Strasmore Research
Muhtasari wa soko Matt ConnorNa Matt Connor · Imeboreshwa 2026-08-03

Muhtasari wa soko la hisa Julai 27 2026

Pata uchambuzi wa kina wa soko kwa tarehe Julai 27 2026 ikijumuisha mabadiliko ya S&P 500, uwiano wa hisa, mtiririko wa options, na viwango vya riba kwa data sahihi.

Muhtasari huu wa soko wa Jumatatu, Julai 27, 2026 unasoma kikao kizima kutoka kwa hoja zilizohifadhiwa: Mabadiliko ya SPY dhidi ya kufungwa kwa Ijumaa yalifikia 0.02%, uwiano wa hisa zilizopanda katika soko lenye ukwasi ulikuwa 65.4%, na soko la options lilirekodi mikataba milioni 64.69. Kila dirisha hapa chini limefungwa kwenye tarehe mahususi pande zote mbili, kwa hivyo kuendesha upya SQL ya paneli yoyote kunarejesha takwimu hizi hizi.

Ubao wa matokeo

Kila mabadiliko yanalinganisha bar ya dakika ya mwisho ya kikao cha kawaida cha Julai 27 na ile ya Ijumaa, Julai 24, ambazo ni vikao vya biashara mfululizo vilivyotenganishwa na wikendi. Safu zimepangwa kwa alfabeti, hivyo kila ETF inabaki katika nafasi isiyobadilika.

UlizaSPY / QQQ / DIA / IWM: Julai 27 dhidi ya kufungwa kwa Julai 24, 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 >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 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
Run this yourself

DIA ilisonga 0.49%, IWM 0.59%, QQQ -0.32%, na SPY 0.02% hadi kufunga kwa $739.02. Kila safu inagawanya mabadiliko hayo katika sehemu zake mbili: SPY ilifungua 0.82% kutoka bei ya kufunga ya Ijumaa, pengo ambalo linabeba wikendi nzima, na kusonga -0.79% kutoka ufunguzi hadi kufunga. Katika siku ya Jumatatu, sehemu ya usiku kucha ni ya siku mbili, na mgawanyo kati yake na sehemu ya ndani ya siku ndio alama ya kwanza ya kikao hicho.

Je, siku hiyo ilikuwa ya kawaida?

Nambari ya kikao kimoja haina maana kubwa bila usambazaji uliopo nyuma yake, kwa hivyo siku hiyo hupangwa ndani ya mwezi wake wa nyuma kwa kutumia mantiki inayofanana.

UlizaMwenendo wa SPY katika muktadha wa muda (open-to-close, Juni 26 hadi Julai 27)
SQL halisi nyuma ya kila namba
SELECT
    round(anyIf(oc_pct, d = toDate('2026-07-27')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-07-27'))), groupArrayIf(abs(oc_pct), d != toDate('2026-07-27'))) + 1 AS spy_abs_move_rank,
    count() AS spy_sessions_compared,
    toString(min(d)) AS first_session
FROM (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
           (argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS oc_pct
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-06-26 13:30:00')
      AND window_start < toDateTime('2026-07-28 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY d
)
Run this yourself

Mjongeo wa SPY kutoka ufunguzi hadi kufungwa wa -0.79% ulishika nafasi ya 1 kati ya 21 ya vikao vya nyuma kwa ukubwa kamili, katika kipindi kinachorejea nyuma hadi 2026-06-26. Nafasi hiyo huhesabu ni vikao vingapi vingine katika kipindi hicho vilivyosonga zaidi, pamoja na moja, kwa hivyo nafasi ya kwanza ingekuwa mjongeo mkubwa zaidi wa mwezi huo wa nyuma.

Upana wa Soko

Kiwango cha fahirisi ni namba moja tu. Upana wa soko hupima ni hisa ngapi zilizosonga pamoja nayo katika kipindi cha mwisho wa wiki.

