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

soko la hisa Julai 8 2026 muhtasari

Kurudi kwa hisa za chipu lakini fahirisi hazikubadilika: NVDA siku ya pili ya kupanda, MU dollar nzito zaidi, soko pana nyekundu zaidi ya mara mbili ya kijani.

Jumatano, Julai 8, 2026 ilikuwa siku ya kurudi kwa kasi kwa hisa za chipu lakini fahirisi hazikuathiriwa sana. SNDK ilifunga +6.8%, AVGO +4.82%, NVDA +3.66% — mabadiliko makali kutoka kushuka kwa hisa za chipu Jumanne — lakini ETF za fahirisi zilibaki tuli: SPY -0.31% na QQQ +0.25%. Soko pana lilikuwa na nyekundu mara mbili zaidi ya siku iliyotangulia: 1821 za kupanda dhidi ya 4260 za kushuka, sehemu ya kupanda ya 29.6% baada ya 33.8% kikao cha awali. Kila nambari hapa chini inasomwa kutoka kwa hoja iliyohifadhiwa — panua paneli yoyote kwa SQL kamili.

Ubao wa matokeo

Kila mabadiliko yanalinganisha dakika ya mwisho ya kikao cha kawaida cha Julai 8 na Jumanne Julai 7 — vikao vya biashara vinavyofuatana. Safu zimepangwa kialfabeti, kwa hivyo kila ETF inabaki katika nafasi yake isiyobadilika.

UlizaSPY / QQQ / DIA / IWM — Julai 8 dhidi ya kufunga Julai 7, 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 >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 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 >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 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
FROM sess s LEFT JOIN prior p ON s.ticker = p.ticker
ORDER BY ticker

ETF nne zilifunguka kwa pengo la chini na zikaenda njia tofauti kutoka hapo. DIA ilifungua kikao kwa -0.97% dhidi ya kufunga kwa awali na ikazidi kushuka, ikimaliza -1.09%. IWM ilifungua kwa -0.73% na ikabaki chini, ikifunga -0.92%. SPY ilifungua kwa -0.6%, ikapanda polepole wakati wote wa siku, na bado ikafunga -0.31% — ahueni kutoka kwa ufunguzi ilikuwa ndogo kuliko pengo. QQQ ilifungua kwa -0.64% na ikapanda hadi +0.25% kufikia mwisho, ikiwa pekee kati ya hizo nne katika eneo chanya.

Je, siku hiyo ilikuwa isiyo ya kawaida?

Mabadiliko ya SPY kutoka ufunguzi hadi kufunga ya 0.29% yalishika nafasi ya 16 kati ya 22 za siku zilizopita — siku ya kawaida kwa index, si kali. Mabadiliko ya QQQ kutoka kufunga hadi kufunga ya +0.25% yalishika nafasi ya 21 kati ya 22 — mojawapo ya mabadiliko madogo zaidi katika mwezi uliopita kwa QQQ, sambamba na uchapishaji wa index ulio tulivu.

UlizaMwenendo wa SPY / QQQ kwa siku katika muktadha wa nyuma (kufunga-kwa-kufunga, ~vikao 22)
SQL halisi nyuma ya kila namba
SELECT
    round(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-08')), 2) AS qqq_close_over_close_pct,
    arrayCount(x -> x > abs(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-08'))), groupArrayIf(abs(cc_pct), ticker = 'QQQ' AND d != toDate('2026-07-08'))) + 1 AS qqq_abs_move_rank,
    countIf(ticker = 'QQQ') AS qqq_sessions_compared,
    round(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-08')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-08'))), groupArrayIf(abs(oc_pct), ticker = 'SPY' AND d != toDate('2026-07-08'))) + 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('2026-06-05 13:30:00')
          AND window_start < toDateTime('2026-07-09 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
        GROUP BY ticker, d
    )
)

