Strasmore Research
Muhtasari wa soko Matt ConnorNa Matt Connor · Imeboreshwa 2026-07-25

soko la hisa Julai 7 2026 muhtasari

Soko la hisa Julai 7 2026: semiconductor zilipungua sana lakini NVDA ilibaki kijani. Uwiano wa washuka dhidi ya wapanda ulikuwa mbili kwa moja. SPY ilikuwa na spread nyembamba zaidi

Jumanne, Julai 7, 2026 ilirudisha nyuma nusu ya kuruka kwa ufunguzi wa Jumatatu — na hata zaidi: QQQ ilifunga -1.82%, ikifuta zaidi ya faida yake ya Jumatatu, dhidi ya -0.29% ya DIA. Chini ya uso, soko lilikuwa na uwiano wa mbili-kwa-mmoja wa washuka: 4034 ya hisa zilizopungua dhidi ya 2091 zilizopanda. Hadithi halisi ya siku hiyo ilikuwa ni kuvunjika kwa sekta ya semiconductor mara kadhaa ukubwa wa fahirisi — moja ambayo makampuni makubwa ya sekta hiyo hayakushiriki. Kila nambari hapa chini inasomwa kutoka kwa hoja iliyohifadhiwa — panua paneli yoyote kwa SQL kamili.

Ubao wa matokeo

Kila mabadiliko yanalinganisha mwisho wa kipindi cha kawaida cha siku ya Julai 7 na Jumatatu Julai 6 — mfululizo wa vikao vya biashara.

UlizaSPY / QQQ / DIA / IWM — Julai 7 dhidi ya kufunga Julai 6, saa za kawaida
SQL halisi nyuma ya kila namba
WITH prior AS (
    SELECT ticker, argMax(close, window_start) AS prior_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00'
    GROUP BY ticker
),
sess AS (
    SELECT ticker,
           argMin(open, window_start) AS day_open,
           argMax(close, window_start) AS day_close,
           max(high) AS day_high,
           min(low) AS day_low,
           round(toFloat64(sum(volume)) / 1e6, 1) AS shares_traded_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'
    GROUP BY ticker
)
SELECT
    s.ticker AS ticker,
    round(toFloat64(p.prior_close), 2) AS prior_close,
    round(toFloat64(s.day_open), 2) AS day_open,
    round(toFloat64(s.day_close), 2) AS day_close,
    round((toFloat64(s.day_open) / toFloat64(p.prior_close) - 1) * 100, 2) AS gap_pct,
    round((toFloat64(s.day_close) / toFloat64(s.day_open) - 1) * 100, 2) AS intraday_pct,
    round((toFloat64(s.day_close) / toFloat64(p.prior_close) - 1) * 100, 2) AS pct_change,
    round(toFloat64(s.day_high), 2) AS day_high,
    round(toFloat64(s.day_low), 2) AS day_low,
    s.shares_traded_m AS shares_traded_m
FROM sess s
JOIN prior p ON s.ticker = p.ticker
ORDER BY s.ticker

-1.82% ya QQQ iliongoza ETFs nne za fahirisi kushuka; SPY ilifunga -0.48%, IWM -0.9%, na -0.29% ya DIA ilikuwa matokeo mepesi zaidi. Mgawanyiko wa pengo dhidi ya kusaga unaonyesha pande mbili za soko zikikubaliana wakati wa ufunguzi: pengo la usiku la QQQ lilikuwa -1.17% na kusaga kutoka ufunguzi hadi kufunga kulikuwa -0.65% — pengo lilifanya uharibifu mwingi — wakati DIA ilifungua juu 0.47% na bado ikamaliza kwa nyekundu, mwendo wake kutoka ufunguzi hadi kufunga ulichapisha -0.76%. Uongozi umebadilika kila kikao tangu Alhamisi: DIA iliongoza Alhamisi, QQQ iliongoza Jumatatu, DIA tena Jumanne.

Je, siku hiyo ilikuwa ya kawaida?

UlizaQQQ na SPY: Julai 7 ikilinganishwa na mwezi uliopita wa vikao (nafasi 1 = mabadiliko makubwa kabisa)
SQL halisi nyuma ya kila namba
SELECT
    round(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-07')), 2) AS qqq_close_over_close_pct,
    arrayCount(x -> x > abs(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-07'))), groupArrayIf(abs(cc_pct), ticker = 'QQQ' AND d != toDate('2026-07-07'))) + 1 AS qqq_abs_move_rank,
    countIf(ticker = 'QQQ') AS qqq_sessions_compared,
    round(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-07')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-07'))), groupArrayIf(abs(oc_pct), ticker = 'SPY' AND d != toDate('2026-07-07'))) + 1 AS spy_abs_move_rank,
    countIf(ticker = 'SPY') AS spy_sessions_compared,
    toString(min(d)) AS first_session
FROM (
    SELECT ticker, d,
           (close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1) * 100 AS cc_pct,
           oc_pct
    FROM (
        SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
               argMax(toFloat64(close), window_start) AS close_px,
               (argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS oc_pct
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('SPY', 'QQQ')
          AND window_start >= toDateTime('2026-06-04 00:00:00')
          AND window_start < toDateTime('2026-07-08 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
        GROUP BY ticker, d
    )
)
WHERE isFinite(cc_pct)

Katika kiwango cha fahirisi, si hasa. Mabadiliko ya -1.82% ya QQQ kuanzia kufunga hadi kufunga yanaorodheshwa 9 kati ya 21 vikao vilivyopita kwa ukubwa kamili, na mabadiliko ya SPY kuanzia kufungua hadi kufunga ya -0.34% yanaorodheshwa 15 kati ya 21 — mwezi uliopita unaojumuisha mabadiliko makubwa ya kumbukumbu ya mwishoni mwa Juni unaweka kiwango cha juu. Mtawanyiko chini ya hapo ndipo Julai 7 ilipojitokeza.