UlizaUpana wa soko (Liquid-tape): Kufungwa kwa Julai 27 dhidi ya Julai 24, kichujio cha $1M
SQL halisi nyuma ya kila namba
SELECT
    countIf(c27 > c24 AND liquid) AS advancers,
    countIf(c27 < c24 AND liquid) AS decliners,
    countIf(c27 = c24 AND liquid) AS unchanged,
    countIf(liquid) AS liquid_tickers,
    countIf(NOT liquid) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(c27 > c24 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
    SELECT ticker, c24, c27, dv27 >= 1000000 AS liquid
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00') AS c24,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 13:30:00') AS dv27
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-27 20:00:00'
        GROUP BY ticker
        HAVING c24 > 0 AND c27 > 0
    )
)
Run this yourself

Kati ya 5935 majina yaliyovuka kizingiti cha mauzo ya dola milioni moja wakati wa saa za kawaida za biashara, 3880 yalifunga juu ya bei ya kufunga ya Ijumaa na 1972 yalifunga chini, ikiwa ni uwiano wa hisa zinazopanda wa 65.4%. Kichujio kiliweka kando 5336 majina yenye miamala michache, ambayo yamehesabiwa hapa badala ya kuondolewa kimyakimya.

Rafu ya kampuni kubwa (mega-cap)

Majina yaleyale manane ya kampuni kubwa hujitokeza hapa kila kikao, yakiwa yamepangwa kwa alfabeti ili kila moja idumishe mstari wake. Kikapu kisichobadilika ndicho kiini: msomaji hujifunza mistari hiyo, na hakuna mkono wa wahariri unaochagua washindi baada ya ukweli.

UlizaMega-caps nane: mabadiliko dhidi ya Julai 24 na thamani ya dola kwa saa za kawaida, Julai 27
SQL halisi nyuma ya kila namba
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-27 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-27 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'AMZN', 'AVGO', 'GOOGL', 'META', 'MSFT', 'NVDA', 'TSLA')
      AND ((window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00')
        OR (window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 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,
    day_dollar_bn
FROM per_name
ORDER BY ticker
Run this yourself

AAPL ilisonga 1.16%, META -0.21%, MSFT 1.94%, na NVDA -5.04% kwa 25.42 bilioni za dola za mauzo ya saa za kawaida, huku TSLA ikiwa katika -1.2%. Safu ya dola inaonyesha ni kiasi gani cha miamala (tape) ambacho majina haya manane yanabeba yenyewe; paneli ya upana (breadth) hapo juu ni kipimo cha jinsi soko lote lilivyosonga pamoja nao.

Wanaosonga kwa siku

Mbao zote mbili zinahitaji mauzo ya dola milioni tano wakati wa saa za kawaida za soko, hazijumuishi jina lolote ambalo mgawanyo wake wa hisa ulitekelezwa kati ya bei mbili za kufunga soko zinazopimwa, na hazijumuishi alama moja iliyotumika tena chini ya kanuni ya kuepuka utata wa kampuni iliyoelezwa kwenye madokezo.

UlizaWapandaji na washukaji wakubwa: Kufungwa kwa Julai 27 dhidi ya Julai 24, $5M+ zilizouzwa, splits hazikujumuishwa
SQL halisi nyuma ya kila namba
SELECT ticker, board, day_pct, day_dollar_m
FROM (
    SELECT 'gainers' AS board, ticker, round((c27 / c24 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00') AS c24,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 13:30:00') AS dv
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker NOT IN ('SPCX')
          AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits WHERE execution_date > '2026-07-24' AND execution_date <= '2026-07-27')
          AND window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-27 20:00:00'
        GROUP BY ticker
        HAVING c24 > 0 AND c27 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct DESC
    LIMIT 8
    UNION ALL
    SELECT 'decliners' AS board, ticker, round((c27 / c24 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00') AS c24,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 13:30:00') AS dv
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker NOT IN ('SPCX')
          AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits WHERE execution_date > '2026-07-24' AND execution_date <= '2026-07-27')
          AND window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-27 20:00:00'
        GROUP BY ticker
        HAVING c24 > 0 AND c27 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct ASC
    LIMIT 8
)
ORDER BY board DESC, abs(day_pct) DESC
Run this yourself

Aliyeongoza kwa kupanda thamani kwenye ubao, DFNS, amepanda kwa 214.9% kwa kiasi cha dola milioni 486.4 zilizouzwa. Aliyeongoza kwa kushuka kwa kasi zaidi, MPLT, amerekodi -72.9% kwa kiasi cha dola milioni 83.3. Ukurasa huu unarekodi ukubwa wa miamala na mapato yake; hauambatanishi maelezo yoyote nayo.