Upana: nyekundu zaidi ya uwiano wa mbili-kwa-mmoja kuliko siku iliyotangulia

UlizaUpana wa mkanda wa kioevu: hisa za kupanda Julai 8 dhidi ya Julai 7, kichujio cha $1M-biashara
SQL halisi nyuma ya kila namba
SELECT
    countIf(close_8 > close_7 AND close_7 > 0 AND dv_8 >= 1000000) AS advancers,
    countIf(close_8 < close_7 AND close_7 > 0 AND dv_8 >= 1000000) AS decliners,
    countIf(close_8 = close_7 AND close_7 > 0 AND dv_8 >= 1000000) AS unchanged,
    countIf(close_7 > 0 AND close_8 > 0 AND dv_8 >= 1000000) AS liquid_tickers,
    countIf(close_7 > 0 AND close_8 > 0) AS traded_both_sessions,
    countIf(close_7 > 0 AND close_8 > 0) - countIf(close_7 > 0 AND close_8 > 0 AND dv_8 >= 1000000) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(close_8 > close_7 AND close_7 > 0 AND dv_8 >= 1000000) / countIf(close_7 > 0 AND close_8 > 0 AND dv_8 >= 1000000), 1) AS advancer_pct,
    round(100.0 * countIf(close_7 > close_6 AND close_6 > 0 AND dv_7 >= 1000000) / countIf(close_7 > 0 AND close_6 > 0 AND dv_7 >= 1000000), 1) AS jul7_advancer_pct
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00')) AS close_6,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')) AS close_7,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS close_8,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00') AS dv_8,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00') AS dv_7
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-08 20:00:00'
    GROUP BY ticker
)

Pengo kati ya wapanda (1821) na washuka (4260) uliweka sehemu ya wapanda kwa 29.6%, ikishuka kutoka 33.8% kikao kilichotangulia — hesabu hiyo hiyo kwenye kichujio kile kile cha ukwasi, iliyoendeshwa kwa siku zote mbili. Kati ya majina 11439 yaliyofunga kwa siku zote mbili, 5284 yalianguka chini ya kichujio cha biashara cha $1M na hayajumuishwi katika hesabu. Kurudi kwa chip na mchanganyiko wa kufunga kwa fahirisi kulikalia juu ya mkanda mpana wenye hasi zaidi kwa usawa.

Kundi la chip zilirudi kwa nguvu — na kwa kiasi kikubwa cha biashara

Safu zimepangwa kialfabeti, hivyo kila jina linabaki katika nafasi yake maalum; ulinganisho wa Jumanne umehesabiwa upya kutoka kwa kufunga kwa Julai 7 na Julai 6 katika kizuizi cha risiti chini ya jedwali.

UlizaMajina kumi na manne ya chip: kufunga kabla, kufunga siku, mwendo wa siku, kiasi cha dola, dakika ya chini/ya juu ET
SQL halisi nyuma ya kila namba
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-08 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 00:00:00')) AS day_close,
        maxIf(toFloat64(high), window_start >= '2026-07-08 00:00:00') AS day_high,
        minIf(toFloat64(low), window_start >= '2026-07-08 00:00:00') AS day_low,
        argMinIf(window_start, (toFloat64(low), toInt64(toUnixTimestamp(window_start))), window_start >= '2026-07-08 00:00:00') AS low_bar,
        argMaxIf(window_start, (toFloat64(high), -toInt64(toUnixTimestamp(window_start))), window_start >= '2026-07-08 00:00:00') AS high_bar,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-08 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 >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')
        OR (window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 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,
    round(((day_high - day_low) / prior_close) * 100, 2) AS range_pct,
    round(toFloat64(day_low), 2) AS day_low,
    round(toFloat64(day_high), 2) AS day_high,
    toUInt32(toHour(toTimeZone(low_bar, 'America/New_York')) * 60 + toMinute(toTimeZone(low_bar, 'America/New_York'))) AS low_minute_et,
    toUInt32(toHour(toTimeZone(high_bar, 'America/New_York')) * 60 + toMinute(toTimeZone(high_bar, 'America/New_York'))) AS high_minute_et,
    day_dollar_bn
FROM per_name
ORDER BY ticker