Upeo: wawili wanashuka kwa kila mmoja anayepanda

UlizaWapanda dhidi ya washuka kati ya ticker zenye biashara angalau $1M Julai 7
SQL halisi nyuma ya kila namba
WITH per_ticker AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-07 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 00:00:00')) AS day_close,
        sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-07 00:00:00') AS day_dollar_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE (window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00')
       OR (window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')
    GROUP BY ticker
)
SELECT
    countIf(day_close > prior_close AND day_dollar_volume >= 1000000) AS advancers,
    countIf(day_close < prior_close AND day_dollar_volume >= 1000000) AS decliners,
    countIf(day_close = prior_close AND day_dollar_volume >= 1000000) AS unchanged,
    countIf(day_dollar_volume >= 1000000) AS liquid_tickers,
    count() AS tickers_traded_both_sessions,
    count() - countIf(day_dollar_volume >= 1000000) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(day_close > prior_close AND day_dollar_volume >= 1000000)
        / countIf(day_dollar_volume >= 1000000), 1) AS advancer_pct
FROM per_ticker
WHERE prior_close > 0 AND day_close > 0

2091 wapandaji, 4034 washukaji, 59 wasiobadilika — 33.8% ya tape yenye ukwasi ilipanda, uchapishaji wa kijani wa Jumatatu uligeuka. Kichujio kinaondoa 5276 kati ya 11460 ticker za vipindi viwili zilizo chini ya dola milioni 1 zilizouzwa, zilizohesabiwa hapa.

Kundi la chip lilivunjika — isipokuwa majina makubwa zaidi

Uuzaji ulijikita katika semiconductor: watengenezaji wa chip, majina ya vifaa vinavyowasambaza, kundi la uhifadhi linalowazunguka, na ETF zenye nguvu zilizojengwa juu yake. Mwendo wa pamoja na ukubwa umeripotiwa hapa chini; data haisemi kwa nini.

UlizaKundi la chip Julai 7: mabadiliko dhidi ya kufunga Jumatatu, muda wa anuwai, na kiasi cha dola
SQL halisi nyuma ya kila namba
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-07 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 00:00:00')) AS day_close,
        maxIf(toFloat64(high), window_start >= '2026-07-07 00:00:00') AS day_high,
        minIf(toFloat64(low), window_start >= '2026-07-07 00:00:00') AS day_low,
        argMinIf(window_start, (toFloat64(low), toInt64(toUnixTimestamp(window_start))), window_start >= '2026-07-07 00:00:00') AS low_bar,
        argMaxIf(window_start, (toFloat64(high), -toInt64(toUnixTimestamp(window_start))), window_start >= '2026-07-07 00:00:00') AS high_bar,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-07 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AMD', 'AVGO', 'INTC', 'KLAC', 'LRCX', 'MRVL', 'MU', 'NVDA', 'SNDK', 'SOXL', 'SOXS', 'STX', 'TER', 'WDC')
      AND ((window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00')
        OR (window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    round(day_close, 2) AS day_close,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    formatDateTime(toTimeZone(high_bar, 'America/New_York'), '%H:%i') AS day_high_et,
    formatDateTime(toTimeZone(low_bar, 'America/New_York'), '%H:%i') AS day_low_et,
    toHour(toTimeZone(high_bar, 'America/New_York')) * 60 + toMinute(toTimeZone(high_bar, 'America/New_York')) AS high_minute_et,
    toHour(toTimeZone(low_bar, 'America/New_York')) * 60 + toMinute(toTimeZone(low_bar, 'America/New_York')) AS low_minute_et,
    round((day_high / day_low - 1) * 100, 2) AS range_pct,
    day_dollar_bn
FROM per_name
ORDER BY ticker

Teradyne (-9.63%) na Intel (-9.59%) zilipoteza karibu sehemu ya kumi ya thamani yao, huku Marvell (-7.41%), KLA (-7.23%), Lam Research (-6.8%) na AMD (-6.41%) zikifuata kwa karibu. Majina ya kumbukumbu na uhifadhi ambayo yalirudi nusu siku ya Jumatatu yalirudi moja kwa moja chini: SanDisk -7.1% katika mwonekano wa juu hadi chini wa 10.36%, Western Digital -7.81%, Seagate -4.84%, na MU -4.61% — MU ikibadilisha $41.6 bilioni ya hisa, zaidi ya majina mengine matatu ya uhifadhi kwa pamoja (uchambuzi wa kina wa MU una historia ya nyuma).

Majeshi mawili ya sekta hayakushiriki: NVDA ilifunga kijani kwa 0.67% na Broadcom ilimaliza karibu sawa kwa -0.83% — siku nyekundu ya sekta nzima, isipokuwa wanachama wake wakubwa (uchambuzi wa kina wa NVDA wa Juni).

Muda ulikuwa uliosawazishwa — mfuko mmoja wa hewa asubuhi: TER, LRCX na MU zilichapisha viwango vyao vya chini vya kikao saa 10:41, 10:41 na 10:41 ET, huku SanDisk, Marvell, KLA, AVGO na SOXL zikiwa ndani ya dakika zile zile (jopo linabeba kila muhuri), na SOXS, ETF ya semiconductor ya kinyume mara 3, ilichapisha kikao chake cha juu saa 10:42 — mwonekano ukiwa kichwa chini. Intel iliendelea kuanguka muda mrefu baada ya wengine kutulia, kiwango chake cha chini kikifika saa 15:18. Vifungashio vyenye nguvu vinatafsiri ukubwa: SOXL -15.15% dhidi ya SOXS +15.87%.