Mgawanyo wa sekta

Fedha kumi na moja za SPDR select-sector, kulingana na kufungwa kwa soko mnamo Julai 27 dhidi ya Julai 24, zikiorodheshwa kutoka bora hadi mbaya zaidi. Kikapu hiki kimetangazwa na ni cha kudumu, si uainishaji wa muuzaji.

UlizaETF za sekta, kufungwa kwa Julai 27 dhidi ya Julai 24, zikiwa zimepangwa
SQL halisi nyuma ya kila namba
SELECT sector, day_pct, round(max(day_pct) OVER () - day_pct, 2) AS points_behind_best
FROM (
    SELECT multiIf(ticker = 'XLK', 'Technology', ticker = 'XLC', 'Communications', ticker = 'XLE', 'Energy',
                   ticker = 'XLF', 'Financials', ticker = 'XLI', 'Industrials', ticker = 'XLB', 'Materials',
                   ticker = 'XLP', 'Staples', ticker = 'XLRE', 'Real Estate', ticker = 'XLU', 'Utilities',
                   ticker = 'XLV', 'Health Care', 'Consumer Discretionary') AS sector,
           round((c27 / c24 - 1) * 100, 2) AS day_pct
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start < '2026-07-27 00:00:00') AS c24,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 00:00:00') AS c27
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
          AND ((window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00')
            OR (window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'))
        GROUP BY ticker
        HAVING c24 > 0 AND c27 > 0
    )
)
ORDER BY day_pct DESC
Run this yourself

Staples iliongoza orodha kwa 1.5%, na Energy ilikuwa mkiani kwa -2.06%, ikiwa nyuma kwa 3.56 asilimia. Spread hiyo ndiyo mgawanyo wa sekta kwa siku hiyo: soko ambalo sekta zote kumi na moja ziko ndani ya pointi moja huashiria hali tofauti sana na soko ambalo sekta zimetawanyika kwa kiasi kikubwa.

Mahali ambapo dola zilifanyiwa biashara

Uliza6 bora kwa thamani ya dola, 4 bora kwa hisa zilizouzwa: Julai 27 saa za kawaida
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
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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY shares_m DESC
    LIMIT 4
)
ORDER BY leaderboard, if(leaderboard = 'by shares traded', shares_m, dollar_volume_bn) DESC
Run this yourself

MU iliongoza ubao wa dola kwa mauzo ya kawaida ya 35.71 bilioni, huku SPY ikifuata kwa 27.03 bilioni. Ubao wa hisa unajibu swali tofauti: KIDZ iliongoza kwa 198.3 milioni ya hisa ikiwa na wastani wa bei uliokadiriwa wa $0.66. Kiasi cha dola huonyesha umakini wa soko, kiasi cha hisa huonyesha mzunguko wake, na toleo la kipimo hiki kwa kila jina ni relative volume.

Utepe wa options

UlizaMtiririko wa options: mikataba, sehemu ya call, sehemu ya siku hiyo dhidi ya Ijumaa, mkataba wa SPY wenye shughuli nyingi
SQL halisi nyuma ya kila namba
WITH
    (
        SELECT (strike, typ, vol_m, is_0dte)
        FROM (
            SELECT toFloat64(any(strike_price)) AS strike, any(option_type) AS typ,
                   round(toFloat64(sum(size)) / 1e6, 2) AS vol_m,
                   if(substring(ticker, length(ticker) - 14, 6) = '260727', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
              AND underlying_symbol = 'SPY'
            GROUP BY ticker
            ORDER BY vol_m DESC, strike ASC
            LIMIT 1
        )
    ) AS top_spy,
    (
        SELECT round(toFloat64(argMax(close, window_start)), 2)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-25 00:00:00'
    ) AS jul24_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260724') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-25 00:00:00'
    ) AS jul24_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul24_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) = '260727') / sum(size), 1) AS pct_0dte,
    jul24_pct_0dte,
    spy_regular_close,
    top_spy.1 AS top_spy_strike,
    top_spy.2 AS top_spy_type,
    top_spy.3 AS top_spy_contracts_m,
    top_spy.4 AS top_spy_is_0dte,
    round(top_spy.1 - spy_regular_close, 2) AS top_spy_strike_minus_close
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
Run this yourself