12 kati ya majina kumi na manne ya chip yalifunga kwa kijani — kinyume cha kikao cha Jumanne, ambapo 12 kati ya kumi na manne yalifunga kwa nyekundu. SNDK iliongoza kundi kwa +6.8% kwa 16.82B ya dola zilizouzwa, huku AVGO ikiwa karibu nyuma kwa +4.82%; majina mengine ya uhifadhi yalifuata — STX +3.9%, WDC +3.45%. Kifungashio cha 3x SOXL kilikimbia +5.79% na kinyume chake SOXS -6.22% — sawia na ahueni ya siku moja katika kundi la msingi. MU ilipanda kwa kiasi cha wastani zaidi cha +1.11% lakini ilichapisha 32.02B ya dola — jina lenye kiasi kikubwa zaidi cha dola katika paneli. NVDA ilifunga +3.66% kwa siku ya pili mfululizo ya kijani: ilikuwa moja ya majina 2 pekee katika paneli hii yaliyofunga kijani wakati wa msukosuko wa Jumanne (+0.67% siku hiyo).

UlizaRisiti: hesabu za kijani/nyekundu Julai 8 na Julai 7 katika majina hayo kumi na manne
SQL halisi nyuma ya kila namba
SELECT
    countIf(close_8 > close_7) AS jul8_green,
    countIf(close_8 < close_7) AS jul8_red,
    countIf(close_7 > close_6) AS jul7_green,
    countIf(close_7 < close_6) AS jul7_red,
    round(anyIf((close_7 / close_6 - 1) * 100, ticker = 'NVDA'), 2) AS nvda_jul7_pct,
    count() AS names_counted
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00')) AS close_6,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')) AS close_7,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS close_8
    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 < '2026-07-08 20:00:00'
    GROUP BY ticker
)

Upande mwingine: hisa za ulinzi na mega-cap za ukuaji hazikufuata

UlizaUkaguzi wa mzunguko: majina nane — ulinzi, mega-caps, bioteknolojia
SQL halisi nyuma ya kila namba
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-08 00:00:00')) AS prior_close_raw,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-08 00:00:00')) AS day_open_raw,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 00:00:00')) AS day_close_raw,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-08 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 >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')
        OR (window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 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

Mega-cap za ukuaji zilienda upande tofauti na kundi la chip: TSLA -2.22%, META -2.04%, LLY -1.6%. CVX ndiyo pekee iliyofunga kwa kijani kwenye paneli, ikipanda +1.12% kwa pengo la mapema, wakati XOM ilifungua +1.26% juu na kushuka hadi -0.49% wakati wa kufunga. Hivyo, soko la Jumatano liligawanyika mara mbili — majina ya chip yakipanda, ukuaji na ulinzi yakishuka — huku fahirisi zikibaki tuli katikati yao. (Safu ziko kwa mpangilio wa alfabeti: CRNX, CVX, JNJ, LLY, META, TSLA, UNH, XOM.)

Ambapo fedha zilifanyika biashara

Uliza6 bora kwa dola zilizouzwa, 4 bora kwa hisa zilizouzwa — saa za kawaida Julai 8
SQL halisi nyuma ya kila namba
SELECT leaderboard, ticker, dollar_volume_bn, shares_m,
    round(1000 * dollar_volume_bn / shares_m, 2) AS implied_avg_price,
    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 >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 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 >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY shares_m DESC
    LIMIT 4
)
ORDER BY leaderboard, pct_of_board_leader DESC

MU ilifanya biashara ya 32.02B ya dola — jina zito zaidi kwenye tepu na pekee lililokuwa juu ya alama ya $30B. SPY (26.49B), NVDA (24.17B), na QQQ (20.9B) zilifuata, huku SNDK ikiwa 16.82B na TSLA ikiwa 11.71B zikikamilisha ubao wa dola. Ubao wa hisa ulisimulia hadithi tofauti: ETF ya 3x inverse ya semiconductor SOXS ilifanya biashara ya 636.5M hisa kwa wastani wa bei iliyodokezwa ya $4.67 — mbinu za kifungashio cha 3x chenye bei ya chini siku nzito ya chipu.

