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

NVDA: Siddon Look Den Surge — Week of July 6

NVDA dey green through Tuesday chip rout, red for Thursday rally, den become di tape heaviest name by Friday. Five sessions, every number receipted.

NVDA spend di week of July 6, 2026 dey move different from im own sector — den e come jump front. For Tuesday chip sell-off, na im be di only one wey close green among di five big names wey we dey track for down; for Thursday, wen all four oda ones close up, na im be di only red one. Friday, e put up im best session for di week and finish as di heaviest ticker for dat day tape. Net result across 5 sessions: +8.5%, a $211.1 high, $107.1B of regular-hours dollars — di 3rd-biggest ticker of di week. Every number na stored query; expand any panel for di SQL.

Di week for one row

One row carry di whole week: di prior Thursday close (July 3 na di Independence Day closure), open, close, both extremes with timestamps, volume.

QueryNVDA, week of July 6, 2026 — open to close, extremes with receipts, volume
The exact SQL behind every number
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('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 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('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
    ) AS hi,
    (
        SELECT min(toFloat64(low)) FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA' AND window_start >= toDateTime('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
    ) AS lo,
    (
        SELECT argMax(toFloat64(close), window_start) FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA' AND window_start >= toDateTime('2026-07-02 00:00:00') AND window_start < toDateTime('2026-07-03 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    ) AS prior_week_close
SELECT
    round(prior_week_close, 2) AS prior_friday_close,
    round(toFloat64(argMinIf(open, window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)), 2) AS week_open,
    closes.3 AS week_close,
    round((closes.3 / prior_week_close - 1) * 100, 1) AS week_change_pct,
    closes.1 AS peak_close_date,
    round(closes.2, 2) AS peak_close,
    round(hi, 2) AS week_high,
    formatDateTime(toTimeZone(minIf(window_start, toFloat64(high) >= hi - 0.011), 'America/New_York'), '%Y-%m-%d %H:%i') AS week_high_first_bar_et,
    round(lo, 2) AS week_low,
    formatDateTime(toTimeZone(minIf(window_start, toFloat64(low) <= lo + 0.011), 'America/New_York'), '%Y-%m-%d %H:%i') AS week_low_bar_et,
    round(toFloat64(sum(volume)) / 1e6, 1) AS week_shares_m,
    round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 1) AS week_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,
    uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS session_days_observed
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
  AND window_start >= toDateTime('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')

From $194.51 to $210.96: +8.5%. Di bookends tell di arc: di $190.6 low print at 2026-07-07 07:35 ET — Tuesday pre-market, hours before di rout open — and di $211.1 high at 2026-07-10 16:01 ET, di bar wey carry Friday closing auction. E bottom before im second session, e top for nearly im final print; 565.2 million shares, $113.6B with extended hours.

Session by session

Five sessions, no two be di same — which days do di work?

QueryNVDA by session — close, change, shares, dollars
The exact SQL behind every number
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('2026-07-02 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
        GROUP BY et_date
    )
)
WHERE et_date >= toDate('2026-07-06')
ORDER BY et_date

Di arc: small green Monday and Tuesday — Tuesday na di day wey chip rout happen, wen closing up +0.7% at all make NVDA di only survivor for di complex (receipts dey next section). Wednesday +3.7%, di week second-best close, while di broad tape steady. Thursday -0.7% — di sit-out: red on di summer wildest open while every peer close green. Friday +4% to $210.96 on 27.41B of full-day dollars — di heaviest ticker on Friday tape, receipted below. Dollar volume climb every day except Thursday: 16.54B Monday to 27.41B Friday.

Di chip complex, day by day

'Wey dem trade am against im sector' na claim wey reader suppose fit check: NVDA side-by-side with AMD, MU, INTC, and TSM (di TSMC ADR), all five sessions.