Upande mwingine wa mkanda

Mkanda mwekundu wa uwiano wa mbili-kwa-moja bado una sehemu ya kijani. Kilichopanda wakati chips ziliposhuka:

UlizaKilichopanda wakati chip zikishuka — na chapisho kubwa zaidi la siku
SQL halisi nyuma ya kila namba
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-07 00:00:00')) AS prior_close_raw,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-07 00:00:00')) AS day_open_raw,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 00:00:00')) AS day_close_raw,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-07 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('CRNX', 'CVX', 'JNJ', 'LLY', 'META', 'TSLA', 'UNH', 'XOM')
      AND ((window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00')
        OR (window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close_raw, 2) AS prior_close,
    round(day_open_raw, 2) AS day_open,
    round(day_close_raw, 2) AS day_close,
    round((day_open_raw / prior_close_raw - 1) * 100, 2) AS gap_pct,
    round((day_close_raw / day_open_raw - 1) * 100, 2) AS intraday_pct,
    round((day_close_raw / prior_close_raw - 1) * 100, 2) AS pct_chg,
    day_dollar_bn
FROM per_name
ORDER BY ticker

Nishati na afya zilibeba safu ya kijani: Exxon +3.78%, Chevron +3.47%, Johnson & Johnson +3.07%, Eli Lilly +2.75%, UnitedHealth +2.41%. Megacap mbili kwenye paneli hii ziligawanyika: META ilipanda +2.52% huku TSLA ikirudisha sehemu kubwa ya kupanda kwa siku moja ya Jumatatu kwa -4.02%. Na chapisho kubwa zaidi kwenye mkanda: Crinetics Pharmaceuticals (CRNX) ilifunga +98.79% kwa biashara ya $4.19 bilioni, karibu mara mbili — mwendo wote ulifika kama pengo la usiku (98.91% wakati wa ufunguzi; kikao cha kawaida kiliusogeza kwa -0.06% tu), aina ya upangaji upya kati ya vikao unaotokea ambapo biashara za kabla ya soko. Takwimu hazisemi kwa nini.

Ambapo fedha zilifanyika biashara

UlizaViongozi wa kiasi kwa njia mbili: 6 bora kwa dola zilizofanyiwa biashara, 4 bora kwa hisa zilizofanyiwa biashara (orodha moja ya alama iliyotumika tena imetengwa hadi uthibitishaji wa chombo)
SQL halisi nyuma ya kila namba
SELECT leaderboard, ticker, dollar_volume_bn, shares_m,
    round(100 * if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m)
        / max(if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m)) OVER (PARTITION BY leaderboard), 1) AS pct_of_board_leader
FROM (
    SELECT
        'by dollars traded' AS leaderboard,
        ticker,
        round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
        round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY dollar_volume_bn DESC
    LIMIT 6
    UNION ALL
    SELECT
        'by shares traded' AS leaderboard,
        ticker,
        round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
        round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY shares_m DESC
    LIMIT 4
)
ORDER BY leaderboard ASC, if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m) DESC

MU iliongoza orodha ya dola kwa $41.6 bilioni — siku moja baada ya kuachia nafasi ya kwanza, ilirudisha — huku SPY ($28.68 bilioni) na QQQ ($26.54 bilioni) zikiwa nyuma yake, na majina mengine matatu ya chip — NVDA ($19.95 bilioni), SNDK ($19.73 bilioni) na INTC ($13.82 bilioni) — yakijaza salio la sita bora. Mkusanyiko wa mauzo ya jina moja ndio kiasi cha jamaa kinachoashiria.

Kwenye ubao wa hisa, SOXS ilifanya biashara ya hisa milioni 566.3 — ETF ya semiconductor ya kinyume mara 3 inaongoza hesabu kwa kikao cha tatu mfululizo (Jumatatu na Alhamisi zina rekodi za awali), wakati huu siku ambayo sekta yake ilivunjika. CPOP ni somo la kinyume: hisa milioni 161.3 zilihamisha $0.02 bilioni tu — hesabu za hisa huzifanya hisa za bei nafuu kuonekana kubwa. Msingi: Saa za kawaida za Julai 7; orodha moja ya alama iliyotumiwa tena haijajumuishwa hadi uthibitishaji wa chombo ukamilike — stakabadhi zake.

Muundo wa kipindi cha biashara

UlizaHisa zilizofanyiwa biashara kwa ndoo ya dakika 30, saa za kawaida (mabilioni)
SQL halisi nyuma ya kila namba
SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(sum(toFloat64(volume)) / 1e9, 2) AS shares_bn,
    round(100 * sum(toFloat64(volume)) / max(sum(toFloat64(volume))) OVER (), 1) AS pct_of_biggest_bucket
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'
GROUP BY et_time
ORDER BY et_time

2 bilioni hisa katika nusu saa ya kwanza, kiwango cha chini cha 0.64 bilioni saa 13:30, na 2.14 bilioni hadi kufunga kwa 15:30 — tabasamu la kawaida, lenye uzito mkubwa wakati wa kufunga.