Umbo la kipindi cha biashara

UlizaHisa kwa kila ndoo ya dakika 30 ET, saa za kawaida, na % ya ndoo kubwa zaidi ya siku
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 >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00'
GROUP BY et_time
ORDER BY et_time

Kiasi cha biashara kilichora umbo la U kama inavyotarajiwa: ndoo ya ufunguzi ilikuwa 89.9% ya ndoo kubwa zaidi ya siku na ilipungua wakati wa asubuhi, ikifikia kiwango cha chini kabisa 34.1% katika kipindi cha 1:00–1:30 pm ET. Nusu saa ya mwisho ya kufunga (15:30 ET) ilikuwa ndoo kubwa zaidi ya siku kwa hisa 2.2B — kubwa kuliko 1.98B ya ufunguzi, muundo wa kawaida kwa kipindi cha kawaida cha biashara.

Kanda ya chaguzi

UlizaMkanda wa chaguzi: chapa, mikataba, % ya simu, sehemu ya 0DTE dhidi ya Jumanne, mkataba bora
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) = '260708', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 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 >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-07 00:00:00' AND sip_timestamp < '2026-07-08 00:00:00'
    ) AS jul7_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260707') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-07 00:00:00' AND sip_timestamp < '2026-07-08 00:00:00'
    ) AS jul7_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul7_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) = '260708') / sum(size), 1) AS pct_0dte,
    jul7_pct_0dte,
    spy_regular_close,
    top2.1[1] AS top1_und, top2.2[1] AS top1_strike, top2.3[1] AS top1_type, top2.4[1] AS top1_contracts, top2.5[1] AS top1_avg_px, top2.6[1] AS top1_is_0dte,
    round(toFloat64(top2.2[1]) - spy_regular_close, 2) AS top1_moneyness
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'

Kanda iliyounganishwa ya chaguzi ilibeba 10.44M chapa na 63.26M mikataba — juu ya 61.13M ya Jumanne, iliyokokotolewa kutoka kanda hiyo hiyo katika kipindi cha Jumanne. Chaguzi za wito zilichukua 55.4% ya jumla ya kiasi, mwelekeo wa wastani wa wito. Mikataba ya 0DTE (muda wake unaisha siku hiyo hiyo, 260708) ilichukua 38.7% ya kiasi cha mikataba, kutoka 31.2% Jumanne. Mkata mmoja wenye shughuli nyingi zaidi ulikuwa SPY 745C — 677981 mikataba kwa wastani wa bei ya $0.875, muda wake unaisha siku hiyo hiyo kimsingi ukiwa kwenye pesa dhidi ya kufungwa kwa kawaida kwa SPY kwa $745.31.

Mkanda wa nukuu

UlizaHesabu ya sasisho la NBBO la hisa: Julai 8 dhidi ya Julai 7, na sasisho za majina yaliyotajwa (mamilioni)
SQL halisi nyuma ya kila namba
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-08')) / 1e6, 2) AS jul8_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-07')) / 1e6, 2) AS jul7_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-08')) / countIf(toDate(sip_timestamp) = toDate('2026-07-07')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-08') AND ticker = 'SPY') / 1e6, 2) AS jul8_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-08') AND ticker = 'QQQ') / 1e6, 2) AS jul8_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-08') AND ticker = 'NVDA') / 1e6, 2) AS jul8_nvda_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-08') AND ticker = 'TSLA') / 1e6, 2) AS jul8_tsla_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-08') AND ticker = 'MU') / 1e6, 2) AS jul8_mu_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-07 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'

Mkanda wa nukuu za hisa ulibeba 530.55M sasisho za NBBO mnamo Julai 8 — +7.7% ikilinganishwa na kikao cha awali. Sasisho za QQQ za 6.53M ziliongoza kati ya vitambulisho vilivyotajwa, zikitangulia SPY zenye 4.93M. NVDA (1.8M), TSLA (0.72M), na MU (0.6M) zinakamilisha hesabu za vitambulisho vilivyotajwa.