QueryNVDA vs di chip complex — close-over-close % change by session
The exact SQL behind every number
SELECT
    toString(d) AS et_date,
    round(maxIf(pct, ticker = 'NVDA'), 1) AS nvda_pct,
    round(maxIf(pct, ticker = 'AMD'), 1) AS amd_pct,
    round(maxIf(pct, ticker = 'MU'), 1) AS mu_pct,
    round(maxIf(pct, ticker = 'INTC'), 1) AS intc_pct,
    round(maxIf(pct, ticker = 'TSM'), 1) AS tsm_pct
FROM (
    SELECT ticker, d,
           (c / lagInFrame(c) OVER (PARTITION BY ticker ORDER BY d ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) - 1) * 100 AS pct
    FROM (
        SELECT ticker,
               toDate(toTimeZone(window_start, 'America/New_York')) AS d,
               argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS c
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('NVDA', 'AMD', 'MU', 'INTC', 'TSM')
          AND window_start >= toDateTime('2026-07-02 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
        GROUP BY ticker, d
    )
)
WHERE d >= toDate('2026-07-06')
GROUP BY d
ORDER BY d

Monday di complex run — AMD +6.5% — while NVDA crawl +0.6%. Tuesday own na rout: AMD -6.4%, MU -4.6%, INTC -9.6%, TSM -4.2% — NVDA green at +0.7%, na im be di basket only positive close. Thursday turn am upside down: all four peers up, AMD dey front at +5.7%, NVDA alone red at -0.7%. Friday NVDA im +4% lead while MU (-1.2%), INTC (-2.4%), and TSM (-0.6%) slip enter red. Three out of five sessions, NVDA im close dey opposite di sign of at least three of im four peers. MU deep-dive cover di name wey set di week volume pace.

Di 3rd-biggest ticker for di tape

Rank claims need basis and receipt — di leaderboard for context, den one-row receipt against every oda ticker.

QueryDi week heaviest tickers by regular-hours dollar volume
The exact SQL behind every number
SELECT ticker, round(sum(toFloat64(volume) * toFloat64(close)) / 1e9, 1) AS rth_dollar_bn
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= toDateTime('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 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 rth_dollar_bn DESC
LIMIT 6
QueryRank receipt: NVDA weekly dollar volume against every oda ticker, plus di Friday-only rank
The exact SQL behind every number
WITH (
    SELECT sum(toFloat64(volume) * toFloat64(close))
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'NVDA'
      AND window_start >= toDateTime('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
) AS nvda_d,
(
    SELECT sum(toFloat64(volume) * toFloat64(close))
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'NVDA'
      AND window_start >= toDateTime('2026-07-10 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
) AS nvda_friday,
(
    SELECT (countIf(d > nvda_friday) + 1, max(d))
    FROM (
        SELECT ticker, sum(toFloat64(volume) * toFloat64(close)) AS d
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= toDateTime('2026-07-10 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
          AND ticker NOT IN ('SPCX', 'NVDA')
        GROUP BY ticker
    )
) AS friday_field
SELECT
    countIf(d > nvda_d AND ticker != 'NVDA') + 1 AS nvda_rank,
    round(nvda_d / 1e9, 1) AS nvda_dollar_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,
    friday_field.1 AS friday_rank,
    round(nvda_friday / 1e9, 2) AS friday_nvda_rth_bn,
    round((nvda_friday - friday_field.2) / 1e9, 2) AS friday_margin_over_next_bn
FROM (
    SELECT ticker, sum(toFloat64(volume) * toFloat64(close)) AS d
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= toDateTime('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
)

Na only MU — di volume monster for di week — and SPY print more regular-hours dollars; 1 single stock rank above NVDA all week, and NVDA run 65.3% of di leader total. Di Friday columns pin di intro oda claim: for Friday alone, NVDA $26.56B rank #1 for di entire tape, $0.27B ahead of di next ticker — e small, but e get di top spot. Basis: regular-hours dollar volume, di July 6–10 window, dem exclude one reused-symbol ticker (check Data notes).

Where di week leave NVDA

Di next kweshon wey natural na positional: how close NVDA dey to im own highs, and wetin di rally really reclaim?