Utepe wa options uliandikisha biashara milioni 11.07 kwa mikataba milioni 64.69, ikilinganishwa na milioni 71.14 za Ijumaa. Mikataba ya call ilichukua asilimia 55.1% ya ujazo wa mikataba. Mikataba inayoisha muda wake katika kikao hicho hicho, kundi la zero-days-to-expiry, ilichukua asilimia 39.3% dhidi ya asilimia 49% ya Ijumaa, mdundo uliowekwa na expiration timing. Mkataba wa SPY uliokuwa na shughuli nyingi zaidi ulikuwa 740 C kwa mikataba milioni 0.59, huku strike price yake ikiwa umbali wa dola 0.98 kutoka bei ya kufunga ya SPY ya $739.02, ikipimwa kama strike price kutoa bei ya kufunga.

Tape ya bei

Data ya bei ndiyo mkusanyiko wa data adimu zaidi kwenye trading desk hii, na hupimwa kila kikao. Siku za kawaida pia huwekwa kwenye kumbukumbu.

UlizaHesabu ya sasisho za NBBO za hisa: Julai 27 dhidi ya Julai 24, pamoja na sasisho za ticker (mamilioni)
SQL halisi nyuma ya kila namba
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-27')) / 1e6, 2) AS jul27_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-24')) / 1e6, 2) AS jul24_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-27')) / countIf(toDate(sip_timestamp) = toDate('2026-07-24')) - 1) * 100, 1) AS session_over_session_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-27') AND ticker = 'SPY') / 1e6, 2) AS jul27_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-27') AND ticker = 'QQQ') / 1e6, 2) AS jul27_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-27') AND ticker = 'NVDA') / 1e6, 2) AS jul27_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
Run this yourself

Tape ya bei za hisa ilibeba updates za NBBO milioni 553.53 ikilinganishwa na milioni 500.88 siku ya Ijumaa, mabadiliko ya kikao-kwa-kikao ya 10.5%. SPY ilirekodi updates milioni 4.84, QQQ milioni 6.78, na NVDA milioni 2.93.

UlizaMajina saba: Wastani wa RTH quoted spread katika basis points, pamoja na hesabu za ubora wa quote, Julai 27
SQL halisi nyuma ya kila namba
SELECT ticker,
       round(quantileExactIf(0.5)(10000 * (toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2), bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price), 2) AS median_spread_bps,
       round(count() / 1e6, 2) AS quote_updates_m,
       countIf(bid_price <= 0 OR ask_price <= 0) AS one_sided_quote_count,
       countIf(bid_price > ask_price AND bid_price > 0 AND ask_price > 0) AS crossed_quote_count
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'DIA', 'IWM', 'NVDA', 'QQQ', 'SPY', 'TSLA')
  AND sip_timestamp >= '2026-07-27 13:30:00' AND sip_timestamp < '2026-07-27 20:00:00'
GROUP BY ticker
HAVING countIf(bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) > 0
ORDER BY ticker
Run this yourself

Median ya spread ya bei zilizotolewa wakati wa saa za kawaida kwa SPY ilipimwa kwa basis points 0.27 za mid, QQQ ikiwa na 0.59 na NVDA 1.02. Safu mbili za mwisho ni ufichuzi: bei za upande mmoja (one-sided) na bei zilizovuka (crossed quotes) huhesabiwa kwa kila jina na kutengwa badala ya kuondolewa kimyakimya. Crossed quote, ambapo bid ni kubwa kuliko ask, ni matokeo ya kawaida ya mtiririko wa data uliounganishwa kutoka maeneo mengi ya biashara kwa usahihi wa nanosecond.