Kanda ya chaguzi

UlizaSafu moja kwa siku nzima ya chaguzi: kiasi, sehemu ya simu, 0DTE, na mikataba miwili iliyozunguka kufunga kwa SPY
SQL halisi nyuma ya kila namba
WITH
    (
        SELECT (groupArray(und), groupArray(strike), groupArray(typ), groupArray(vol), groupArray(avg_px), groupArray(is_0dte))
        FROM (
            SELECT any(underlying_symbol) AS und, any(toFloat64(strike_price)) AS strike, any(option_type) AS typ,
                   sum(size) AS vol, round(avg(toFloat64(price)), 3) AS avg_px,
                   if(substring(ticker, length(ticker) - 14, 6) = '260707', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-07 00:00:00' AND sip_timestamp < '2026-07-08 00:00:00'
            GROUP BY ticker
            ORDER BY vol DESC
            LIMIT 2
        )
    ) AS top2,
    (
        SELECT round(toFloat64(argMax(close, window_start)), 2)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'
    ) AS spy_regular_close
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_pct_of_volume,
    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260707') / sum(size), 1) AS same_day_expiry_pct,
    round(toFloat64(sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260707')) / 1e6, 2) AS same_day_contracts_m,
    round(toFloat64(sumIf(size, underlying_symbol = 'SPY')) / 1e6, 2) AS spy_contracts_m,
    round(toFloat64(sumIf(size, underlying_symbol = 'QQQ')) / 1e6, 2) AS qqq_contracts_m,
    round(toFloat64(sumIf(size, underlying_symbol = 'INTC')) / 1e6, 2) AS intc_contracts_m,
    top2.1[1] AS top_contract_underlying,
    top2.2[1] AS top_contract_strike,
    top2.3[1] AS top_contract_type,
    if(top2.3[1] = 'C', 1, 0) AS top_contract_is_call,
    top2.4[1] AS top_contract_volume,
    top2.5[1] AS top_contract_avg_price,
    round(top2.2[1] - spy_regular_close, 2) AS top_strike_minus_spy_close,
    top2.1[2] AS second_contract_underlying,
    top2.2[2] AS second_contract_strike,
    top2.3[2] AS second_contract_type,
    if(top2.3[2] = 'P', 1, 0) AS second_contract_is_put,
    top2.4[2] AS second_contract_volume,
    top2.5[2] AS second_contract_avg_price,
    round(spy_regular_close - top2.2[2], 2) AS spy_close_minus_second_strike,
    top2.6[1] + top2.6[2] AS both_top_contracts_same_day,
    spy_regular_close AS spy_close
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-07 00:00:00' AND sip_timestamp < '2026-07-08 00:00:00'

Chaguzi zilifanyika biashara 61.13 mikataba milioni katika 10.6 mamilioni ya chapa — kanda yenye ukubwa wa Jumatatu — na wito bado ulichukua 55.6% ya kiasi siku nyekundu. Muda wa kuisha siku hiyo hiyo ulikuwa 31.2% ya kanda (19.08 mikataba milioni) — sehemu ya 0DTE ya Jumanne ya kawaida. Mikataba miwili yenye shughuli nyingi zaidi siku hiyo ilizunguka kufunga, zote zikiwa SPY za siku hiyo hiyo: wito wa $749 (873438 mikataba kwa wastani wa $0.647) ulimalizika $1.34 nje ya fedha, na weka wa $747 (785834 mikataba kwa $0.88) ulimalizika $0.66 upande mwingine. Kufunga kwa 747.66 kwa SPY kulitua kati ya dau mbili kubwa za siku hiyo, na zote mbili ziliisha bila thamani.

Mkanda wa nukuu

Chini ya kila bei kwenye ukurasa huu kuna mkondo wa nukuu — Ofa Bora ya Kitaifa na Ofa, inayotajwa tena kwa mfululizo kwa kila jina lililoorodheshwa, seti ngumu zaidi ya data katika ghala hili kupatikana. Inapimwa hapa kila kikao, cha kawaida au la.

UlizaMkondo mzima wa NBBO wa hisa: hesabu za sasisho Julai 7 dhidi ya Julai 6
SQL halisi nyuma ya kila namba
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-07')) / 1e6, 2) AS jul7_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-06')) / 1e6, 2) AS jul6_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-07')) / countIf(toDate(sip_timestamp) = toDate('2026-07-06')) - 1) * 100, 1) AS day_over_day_pct,
    toHour(toTimeZone(maxIf(sip_timestamp, toDate(sip_timestamp) = toDate('2026-07-07')), 'America/New_York')) * 60
        + toMinute(toTimeZone(maxIf(sip_timestamp, toDate(sip_timestamp) = toDate('2026-07-07')), 'America/New_York')) AS jul7_last_quote_et_minute,
    round(countIf(sip_timestamp >= '2026-07-07 19:00:00' AND sip_timestamp < '2026-07-07 20:00:00') / 1e6, 2) AS jul7_close_hour_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-08 00:00:00'

Mkanda wa hisa ulibeba 492.76 milioni sasisho za NBBO mnamo Julai 7 — 25.7% zaidi ya sasisho 391.96 milioni za Jumatatu. Nukuu nyingi zaidi, si nukuu pana:

UlizaMguso kupitia mfuko wa hewa: wastani wa wastani wa kuenea na kiwango cha nukuu, 10:36–10:48 ET dhidi ya udhibiti wa mchana (dakika 12 kila moja)
SQL halisi nyuma ya kila namba
SELECT
    ticker,
    round(quantileExactIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price >= bid_price AND sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00'), 2) AS pocket_spread_bps,
    round(quantileExactIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price >= bid_price AND sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00'), 2) AS midday_spread_bps,
    round(quantileExactIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price >= bid_price AND sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00')
        - quantileExactIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price >= bid_price AND sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00'), 2) AS spread_delta_bps,
    round(countIf(sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00') / 1e3, 1) AS pocket_updates_k,
    round(countIf(sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00') / 1e3, 1) AS midday_updates_k,
    round(countIf(sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00') / countIf(sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00'), 1) AS quote_rate_ratio,
    round(count() / 1e6, 2) AS session_updates_m,
    countIf(bid_price <= 0 OR ask_price <= 0 OR bid_price > ask_price) AS dropped_invalid_quotes
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AMD', 'INTC', 'MU', 'NVDA', 'QQQ', 'SNDK', 'SOXL', 'SOXS', 'SPY', 'WDC')
  AND sip_timestamp >= '2026-07-07 13:30:00' AND sip_timestamp < '2026-07-07 20:00:00'
GROUP BY ticker
ORDER BY ticker

Wakati wa viwango vya chini vya asubuhi, majina yaliyokaguliwa yalitajwa tena kwa mara nyingi zaidi ya kasi yao ya mchana — MU 3.4x, SanDisk 4.1x, AMD 4.6x — na mwanya wa bei ya kununua na kuuza haukusogea sana: upana wa wastani wa MU ulikuwa 5.02 bps wakati wa shimo dhidi ya 4.81 mchana, wa NVDA 1.04 dhidi ya 1.01, na wa SPY haukusogea kabisa (0 bps mabadiliko kwenye mguso wa 0.27 bps). Majina mawili yaliyolipa adhabu halisi ya upana yalikuwa AMD (+2.6 bps) na Intel (+0.95) — Intel ndilo jina pekee lililoendelea kushuka baada ya shimo — huku jozi iliyotumia kiwango cha juu cha kukopa ikibana zaidi chini (SOXL -2.59 bps, SOXS -1.49 bps). Utupu wa ukwasi unaonekana kama nukuu pana na ukimya; hii ilikuwa kinyume — dhoruba ya nukuu huku mguso ukiwa umebana. Gharama za kuvuka zilibaki kutegemea jina hata hivyo: SOXS ilitajwa 19.59 bps pana chini dhidi ya 1.04 bps za NVDA.

UlizaWastani wa kuenea kwa nukuu uliopimwa kwa sasisho la SPY: Julai 7 ikilinganishwa na mwezi uliopita (nafasi 1 = nyembamba zaidi)
SQL halisi nyuma ya kila namba
SELECT
    round(anyIf(avg_spread_cents, d = toDate('2026-07-07')), 3) AS jul7_avg_spread_cents,
    arrayCount(x -> x < anyIf(avg_spread_cents, d = toDate('2026-07-07')), groupArrayIf(avg_spread_cents, d != toDate('2026-07-07'))) + 1 AS tightness_rank,
    count() AS sessions_compared,
    round(min(avg_spread_cents), 3) AS tightest_session_cents,
    round(max(avg_spread_cents), 3) AS widest_session_cents,
    toString(min(d)) AS first_session,
    sum(dropped_invalid) AS dropped_invalid_quotes
FROM (
    SELECT toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS d,
           avgIf(toFloat64(ask_price - bid_price), bid_price > 0 AND ask_price >= bid_price) * 100 AS avg_spread_cents,
           countIf(NOT (bid_price > 0 AND ask_price >= bid_price)) AS dropped_invalid
    FROM global_markets.cache_stocks_quotes
    WHERE ticker = 'SPY'
      AND sip_timestamp >= toDateTime('2026-06-05 00:00:00')
      AND sip_timestamp < toDateTime('2026-07-08 00:00:00')
      AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
    GROUP BY d
)

Na ukaguzi wa kawaida ambao sehemu hii inafanya kila kikao: kwa wastani wa upana wa nukuu uliopimwa kwa sasisho, Julai 7 ilikuwa kikao kikali zaidi cha mwezi uliopita kwa SPY — 1.809 senti, cheo 1 kati ya 21, dhidi ya mwezi uliofika 2.865 senti kwa upana wake mkubwa. Mkanda mwekundu wa uwiano wa mbili-kwa-moja uliopimwa kwa mguso mkali zaidi wa mwezi ni ukweli ambao mkondo wa nukuu pekee unaweza kuusuluhisha.

UlizaMkondo wa NBBO wa chaguzi: Julai 7 dhidi ya Julai 6, na dhidi ya nukuu za hisa za kikao kile kile
SQL halisi nyuma ya kila namba
WITH
    (
        SELECT count()
        FROM global_markets.cache_options_quotes
        WHERE toYYYYMMDD(sip_timestamp) = 20260707
    ) AS jul7_option_rows,
    (
        SELECT count()
        FROM global_markets.cache_options_quotes
        WHERE toYYYYMMDD(sip_timestamp) = 20260706
    ) AS jul6_option_rows,
    (
        SELECT count()
        FROM global_markets.cache_stocks_quotes
        WHERE toYYYYMMDD(sip_timestamp) = 20260707
    ) AS jul7_stock_quote_rows
SELECT
    jul7_option_rows AS jul7_option_quote_rows,
    round(jul7_option_rows / 1e9, 2) AS jul7_option_quote_updates_bn,
    round(jul6_option_rows / 1e9, 2) AS jul6_option_quote_updates_bn,
    round((jul7_option_rows / jul6_option_rows - 1) * 100, 1) AS day_over_day_pct,
    round(jul7_stock_quote_rows / 1e6, 2) AS jul7_stock_quote_updates_m,
    round(jul7_option_rows / jul7_stock_quote_rows, 1) AS jul7_option_to_stock_ratio

Mkondo wa nukuu za chaguo ni mkubwa zaidi, na ndio seti kubwa zaidi ya data katika ghala hili. Julai 7 ilibeba 8.69 bilioni sasisho za NBBO za chaguo, mara 17.6 ya ukubwa wa mkanda mzima wa nukuu za hisa wa kikao hicho hicho (492.76 milioni sasisho). Mkanda wa chaguo wa Jumatatu ulikuwa na 6.49 bilioni, kwa hivyo mkondo wa chaguo ulipanuka 34% kikao hadi kikao, pamoja na mkondo wa hisa 25.7%.