QueryNVDA position check as of Friday close — trailing-year extremes and moving averages
The exact SQL behind every number
WITH daily AS (
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
        argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS c,
        maxIf(toFloat64(high), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS h,
        minIf(toFloat64(low), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS l
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'NVDA'
      AND window_start >= toDateTime('2025-07-11 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
    GROUP BY et_date
    HAVING countIf((toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) > 0
)
SELECT
    round(argMax(c, et_date), 2) AS friday_close,
    round(max(h), 2) AS high_52w,
    argMax(toString(et_date), (h, et_date)) AS high_52w_date,
    round(100 * (1 - argMax(c, et_date) / max(h)), 1) AS pct_below_52w_high,
    round(min(l), 2) AS low_52w,
    argMax(toString(et_date), (-l, et_date)) AS low_52w_date,
    round(100 * (argMax(c, et_date) / min(l) - 1), 1) AS close_vs_52w_low_pct,
    round(arrayAvg(arrayMap(t -> t.2, arraySlice(arrayReverseSort(t -> t.1, groupArray((et_date, c))), 1, 50))), 2) AS ma_50d,
    round(100 * (argMax(c, et_date) / arrayAvg(arrayMap(t -> t.2, arraySlice(arrayReverseSort(t -> t.1, groupArray((et_date, c))), 1, 50))) - 1), 1) AS close_vs_ma50_pct,
    round(arrayAvg(arrayMap(t -> t.2, arraySlice(arrayReverseSort(t -> t.1, groupArray((et_date, c))), 1, 200))), 2) AS ma_200d,
    round(100 * (argMax(c, et_date) / arrayAvg(arrayMap(t -> t.2, arraySlice(arrayReverseSort(t -> t.1, groupArray((et_date, c))), 1, 200))) - 1), 1) AS close_vs_ma200_pct,
    count() AS trading_days_observed
FROM daily

Friday im $210.96 close dey 10.8% below di trailing-year high of $236.54 (wey dem set 2026-05-14) and 30.2% above di trailing-year low of $162.02, wey dem print 2025-07-14 — di far edge of di window. Di averages carry di sharper reading: di week end just +0.9% above di 50-day average of $209.16, while e hold +10% above di 200-day at $191.75. A +8.5% week, in oda words, carry NVDA back to roughly where im own two-month average already sit — with di May high still well overhead.

Di week wey pass against di half-year wey don waka

Dis week big reach NVDA own standard? Both axes — return and dollar volume — dem compute am di same way for every week of 2026.

QueryNVDA weekly returns, trailing ~26 weeks (open-to-close per week) — where dis week rank
The exact SQL behind every number
SELECT
    toString(wk) AS period_start,
    round(ret, 1) AS week_return_pct,
    round(dollar_bn, 1) AS week_rth_dollar_bn
FROM (
    SELECT toStartOfWeek(toDate(toTimeZone(window_start, 'America/New_York')), 1) AS wk,
           uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions,
           (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 AS ret,
           sumIf(toFloat64(close) * toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9 AS dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'NVDA'
      AND window_start >= toDateTime('2026-01-05 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
    GROUP BY wk
    HAVING sessions >= 3
)
ORDER BY period_start

Measure am open-to-close inside each week, dis week own +8.5% land for di strong side of NVDA 2026 table, near di 2026-04-13 week wey get +8.4% — and e just two weeks after di 2026-06-22 week print -9.3%. Di volume axis na di quiet surprise: dis week 107.1B sit near di middle of di 2026 range instead of im top — di 2026-06-01 week move 167.7B on a -4.9% move. Big price week on volume wey no special. Di baseline na prior tape, dem compute am fresh; di June deep-dive hold di monthly version.

Wetin dey make up di tape

Di total for di week show how much dem trade; di way di tape flow show how e happen.