UlizaSPY / QQQ / NVDA / TSLA / MU / SNDK / AVGO: wastani wa mwanya ulionukuliwa wa RTH katika pointi za msingi
SQL halisi nyuma ya kila namba
SELECT
    ticker,
    round(quantileExact(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000), 2) AS median_spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'QQQ', 'NVDA', 'TSLA', 'MU', 'SNDK', 'AVGO')
  AND sip_timestamp >= '2026-07-08 13:30:00' AND sip_timestamp < '2026-07-08 20:00:00'
  AND bid_price > 0 AND ask_price > 0 AND ask_price > bid_price
GROUP BY ticker
ORDER BY median_spread_bps ASC

Kwenye vitambulisho saba vilivyotajwa, wastani wa mwanya wa nukuu wa SPY RTH ulikuwa 0.27 bps — ukiwa kwenye kiwango cha chini cha kawaida kwa ETF yenye ukwasi mkubwa zaidi nchini Marekani. QQQ ilinukuliwa kwa 0.71 bps, NVDA kwa 1.52 bps. Mkia mpana wa jedwali ni wa vitambulisho vyenye nukuu nyembamba: MU kwa 5.66 bps na SNDK kwa 12.21 bps.

UlizaWastani wa mwanya ulionukuliwa wa RTH wa SPY katika muktadha wa mwezi uliopita
SQL halisi nyuma ya kila namba
SELECT
    round(anyIf(avg_spread_cents, d = toDate('2026-07-08')), 3) AS jul8_avg_spread_cents,
    arrayCount(x -> x < anyIf(avg_spread_cents, d = toDate('2026-07-08')), groupArrayIf(avg_spread_cents, d != toDate('2026-07-08'))) + 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('2026-07-09 00:00:00')
      AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
    GROUP BY d
)

Wastani wa mwanya wa nukuu wa SPY RTH wa 2.202 senti uliorodheshwa 11 kati ya 22 vikao vilivyopita — siku ya kati kwa ukali wa mwanya, huku kiwango cha mwezi uliopita kikitoka 1.809 senti (mwanya mwembamba zaidi) hadi 2.865 senti (mwanya mpana zaidi). Hakuna mfuko wa hewa, hakuna tukio la ukwasi — kikao cha kawaida kwa mwanya wa nukuu wa SPY.

UlizaMkanda wa NBBO wa chaguzi: sasisho jumla dhidi ya mkanda wa hisa, pamoja na sehemu ya mzizi wa SPY
SQL halisi nyuma ya kila namba
WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00') AS jul8_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00') AS jul8_stock_quote_rows
SELECT
    round(jul8_options_rows / 1e9, 2) AS jul8_options_bn,
    round(jul8_options_rows / jul8_stock_quote_rows, 1) AS options_to_stock_ratio,
    round((SELECT count() FROM global_markets.cache_options_quotes WHERE ticker >= 'O:SPY26' AND ticker < 'O:SPY27' AND sip_timestamp >= '2026-07-08 13:30:00' AND sip_timestamp < '2026-07-08 20:00:00') / 1e6, 0) AS jul8_spy_options_m

Mkanda wa chaguo ulibeba 9.62 bilioni sasisho za NBBO — 18.1× hesabu ya mkanda wa nukuu za hisa. Sehemu ya chaguo za SPY pekee ilikimbia 422 milioni sasisho wakati wa saa za kawaida.

Viwango: mkunjo haukusogea sana

UlizaMavuno ya Hazina: Julai 8 dhidi ya Julai 7 — ukomavu uliojazwa + 2s10s
SQL halisi nyuma ya kila namba
SELECT
    t.1 AS curve_point,
    round(t.2, 2) AS jul8_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 = '2026-07-08') AS d,
         (SELECT * FROM global_markets.treasury_yields WHERE date = '2026-07-07') AS p
)

Miaka 5 iliongoza mabadiliko ya kikao kwa +4 bp; miaka 2 ilimaliza +2 bp juu zaidi, na hakuna ukomavu mwingine uliosogea zaidi ya bp 2 upande wowote. Hilo liliacha 2s10s spread kwa 0.35% (-1 bp kwenye kikao), ndani ya upeo wake wa hivi karibuni. Mwendo wa viwango uliopungua uliambatana na mwendo uliopungua wa fahirisi.