UlizaNukuu za chaguzi za SPY Julai 7: mzizi mzima, na mguso wa siku hiyo hiyo karibu na fedha kupitia mfuko wa hewa dhidi ya udhibiti wa mchana
SQL halisi nyuma ya kila namba
WITH
    (
        SELECT count()
        FROM global_markets.cache_stocks_quotes
        WHERE toYYYYMMDD(sip_timestamp) = 20260707
    ) AS jul7_stock_quote_rows,
    (
        SELECT round(toFloat64(avg(close)), 2)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= '2026-07-07 14:36:00' AND window_start < '2026-07-07 14:48:00'
    ) AS spy_pocket_price,
    (
        SELECT round(toFloat64(avg(close)), 2)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= '2026-07-07 17:30:00' AND window_start < '2026-07-07 17:42:00'
    ) AS spy_midday_price
SELECT
    round(count() / 1e6, 2) AS spy_option_updates_m,
    round(100.0 * count() / jul7_stock_quote_rows, 1) AS pct_of_whole_equity_quote_tape,
    uniqExact(ticker) AS spy_contracts_quoted,
    round(countIf(substring(ticker, -15, 6) = '260707') / 1e6, 2) AS same_day_updates_m,
    spy_pocket_price AS spy_price_in_pocket,
    spy_midday_price AS spy_price_midday,
    round(quantileExactIf(0.5)(toFloat64(ask_price - bid_price),
        bid_price > 0 AND ask_price >= bid_price
        AND substring(ticker, -15, 6) = '260707'
        AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_pocket_price) <= 2
        AND sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00'), 3) AS pocket_atm_spread_dollars,
    round(quantileExactIf(0.5)(toFloat64(ask_price - bid_price),
        bid_price > 0 AND ask_price >= bid_price
        AND substring(ticker, -15, 6) = '260707'
        AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_midday_price) <= 2
        AND sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00'), 3) AS midday_atm_spread_dollars,
    round(pocket_atm_spread_dollars - midday_atm_spread_dollars, 3) AS atm_spread_delta_dollars,
    round(countIf(substring(ticker, -15, 6) = '260707'
        AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_pocket_price) <= 2
        AND sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00') / 1e3, 1) AS pocket_atm_updates_k,
    round(countIf(substring(ticker, -15, 6) = '260707'
        AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_midday_price) <= 2
        AND sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00') / 1e3, 1) AS midday_atm_updates_k,
    round(pocket_atm_updates_k / midday_atm_updates_k, 1) AS atm_quote_rate_ratio,
    countIf(NOT (bid_price > 0 AND ask_price >= bid_price)
        AND substring(ticker, -15, 6) = '260707') AS dropped_invalid_same_day_quotes
FROM global_markets.cache_options_quotes
WHERE ticker >= 'O:SPY26' AND ticker < 'O:SPY27'
  AND sip_timestamp >= '2026-07-07 13:30:00' AND sip_timestamp < '2026-07-07 20:00:00'
HAVING pocket_atm_updates_k > 0 AND midday_atm_updates_k > 0

Mikataba ya SPY ya tarehe 2026 pekee ilichukua 327.55 milioni ya sasisho hizo wakati wa saa za kawaida, ikisambaa kati ya 9116 mikataba iliyoorodheshwa. Hiyo ni 66.5% ya kile ambacho soko zima la hisa lilitaja siku hiyo hiyo, kutoka kwa msingi mmoja. Muda wa mwisho wa siku hiyo hiyo unaobeba mkanda wa 0DTE unachangia 13.61 milioni kati yao.

Kwa dakika kumi na mbili za shimo la hewa la asubuhi, mikataba ya siku hiyo hiyo iliyo karibu na pesa ilitaja upana wa wastani $0.01, sawa kabisa na ilivyotaja wakati wa udhibiti wa mchana ($0.01, tofauti ya 0). Kiwango cha nukuu kwenye jozi hiyo hiyo kilikuwa 3x: 191.1 elfu sasisho wakati wa viwango vya chini dhidi ya 64 elfu wakati wa chakula cha mchana. Mguso wa chaguo ulifanya kile ambacho mguso wa hisa ulifanya. Ulidumisha upana wake huku mashine ya nukuu ikifanya kazi kwa kasi. Karibu na pesa inamaanisha kiwango cha mwisho ndani ya $2 ya wastani wa bei ya SPY katika dirisha hilo hilo, na paneli inachapisha bei zote mbili (746 kwenye shimo, 749.08 mchana).