QueryPrint-size anatomy and quote census — NVDA, full week
The exact SQL behind every number
WITH
    (
        SELECT (round(count() / 1e6, 2),
                round(100.0 * countIf(bid_price > 0 AND ask_price > 0 AND ask_price > bid_price) / count(), 2))
        FROM global_markets.cache_stocks_quotes
        WHERE ticker = 'NVDA'
          AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 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(100.0 * countIf(size < 100) / count(), 1) AS odd_lot_pct_of_prints,
    quote_census.1 AS nbbo_updates_m,
    quote_census.2 AS clean_two_sided_pct
FROM global_markets.stocks_trades
WHERE ticker = 'NVDA'
  AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 00:00:00', 9)

12.17 million prints, di middle print na just 3 shares, 84.4% of di prints dey below di hundred-share round lot. Check di order: di tape print pass di number of times wey di quote move — 12.17 million trades against 9.86 million NBBO updates (98.99% clean two-sided). For dat middle size, no order wey get size fit reach exchange whole: routers and algorithms don tear di big orders into small-small pieces. Di modern market wey retail don scatter for one line.

Di spread just steady — and e get reason

One big sell-off, one bounce, one day wey people siddon look, one surge — every chance for liquidity to shake. E shake?

QueryNVDA median quoted spread by session, regular hours (bps of midpoint)
The exact SQL behind every number
SELECT
    session,
    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
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'NVDA'
  AND sip_timestamp >= toDateTime64('2026-07-06 13:30:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 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

No. Di regular-hours median spread no even comot from low single digits of basis points: 1.02 bps Monday, 0.96 bps Friday. Di detail worth another look: di week widest median na Wednesday own 1.52 bps — NVDA big UP day, no be di rout — while Tuesday rout dey quoted at 1.03 bps on di week heaviest quote traffic, 2411154 updates. For mega-cap, stress show as more quoting, no be wider quoting (why di spread na di number to watch); di order-type economics never change.

News flow: attention peak before di move

If di week get one single story, di news feed suppose carry am — but e no dey where you fit expect.

QueryNews-feed attention: articles wey dem tag NVDA during di week, decoded
The exact SQL behind every number
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('2026-07-06 00:00:00')
              AND published_utc < toDateTime('2026-07-11 04:00:00')
            GROUP BY d ORDER BY n DESC, d ASC LIMIT 1
        )
    ) AS peak_day,
    (
        SELECT (JSONExtractString(publisher, 'name') AS p, count() AS n)
        FROM global_markets.stocks_news
        WHERE has(tickers, 'NVDA')
          AND published_utc >= toDateTime('2026-07-06 00:00:00')
          AND published_utc < toDateTime('2026-07-11 04:00:00')
        GROUP BY p ORDER BY n DESC, p ASC LIMIT 1
    ) AS top_pub
SELECT
    count() AS week_articles,
    uniqExact(JSONExtractString(publisher, 'name')) AS publishers,
    peak_day.1 AS peak_day_date,
    peak_day.2 AS peak_day_articles,
    countIf(toDate(toTimeZone(published_utc, 'America/New_York')) = toDate('2026-07-09')) AS thursday_articles,
    peak_day.2 - countIf(toDate(toTimeZone(published_utc, 'America/New_York')) = toDate('2026-07-09')) AS peak_minus_thursday,
    top_pub.1 AS top_publisher,
    round(100.0 * top_pub.2 / count(), 1) AS top_publisher_share_pct,
    countIf(has(tickers, 'MU')) AS mu_co_articles,
    countIf(has(tickers, 'AMD')) AS amd_co_articles,
    countIf(positionCaseInsensitive(title, 'artificial intelligence') > 0 OR position(title, 'AI') > 0) AS ai_titled_articles
FROM global_markets.stocks_news
WHERE has(tickers, 'NVDA')
  AND published_utc >= toDateTime('2026-07-06 00:00:00')
  AND published_utc < toDateTime('2026-07-11 04:00:00')

86 articles wey dem tag from 3 publishers, 77.9% from just one outlet (The Motley Fool) — na one aggregated feed tagging, e heavy for retail commentary side, and na so you go read am. Di peak na 2026-07-06 — Monday, 25 articles — before Thursday 20 for di sit-out matter itself. Di composition show say e concern di whole complex, no be NVDA alone: 29 headlines carry AI framing, 24 co-tag MU, 17 co-tag AMD. Nothing for here dey point to one NVDA-specific catalyst for any of di two swing days — cause no dey from dis data, and to talk say you no know better pass to dey fabricate one.