UlizaWastani wa spread ya SPY iliyopangwa dhidi ya kila kikao cha Julai hadi tarehe 27, kuanzia ile finyu zaidi
SQL halisi nyuma ya kila namba
SELECT round(anyIf(spread_bps, d = toDate('2026-07-27')), 2) AS jul27_median_spread_bps,
       arrayCount(x -> x < anyIf(spread_bps, d = toDate('2026-07-27')), groupArrayIf(spread_bps, d != toDate('2026-07-27'))) + 1 AS rank_tightest,
       count() AS sessions_compared,
       toString(min(d)) AS first_session
FROM (
    SELECT toDate(sip_timestamp) AS d,
           quantileExactIf(0.5)(10000 * (toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2), bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) AS spread_bps
    FROM global_markets.cache_stocks_quotes
    WHERE ticker = 'SPY'
      AND sip_timestamp >= '2026-07-01 13:30:00' AND sip_timestamp < '2026-07-27 20:00:00'
      AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
    GROUP BY d
    HAVING countIf(bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) > 0
)
Run this yourself

Ikilinganishwa na kila kikao cha Julai kwa kutumia mantiki ileile, median ya spread ya SPY ya siku hiyo ya basis points 0.27 ilikuwa 18 kati ya 18, ikianzia kwenye ile iliyo finyu zaidi, katika kipindi kilichoanza 2026-07-01. Kwenye tape tulivu, sentensi hiyo ndiyo kiini cha paneli hii: siku ya kawaida kwa ukwasi ni matokeo yanayochapishwa na kuwekewa mipaka.

UlizaMtiririko wa NBBO wa options: jumla ya sasisho dhidi ya mtiririko wa hisa, pamoja na sehemu ya SPY, Julai 27
SQL halisi nyuma ya kila namba
WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00') AS jul27_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00') AS jul27_stock_quote_rows
SELECT
    round(jul27_options_rows / 1e9, 2) AS jul27_options_bn,
    round(jul27_options_rows / jul27_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 >= '2026-07-27 13:30:00' AND sip_timestamp < '2026-07-27 20:00:00') / 1e6, 0) AS jul27_spy_options_m
Run this yourself

Tape ya NBBO ya options ilikuwa na updates bilioni 10.38, mara 18.8 ya tape ya bei za hisa, huku root ya SPY pekee ikiwa na updates milioni 440 wakati wa saa za kawaida.

Viwango

UlizaTreasury curve iliyorekodiwa, Julai 22 hadi Julai 27
SQL halisi nyuma ya kila namba
SELECT toString(date) AS date,
       round(toFloat64(yield_2_year), 2) AS yield_2y_pct,
       round(toFloat64(yield_10_year), 2) AS yield_10y_pct,
       round(toFloat64(yield_30_year), 2) AS yield_30y_pct,
       round((toFloat64(yield_10_year) - toFloat64(yield_2_year)) * 100) AS spread_2s10s_bp
FROM global_markets.treasury_yields
WHERE date >= '2026-07-22' AND date <= '2026-07-27'
ORDER BY date
Run this yourself

Faili ya Treasury huchelewa kwa kikao kimoja ikilinganishwa na soko, hivyo paneli hii inaripoti prints ilizonazo: 4 safu zenye tarehe katika kipindi cha kuanzia Julai 22 hadi Julai 27. Ya hivi karibuni zaidi, yenye tarehe 2026-07-27, iliweka hati ya miaka miwili katika 4.31%, hati ya miaka kumi katika 4.65% na hati ya miaka thelathini katika 5.12%, ikiwa ni spread ya miaka miwili hadi kumi ya 34 basis points.

