 Juni.

Catatan data

QuerySensus fundamentals NVDA: balance sheets, income statements, cash flows
SQL tepat di balik setiap angka
SELECT
    (SELECT count() FROM global_markets.stocks_balance_sheets WHERE has(tickers, 'NVDA')) AS balance_sheet_rows,
    (SELECT count() FROM global_markets.stocks_income_statements WHERE has(tickers, 'NVDA')) AS income_statement_rows,
    (SELECT count() FROM global_markets.stocks_cash_flow_statements WHERE has(tickers, 'NVDA')) AS cash_flow_rows
Catatan data lengkap
  • Entitas. NVDA adalah NVIDIA Corporation, CIK 0001045810, terdaftar di Nasdaq. Tidak ada ambiguitas penggunaan ulang simbol; tidak ada peringatan batas entitas yang berlaku. Gudang data menyimpan 83 baris balance-sheet, 152 baris income-statement, dan 152 baris cash-flow-statement untuk NVDA — data fundamental tersedia, berbeda dengan kasus analisis mendalam mikrostruktur 29 Juni.
  • Ekstrem bulanan. Harga tertinggi $235 tercatat pada 2026-06-02 04:00 ET di pre-market (04:00); harga tertinggi jam reguler $232.28 tercatat pada 2026-06-02 09:59 ET. Harga terendah bulanan dan terendah jam reguler adalah $189.8 — harga terendah tersebut tercatat pada jam reguler.
  • Penutupan 19 Juni. Gudang data menyimpan 0 bar SPY untuk 19 Juni (Juneteenth), sehingga periode Juni NVDA mencakup 21 sesi. Tabel hari libur tidak mencakup hingga Juni dua ribu dua puluh enam (dimulai 3 Juli dua ribu dua puluh enam); observasi nol-bar adalah buktinya.
  • Volume dolar. Harga penutupan per menit dikalikan volume per menit, kemudian dijumlahkan — sebuah proksi notional yang berbobot penutupan. Angka jam reguler ($523 miliar) tidak termasuk bar pre-market dan post-close; angka satu hari penuh ($571.9 miliar) mencakup keduanya.
  • Parsing opsi. Tanggal kedaluwarsa, tipe, dan strike di-parse ulang dari ticker OCC (kolom expiration_date pada tabel tidak dapat diandalkan); notional premium mengasumsikan pengali seratus saham.
  • Statistik spread per pembaruan memberi bobot yang sama pada setiap pembaruan NBBO; statistik berbobot waktu tersedia di panel. Median menggunakan kuantil deterministik.
  • Tidak ada pengaman tick-dump yang terpicu. Semua kueri tabel tick diagregasi; kueri tape-texture menjumlahkan seluruh tabel perdagangan menjadi satu baris.
  • Kesenjangan volume short pada 29 Juni. File volume short off-exchange FINRA untuk 29 Juni terpotong di seluruh pasar (file sumber berakhir di tengah alfabet); NVDA terurut sebelum batas pemotongan sehingga barisnya tidak ada. Panel volume short mencakup 20 sesi; baris 29 Juni hilang (pemotongan file seluruh pasar), bukan nol. Analisis mendalam 29 Juni memuat bukti pemeriksaan seluruh pasar.

Metodologi

  • Timestamp disimpan dalam UTC dan difilter dengan batas UTC mentah; Juni 2026 sepenuhnya menggunakan EDT, sehingga jam reguler adalah 13:30–20:00 UTC (9:30 am–4:00 pm ET). toTimeZone hanya muncul dalam daftar SELECT.
  • Penutupan sesi adalah bar menit terakhir pada jam reguler. Volume dolar adalah harga penutupan menit dikali volume menit, kemudian dijumlahkan.
  • Expiry, tipe, dan strike opsi diparsing ulang dari ticker OCC. Notional premium mengasumsikan pengali seratus saham.
  • Generasi hanya dilakukan secara batch melalui jalur read-only yang dibatasi; halaman publik tidak pernah melakukan query secara live. Warehouse menyimpan riwayat tick lengkap tanpa rolling expiry, sehingga analisis ini dapat direproduksi dari tabel yang sama kapan saja. Status warehouse per 4 Juli 2026.

Setiap panel adalah satu objek tersimpan — chart, tabel, dan SQL. Lanjutkan query apa pun di terminal Strasmore.

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