Viwango: mkondo ulishuka pamoja na mkanda wa ukuaji

UlizaMkondo wa hazina: Julai 7 dhidi ya chapisho la Julai 6 (muda uliojazwa tu)
SQL halisi nyuma ya kila namba
SELECT
    t.1 AS curve_point,
    round(t.2, 2) AS jul7_yield_pct,
    round((t.2 - t.3) * 100) AS session_change_bp
FROM (
    SELECT arrayJoin([
        ('1 month',  toFloat64(d.yield_1_month),  toFloat64(p.yield_1_month)),
        ('3 month',  toFloat64(d.yield_3_month),  toFloat64(p.yield_3_month)),
        ('1 year',   toFloat64(d.yield_1_year),   toFloat64(p.yield_1_year)),
        ('2 year',   toFloat64(d.yield_2_year),   toFloat64(p.yield_2_year)),
        ('5 year',   toFloat64(d.yield_5_year),   toFloat64(p.yield_5_year)),
        ('10 year',  toFloat64(d.yield_10_year),  toFloat64(p.yield_10_year)),
        ('30 year',  toFloat64(d.yield_30_year),  toFloat64(p.yield_30_year)),
        ('2s10s spread', toFloat64(d.yield_10_year - d.yield_2_year), toFloat64(p.yield_10_year - p.yield_2_year))
    ]) AS t
    FROM (SELECT * FROM global_markets.treasury_yields WHERE date = '2026-07-07') AS d,
         (SELECT * FROM global_markets.treasury_yields WHERE date = '2026-07-06') AS p
)

Hazina za Serikali zilishuka pamoja na mkanda wa ukuaji. Muda wa mwaka mmoja ulipanda kwa asilimia 11 hadi 4.06%, muda wa miaka kumi 7 hadi 4.55%, na muda wa miaka thelathini 6 hadi 5.05% — juu ya mstari wa asilimia tano. upanuzi wa 2s10s ulibakia katika asilimia 0.36 (mabadiliko ya pointi 1 za msingi): mwendo sambamba kwa kiasi kikubwa, si upangaji upya.

Kalenda nyuma ya siku hii

UlizaKalenda ya shirika na mtiririko wa habari Julai 7, katika safu moja
SQL halisi nyuma ya kila namba
WITH
    (
        SELECT (count(), uniqExact(publisher))
        FROM global_markets.stocks_news
        WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-07'
    ) AS news,
    (
        SELECT (argMax(t, n), max(n), max(n) - arraySort(x -> -x, groupArray(n))[2])
        FROM (
            SELECT t, count() AS n
            FROM (
                SELECT arrayJoin(tickers) AS t
                FROM global_markets.stocks_news
                WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-07'
            )
            WHERE t != 'SPCX'
            GROUP BY t
        )
    ) AS top_news
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-07') AS ex_dividend_records,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date = '2026-07-07') AS splits_executed,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-07') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-07') AS forward_splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-07') AS ipos_listed,
    (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-07') AS sec_filings,
    (SELECT uniqExactIf(accession_number, form_type = '4') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-07') AS insider_form4_filings,
    (SELECT uniqExactIf(accession_number, form_type = '8-K') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-07') AS filings_8k,
    news.1 AS news_articles,
    news.2 AS news_publishers,
    top_news.1 AS most_covered_ticker,
    if(top_news.1 = 'NVDA', 1, 0) AS most_covered_is_nvda,
    top_news.2 AS most_covered_articles,
    top_news.3 AS most_covered_lead_over_next,
    (SELECT countIf(has(tickers, 'CRNX')) FROM global_markets.stocks_news
     WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-07') AS crnx_articles

79 rekodi za gawio zilienda bila gawio, 7 mgawanyiko wa hisa ulitekelezwa — 5 kati yao yalikuwa mgawanyiko wa kinyume, ujumuishaji wa hisa zenye thamani chini ya dola moja unaoleta "faida" za tarakimu tatu kwenye rekodi isiyorekebishwa, dhidi ya 2 mgawanyiko wa mbele — na 1 orodha mpya ilifika. Kielezo cha SEC kilirekodi 2433 jalada: 463 Fomu 4, 173 8-K. Mfumo wetu wa habari ulibeba 215 makala kutoka kwa 3 wachapishaji; jina lililotajwa zaidi lilikuwa NVDA likiwa na 17 makala, 4 mbele ya jina linalofuata — NVDA hiyo hiyo iliyofunga kwa kijani wakati sekta yake ilikuwa nyekundu. Mfumo ulibeba 0 makala kuhusu CRNX, mshindi mkubwa zaidi kwenye tape — umakini wa mfumo mmoja, si vyombo vya habari vya dunia.

Kipindi, kimehakikiwa

UlizaUkaguzi wa kikao: muda wa upau wa dakika wa SPY, jedwali la likizo, na kufunga kwa pili kwenye kalenda
SQL halisi nyuma ya kila namba
SELECT
    formatDateTime(min(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS first_spy_bar_et,
    formatDateTime(max(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS last_spy_bar_et,
    count() AS spy_minute_bars,
    countIf(window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-07') AS jul7_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-07' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-07' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-07 00:00:00' AND window_start < '2026-07-08 00:00:00'

Julai 7 kilikuwa kipindi kamili, si kufunga mapema: baa za SPY zinaanza 04:00 hadi 19:59 kwa saa za New York zikiwa na baa 390 za dirisha la kawaida, na jedwali la sikukuu lina safu 0 kwa tarehe hiyo. Kufunga kunakopangwa kufuata ni Labor Day, 2026-09-07.