Kalenda ya siku hiyo

UlizaEx-dividends, splits, listings, habari, na mchanganyiko wa faili za SEC za Julai 27
SQL halisi nyuma ya kila namba
WITH
    (
        SELECT (argMax(t, (n, t)), max(n))
        FROM (
            SELECT t, count() AS n
            FROM (
                SELECT arrayJoin(tickers) AS t
                FROM global_markets.stocks_news
                WHERE published_utc >= '2026-07-27 04:00:00' AND published_utc < '2026-07-28 04:00:00'
            )
            WHERE t != 'SPCX'
            GROUP BY t
        )
    ) AS top_news,
    (
        SELECT (count(), uniqExact(cik), countIf(form_type = '4'), countIf(form_type = '8-K'), countIf(form_type = '424B2'), countIf(form_type = '10-Q'))
        FROM global_markets.stocks_sec_edgar_index
        WHERE filing_date = '2026-07-27'
    ) AS fil
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-27') AS ex_dividend_records,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-27') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-27') AS forward_splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-27') AS listings,
    (SELECT count() FROM global_markets.stocks_news WHERE published_utc >= '2026-07-27 04:00:00' AND published_utc < '2026-07-28 04:00:00') AS news_articles,
    (SELECT uniqExact(JSONExtractString(publisher, 'name')) FROM global_markets.stocks_news WHERE published_utc >= '2026-07-27 04:00:00' AND published_utc < '2026-07-28 04:00:00') AS news_publishers,
    top_news.1 AS top_news_ticker,
    top_news.2 AS top_news_n,
    fil.1 AS fil_total,
    fil.2 AS fil_filers,
    fil.3 AS fil_form4,
    fil.4 AS fil_8k,
    fil.5 AS fil_424b2,
    fil.6 AS fil_10q
Run this yourself

91 rekodi za dividend ziliingia kwenye ex-dividend mnamo Julai 27, 7 reverse splits na 1 forward splits zilitekelezwa, na 0 orodha mpya za hisa zilianza kufanya biashara. Mtiririko wa habari ulibeba 166 makala kutoka kwa 2 wachapishaji, huku MSFT ikiwa ticker iliyoangaziwa zaidi katika dirisha hili la mtiririko wa habari kwa 12 makala. Fahirisi ya kila siku ya EDGAR ina 3997 faili za tarehe hiyo kutoka kwa 2163 watoaji taarifa tofauti: 587 ripoti za ndani za Form 4, 226 ripoti za sasa za 8-K, 555 nyongeza za bei za 424B2 na 23 ripoti za robo mwaka za 10-Q. Fahirisi hiyo hufika kulingana na ratiba yake yenyewe, na paneli hii huripoti chochote kilichomo wakati wa utengenezaji wa data.

On deck

The rest of the week, Tuesday July 28 through Friday July 31, read from the same tables and deliberately looking past the period.

UlizaJulai 28 hadi 31 kwenye kalenda: kufungwa, ex-dividends, splits, expiry ya Ijumaa, na short-interest lag
SQL halisi nyuma ya kila namba
SELECT
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-28' AND date <= '2026-07-31' AND status != 'open') AS closures_rest_of_week,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-28' AND ex_dividend_date <= '2026-07-31') AS exdiv_records_rest_of_week,
    (SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JPM', 'KO', 'JNJ', 'XOM', 'CVX', 'PG', 'WMT', 'HD')) FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-28' AND ex_dividend_date <= '2026-07-31') AS household_exdivs,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-28' AND execution_date <= '2026-07-31') AS splits_rest_of_week,
    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260731') / sum(size), 1) AS jul31_expiry_pct_of_mon_volume,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest WHERE settlement_date <= '2026-07-27') AS latest_short_interest_settlement
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
Run this yourself

The holiday table shows 0 closures across the four remaining sessions of the week. 843 dividend records go ex-dividend across those sessions, 0 of them among ten checked household names, and 18 splits are scheduled to execute. Of Monday's option volume, 17.1% already sat in contracts dated to expire Friday, July 31. The newest short-interest settlement on file is 2026-07-15, a file that publishes on a lag long enough to have its own explainer.