Kalenda nyuma ya siku hiyo

UlizaMgawanyo, mgawanyiko, faili za SEC, umakini wa habari
SQL halisi nyuma ya kila namba
WITH
    (
        SELECT (count(), uniqExact(publisher))
        FROM global_markets.stocks_news
        WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-08'
    ) AS news,
    (
        SELECT (argMax(t, (n, t)), 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')) = '2026-07-08'
            )
            WHERE t != 'SPCX'
            GROUP BY t
        )
    ) AS top_news
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-08') AS ex_dividend_records,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date = '2026-07-08') AS splits_executed,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-08') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-08') AS forward_splits,
    (SELECT countIf(form_type = '424B2') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-08') AS fil_424b2,
    (SELECT countIf(form_type = '4') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-08') AS fil_form4,
    (SELECT countIf(form_type = '8-K') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-08') AS fil_8k,
    (SELECT count() FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-08') AS fil_total,
    news.1 AS news_articles, news.2 AS news_publishers,
    top_news.1 AS top_news_ticker, top_news.2 AS top_news_n, top_news.3 AS top_news_lead_over_next

Kalenda haikuwa na shughuli nyingi siku hiyo: rekodi 81 za mgawanyo wa gawio bila haki, 1 mgawanyo wa hisa uliotekelezwa mbele, na 3722 jalada la SEC kwa jumla (ikiwa ni pamoja na biashara 775 za ndani za Fomu 4, 527 hati za 424B2, na 163 ripoti za sasa za 8-K). Matangazo ya habari yalibeba makala 192 kutoka kwa wachapishaji 3, huku MU wakiwa miongoni mwa ticker zilizotajwa zaidi kwa makala 17. Hakuna hatua ya ushirika ya jina la kaya iliyojitokeza katika mtiririko wa siku hiyo — simulizi la mkanda lilikuwa tata ya chip yenyewe.

Kikao, kimehakikiwa

UlizaUthibitishaji wa kikao: upau wa kwanza/wa mwisho wa SPY ET, hesabu ya pau za kawaida, risiti za likizo, kufunga kwa pili
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 >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-08') AS jul8_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-08' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-08' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-08 00:00:00' AND window_start < '2026-07-09 00:00:00'

Kikao kilifanya dirisha kamili la saa za ziada — upau wa kwanza wa SPY saa 04:00 ET, wa mwisho saa 19:59 ET — ukiwa na pau za dakika za saa za kawaida 390 na kikao cha biashara 1 ndani ya dirisha (hakuna nusu-siku; jedwali la likizo halina safu kwa tarehe hiyo). Kufungwa kwa pili kwa ratiba ni Labor Day tarehe 2026-09-07.

Vidokezo vya Data

Viwango vyote vya muda vimehifadhiwa kwa UTC; saa za kawaida za Julai 8, 2026 zimechujwa kama sip_timestamp / window_start kati ya 2026-07-08 13:30:00 na 2026-07-08 20:00:00, ambavyo vinalingana na 9:30 asubuhi–4:00 jioni kwa saa za New York. Bei za desimali zinabadilishwa kuwa Float64 kabla ya mgawanyo wowote. Paneli zilizotajwa kwa kila ticker (scoreboard, chip complex, rotation) zimepangwa kwa alfabeti kwa ticker ili kila rejeleo la maandishi lielekeze kwenye safu mlalo maalum; paneli za viongozi (volume, quote snapshot) zimepangwa kwa thamani, na kila madai ya nafasi yanayotolewa yamewekwa kama kikomo cha usahihi kwenye nafasi hiyo. Kila ulinganisho wa Jumanne kwenye ukurasa huu — sehemu ya upana, hesabu za kijani/nyekundu za chip, mikataba ya chaguo na sehemu ya 0DTE, hesabu za sasisho za quote — umehesabiwa upya kutoka Julai 7 (na Julai 6 ambapo bei ya kufunga iliyotangulia inahitajika) katika kizuizi kimoja cha swala, kamwe haijanukuliwa kutoka chapisho la awali.