Options: 17.28 million contracts, calls dey lead

Na for options tape you go see how positioning really be: compared to wetin, for which strikes, and for which date?

QueryNVDA options, full week: totals, put-call vs trailing baseline, strikes and expiries decoded
The exact SQL behind every number
WITH
    (
        SELECT ticker
        FROM global_markets.options_trades
        WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
          AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 00:00:00', 9)
        GROUP BY ticker ORDER BY sum(size) DESC, ticker ASC LIMIT 1
    ) AS busiest_t,
    (
        SELECT round(toFloat64(sumIf(size, substring(ticker, 13, 1) = 'P')) / toFloat64(sumIf(size, substring(ticker, 13, 1) = 'C')), 2)
        FROM global_markets.options_trades
        WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
          AND sip_timestamp >= toDateTime64('2026-06-08 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-03 00:00:00', 9)
    ) AS trailing_pc,
    (
        SELECT argMax(toFloat64(close), window_start)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA' AND window_start >= toDateTime('2026-07-10 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    ) AS friday_close,
    (
        SELECT argMax(toFloat64(close), window_start)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA' AND window_start >= toDateTime('2026-07-02 00:00:00') AND window_start < toDateTime('2026-07-03 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    ) AS start_close,
    (
        SELECT concat(substring(e, 3, 2), '-', substring(e, 5, 2))
        FROM (
            SELECT substring(ticker, 7, 6) AS e, sum(size) AS v
            FROM global_markets.options_trades
            WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
              AND substring(ticker, 7, 6) > '260710'
              AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 00:00:00', 9)
            GROUP BY e ORDER BY v DESC, e ASC LIMIT 1
        )
    ) AS back_expiry
SELECT
    round(sum(size) / 1e6, 2) AS contracts_traded_m,
    round(count() / 1e6, 2) AS prints_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 week_put_call_ratio,
    trailing_pc AS trailing_4w_put_call_ratio,
    uniqExact(substring(ticker, 7, 6)) AS expiries_traded,
    concat('$', toString(round(toFloat64(toUInt32OrZero(substring(busiest_t, 14, 8))) / 1000, 2)),
           if(substring(busiest_t, 13, 1) = 'P', ' put', ' call'),
           ', expiry 20', substring(busiest_t, 7, 2), '-', substring(busiest_t, 9, 2), '-', substring(busiest_t, 11, 2)) AS busiest_contract,
    round(friday_close - toFloat64(toUInt32OrZero(substring(busiest_t, 14, 8))) / 1000, 2) AS friday_close_over_busiest_strike,
    round(100.0 * sumIf(size, substring(ticker, 7, 6) = '260710') / sum(size), 1) AS friday_expiry_share_pct,
    back_expiry AS busiest_back_expiry_md,
    round(100.0 * sumIf(size, substring(ticker, 13, 1) = 'C' AND toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000 > start_close) / sumIf(size, substring(ticker, 13, 1) = 'C'), 1) AS call_vol_strike_above_start_pct
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
  AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 00:00:00', 9)

17.28 million contracts and $5.09B of premium across 27 expiration dates, with 0.42 puts for every call. Compared to wetin: NVDA last four full weeks run 0.6 — the call bias con GET MORE extreme during the rally week, e no reduce. For which strikes: 96.6% of call volume trade above the week $194.51 starting close — na territory wey the stock never even reach when the week open. Dated when: 34.9% of the volume just siddon for Friday weekly expiry alone, and the busiest contract — the $210 call, expiry 2026-07-10 — expire with Friday close just $0.96 above im strike: within one dollar of the week most-traded strike. Beyond Friday, the busiest dated expiry na 07-17 — the July monthly, one week out (the expiration calendar; how to read the ratio).