Vidokezo vya data

  • Kiasi cha dola ni kiwakilishi cha kila dakika — bei ya kufunga ikizidishwa na kiasi kilichojumlishwa kwa kila upau wa dakika, saa za kawaida.
  • Mgawanyo wa pengo dhidi ya kusaga hupimwa kutoka kwa upau wa kwanza wa kikao cha kawaida cha kila jina (ufunguzi) dhidi ya kufunga kwa kawaida kwa kikao kilichotangulia; salio ni ufunguzi hadi kufunga ndani ya tarehe 7 Julai.
  • Viwango vya chini vya asubuhi vilivyosawazishwa vilikaguliwa dhidi ya pau za jirani wakati wa uandishi — kila moja hufuatiliwa kwa dakika zake za jirani, si chapisho moja pekee; hakuna lililohitaji risiti ya hitilafu. Ambapo kiwango cha juu au cha chini kilichapishwa kwa zaidi ya dakika moja, paneli inaonyesha upau wa kwanza kama huo (uvunjaji wa usawa wa kuamua).
  • Orodha moja ya alama iliyotumiwa tena imetengwa kutoka kwa viongozi wa kiasi na tangazo la habari hadi uthibitishaji wa chombo ukamilike; chapisho lake lenyewe linabeba risiti.
  • Takwimu za uenezi wa bei zilizonukuliwa hazijumuishi nukuu batili (rekodi za NBBO za upande mmoja au zilizovuka), na kila paneli ya uenezi huhesabu kile inachoacha kwenye safu yake yenyewe. "Wastani wa uenezi uliopimwa kwa sasisho" hukadiria upana ulionukuliwa katika kila sasisho halali la NBBO — nyakati zenye shughuli nyingi zina uzito zaidi; ni takwimu ya kunukuu, si gharama kwa kila biashara.
  • Nukuu za chaguo za tarehe 7 Julai zilitua baada ya chapisho hili kuchapishwa kwa mara ya kwanza. cache_options_quotes hubeba ucheleweshaji mrefu zaidi wa kuingiza ghala, kwa hivyo toleo la kwanza lilisafirisha risiti ya safu mlalo sifuri iliyowekewa mipaka ambapo paneli za nukuu za chaguo sasa ziko. Safu mlalo zilifika, kikomo cha safu mlalo sifuri kilishindwa kuzalishwa upya, na marekebisho haya yanasoma sasisho za 8.69 bilioni za kikao chenyewe. Kanda ya nukuu za hisa ilikuwa kamili tangu mwanzo: sasisho lake la mwisho la tarehe 7 Julai linachapishwa kwa dakika ya ET 1199, na sasisho milioni 77.13 katika saa ya mwisho ya kawaida (safu wima za risiti kwenye paneli ya kanda ya nukuu).
  • Upana wa nukuu za chaguo hupimwa karibu na pesa. Wastani wa kati kwa kila sasisho katika mikataba yote iliyoorodheshwa ya siku hiyo hiyo ni takwimu ya muundo: mikataba ya ndani kabisa ya pesa hunukuu dola kwa upana, mikataba ya mbali kabisa nje ya pesa hunukuu senti, na ni mikataba gani inayobadilisha nukuu kupitia kikao. Ulinganisho wa mfukoni dhidi ya mchana hujizuia kwa bei za utekelezaji ndani ya $2 ya wastani wa bei ya SPY katika kila dirisha, na bei zote mbili ni safu wima kwenye paneli. Nukuu batili za chaguo (za upande mmoja au zilizovuka) zinahesabiwa kwenye paneli hiyo, hazitupwi kimya.
  • Chapisho la hazina la tarehe 7 Julai liliingiza kikao kimoja kuchelewa — toleo la kwanza lilisafirisha risiti ya ucheleweshaji uliofichuliwa; kichocheo chake kilifanya kazi tarehe 8 Julai wakati chapisho lilipotua, na marekebisho haya yanabeba mkondo halisi.

Mbinu

  • Kipindi ni kikao kimoja cha biashara (1 session, kilichothibitishwa kutoka kwa baa zilizozingatiwa na kalenda ya likizo — kamwe hakidhaniwi). Nyakati huhifadhiwa katika UTC na kubadilishwa hadi wakati wa New York ndani ya maswali. "Kufunga" kunamaanisha baa ya mwisho ya dakika ya kikao cha kawaida; mabadiliko ya siku yanalinganisha Julai 7 na Julai 6, vikao mfululizo vya biashara.
  • Safu za desimali hutupwa kwa kuelea kwa biti 64 kabla ya hesabu za uwiano; tarehe za mwisho za chaguo huchanganuliwa tena kutoka kwa ticker ya OCC (safu ya mwisho ya jedwali yenyewe imeharibika). Paneli zote husomwa mara moja, wakati wa uandishi, kupitia njia iliyozuiliwa ya kusoma tu. Hali ya ghala kufikia Julai 8, 2026.
  • Sehemu ya mkanda wa nukuu iliongezwa katika marekebisho ya Julai 8 (marekebisho yale yale yaliyobadilisha risiti ya kuchelewa ya hazina na chapa iliyotua), na paneli zake za nukuu za chaguo ziliandikwa upya mara tu safu za NBBO za chaguo za Julai 7 zilipotua. Uzalishaji ni kazi ya kundi kwa muundo: paneli ya nukuu za chaguo za SPY huchanganua rekodi mia chache milioni za NBBO, wakati hesabu za ukubwa wa mkanda zinasoma jumla ya safu za sehemu za siku zenyewe, ndivyo jedwali lenye mabilioni ya safu kwa kila kikao linavyojibu hesabu kwa chini ya sekunde moja.

Kila paneli ni matokeo ya swala lililohifadhiwa — chati, jedwali, na SQL ni kitu kimoja. Bandika yoyote kati yao kwenye terminal ya Strasmore na uyafanye yako. Kikao kilichopita: Julai 6.

#recap#daily#spy#qqq#market structure