:::maelezo kamili ya data
Paneli ya upana inahesabu majina yenye kufunga kwa saa za kawaida kwenye vipindi vyote viwili na angalau $1M iliyofanyika biashara siku iliyopimwa; hesabu iliyoachwa (5284 kati ya 11439) inafanya mkia uliotengwa uonekane. Safu wima za muda za day_low/day_high za chip complex zinatumia muundo wa argMin/argMaxIf(..., (value, timestamp)) ili ushindi utatuliwe kwa uthabiti. Lebo za ndoo za tabasamu za kiasi ni ET (%H:%i), zilizokokotwa kwa toTimeZone katika orodha ya SELECT pekee. Paneli ya mkanda wa chaguo hugundua muda wa kuisha kwa siku hiyo hiyo kwa ulinganisho wa mfuatano wa OCC-ticker (substring(ticker, length(ticker) - 14, 6)) badala ya options_trades.expiration_date (safu wima hiyo imevunjika, kwa mujibu wa dokezo la ukaguzi wa awali). Alama katika KNOWN_AMBIGUOUS_TICKERS hazijumuishwi katika SQL ya viongozi wa kiasi na umakini wa habari ili wito wa "zaidi ya X" uangukie kwenye majina yanayoweza kuthibitishwa. Ticker ya habari za juu hutumia utatuzi wa ushindi wa uthabiti (argMax(t, (n, t))); top_news_lead_over_next = 0 inaashiria ushindi, ndiyo maana maandishi yanasema "miongoni mwa yaliyotajwa zaidi". Paneli ya hazina inaunganisha safu mbili za picha za kila siku; picha iliyokosekana kwa tarehe yoyote inatoa safu sifuri na kikomo cha row_count kinashikilia chapisho. Hesabu za quote za hisa na quote za chaguo ni uchanganuzi wa mkanda mzima juu ya sehemu za siku; hesabu za ticker zilizotajwa zinaripotiwa kwa mamilioni ili zilingane na vitengo vya safu wima. Wastani wa kuenea hutumia quantileExact (uthabiti); paneli ya kuenea inayofuata ni wastani (avgIf), iliyoandikwa kama hivyo.
:::

Mbinu

  • Chanzo cha data ya soko: mkanda uliojumuishwa — delayed_stocks_minute_aggs kwa bei na kiasi cha fahirisi na majina mahususi, cache_stocks_quotes kwa hesabu za NBBO na mwanya wa bei zilizotajwa, cache_options_quotes na options_trades kwa mkanda wa chaguo.
  • Ushughulikiaji wa saa za eneo: muda wote uliohifadhiwa ni UTC; lebo za saa za ET hukokotolewa kwa kutumia toTimeZone(..., 'America/New_York') katika orodha za SELECT pekee; WHERE hutumia herufi halisi za UTC.
  • Dirisha la saa za kawaida: 13:30–20:00 UTC, lililothibitishwa dhidi ya vipindi vya dakika vya SPY vilivyozingatiwa (jopo la uthibitishaji wa kikao), si hesabu za kalenda.
  • Ufafanuzi wa mwanya: (ask - bid) / midpoint × 10,000 katika pointi za msingi kwenye nukuu halali za pande mbili kwa picha ya wakati mmoja; jopo la mwezi unaofuata ni wastani wa upana kwa senti, ulioandikwa kama wastani.
  • Ulinganisho wa kikao cha awali: hukokotolewa ndani ya hoja kutoka Julai 7 (na Julai 6 kwa mabadiliko ya siku hadi siku ya Jumanne) — kamwe hauchukuliwi kutoka chapisho la awali.
  • Makusanyo ya uhakika: quantileExact, argMin/argMax yenye ufunguo wa tuple, na utatuzi wa uhakika wa habari kwa uundaji upya thabiti.
  • Tarehe ya ghala: Julai 10, 2026 (T+2 kwa kipindi hicho); mikanda ya vikao vyote miwili imeingizwa kikamilifu katika kina hiki.

Viungo mtambuka: muhtasari wa Julai 7, 2026, gharama za biashara za chaguo, misingi ya mwanya wa bei ya kununua na kuuza, chaguo za 0DTE, na kiasi cha jamaa.

#recap#daily#spy#qqq#semiconductors#market structure