Short-sellers, plus di asterisk for dis week

FINRA daily files dey track short-marked sale volume — but dis week, one file-quality caveat dey, wey dem flag instead of hide.

QueryFINRA daily short volume, NVDA — with di file-completeness caveat
The exact SQL behind every number
SELECT toString(date) AS d,
       round(sum(short_volume) / 1e6, 1) AS short_shares_m,
       count() AS nvda_rows_on_file
FROM global_markets.stocks_short_volume
WHERE ticker = 'NVDA' AND date >= toDate('2026-07-06') AND date <= toDate('2026-07-10')
GROUP BY date
ORDER BY date

Reported daily short volume run 12.7M shares for Monday and 26.6M shares for Friday — e roughly double as di week dollar volume build. E no too serious as e sound: dis files dey count short-marked SALES, mostly na market-maker inventory management — short interest versus short volume separate di two. One asterisk: di July 7 file arrive truncated for di whole market (dem receipt am for di weekly recap), so treat dat session figures, NVDA own included, as provisional until dem refile. Di twice-monthly short interest print wey near dis week settle for June 30; days to cover put short position for exit-time terms.

FAQ

How NVDA stock take do for di week of July 6, 2026?

NVDA climb 8.5%, from $194.51 go reach $210.96 for Friday July 10, with high of $211.1 and low of $190.6. Friday na im be di strongest session at +4%.

NVDA dey record high after di week of July 6?

No. Di Friday close of $210.96 sit 10.8% below im trailing-year high of $236.54, wey dem set 2026-05-14.

NVDA dey above im key moving averages?

Yes: di July 10 close stand +0.9% above di 50-day average ($209.16) and +10% above di 200-day ($191.75).

Wetin be NVDA put-call ratio for di week, and e dey unusual?

Di week trade at 0.42 puts per call — e heavy for call side pass NVDA trailing four-week 0.6 — and 34.9% of di contracts dey inside di Friday weekly expiry.

NVDA move with di rest of di chip sector dis week?

Mostly e no follow. Against AMD, MU, INTC, and TSM, na only NVDA close green for Tuesday rout (+0.7% against AMD -6.4%) and na only am close red for Thursday rebound (-0.7% against AMD +5.7%).

Data notes

  • Window and clock. Timestamps dey stored for UTC; regular hours na di 810–1199 ET-minute band (9:30 am–4:00 pm New York). Di prior close na Thursday July 2 (July 3 na market holiday).
  • Leaderboard exclusion. Di dollar-volume leaderboards dey exclude exactly one ticker by standing house rule: na symbol wey di vendor feed assign to two different companies — di deep-dive for dat listing carry di identity-verification receipts. Nothing else dey excluded.
  • Peer basket. Na declared basket — AMD, MU, INTC, TSM (di TSMC ADR) — of widely traded US-listed chip names, no be vendor sector classification.
  • Moving averages. Na simple averages of di last fifty and last two hundred regular-session closes through July 10; trailing-year extremes dey use regular-hours highs and lows.
  • News feed. Na ONE aggregated feed im tagging, no be global media. No licensed earnings-calendar dataset dey for di warehouse, so no forward earnings-date claims dey here.
  • OCC parsing. Dem dey parse option tickers positionally (root O:NVDA; strike dey di last eight digits). Positional and ordering claims dey encoded as sanity bounds.

How We Dey Do Am

  • Where We Get Data: consolidated tape — delayed_stocks_minute_aggs, stocks_trades plus cache_stocks_quotes, options_trades, FINRA stocks_short_volume, exchange-reported stocks_short_interest.
  • How We Count Am: quantileDeterministic on top stable keys; we dey break any tie for extremes with tuple.
  • How We Check Before-Before Time: we dey compute am live from the tape, we no dey quote from old posts; the weekly baseline get one period_start column to cover drift.
  • Warehouse Date: July 12, 2026 (T+2 for the week final session).

Cross-links: NVDA June 2026 deep-dive, the five dailies through the week market recap, DTE explained for the options vocab. Every panel SQL dey run as e be on the Strasmore terminal.

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