Kikao, kimethibitishwa

UlizaUthibitishaji wa kikao: bar ya kwanza/ya mwisho ya SPY (ET), hesabu ya bar za kawaida, risiti za likizo, kufungwa kwa siku inayofuata
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,
    countIf(window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-27') AS jul27_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-27' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-27' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-27 00:00:00' AND window_start < '2026-07-28 00:00:00'
Run this yourself

Kikao kamili cha kawaida: mshumaa wa kwanza wa SPY saa 04:00 ET, wa mwisho saa 19:59 ET, baa 390 za saa za kawaida, kikao 1 katika dirisha hili, na safu 0 za likizo kwa tarehe husika. Kufungwa kwa soko kulikopangwa kwa mara nyingine ni Labor Day mnamo 2026-09-07.

Maswali Yanayoulizwa Mara kwa Mara

Soko la hisa lilifanyaje kazi siku ya Jumatatu, Julai 27, 2026?

SPY ilibadilika kwa 0.02% kutoka bei ya kufunga ya Ijumaa hadi $739.02, huku QQQ ikiwa katika -0.32%, DIA katika 0.49% na IWM katika 0.59%. Miongoni mwa hisa zenye ukwasi mkubwa, 3880 ilipanda na 1972 ilishuka.

Ni sekta gani iliongoza ubaoni mnamo Julai 27, 2026?

Staples, ikiwa katika 1.5%, iliyopimwa kupitia mifuko kumi na moja ya SPDR ya sekta teule. Sekta dhaifu zaidi kati ya kumi na moja hizo, Energy, ilirekodi -2.06%.

Soko la options lilikuwa na shughuli kiasi gani mnamo Julai 27, 2026?

Mikataba milioni 64.69 ilifanyiwa biashara, ikilinganishwa na milioni 71.14 katika kikao kilichotangulia. Mikataba ya siku hiyo hiyo ilichukua 39.3% ya ujazo na call options zilichukua 55.1%.

Ni hisa gani ilifanya biashara ya dola nyingi zaidi mnamo Julai 27, 2026?

MU, ikiwa na kiasi cha dola bilioni 35.71 katika saa za kawaida za biashara, ikitangulia SPY iliyokuwa na bilioni 27.03.

Vidokezo vya data

Toleo hili linajaza data za kikao cha Jumatatu katika mfululizo wa kila siku uliorejelewa, uliotolewa Agosti moja. Kikao cha kila siku kilichotangulia kulingana na tarehe ya kikao ni Julai 10, 2026, toleo la Julai 29 linashughulikia Jumatano ya wiki hiyo hiyo, na muhtasari wa kila wiki unahusu wiki iliyoishia Ijumaa, Julai 24, kikao ambacho kila ulinganisho kwenye ukurasa huu unategemea. Paneli zilizopewa majina kwa kila ticker zimepangwa kwa alfabeti ili marejeleo ya maandishi yaelekeze kwenye safu zisizobadilika; mbao za viongozi na mbao za wanaosonga zimepangwa kwa thamani, na kila madai ya kimsimamo yanayobebwa nayo yamefanyiwa usimbaji kama kikomo cha usahihi. Kikapu cha mega-cap na kikapu cha sekta ya fedha kumi na moja ni seti zilizotangazwa na zisizobadilika, si uainishaji wa wauzaji. Mbao za wanaosonga zinatumia kizingiti cha mauzo ya dola milioni tano wakati wa saa za kawaida, hazijumuishi jina lolote ambalo mgawanyo wake ulitekelezwa kati ya bei mbili za kufunga zinazopimwa, na hazijumuishi alama moja iliyotumika tena chini ya ulinzi wa utata wa kampuni, ili marejeleo yaweze kuelekeza kwenye jina linaloweza kuthibitishwa. Kila takwimu ya kufunga-juu-ya-kufunga hapa inahusu mwisho wa wiki, kuanzia Ijumaa Julai 24 hadi Jumatatu Julai 27, na safu ya pengo ya ubao wa matokeo inabeba muda huo wote. Paneli za bei zinahesabu bei za upande mmoja na zilizovuka kwa kila jina badala ya kuziondoa kimyakimya. Faili ya Treasury na faharisi ya kila siku ya EDGAR zinawasilishwa kulingana na ratiba zao wenyewe, kwa hivyo paneli hizo zinaripoti kile walichonacho badala ya kudhani kuwasili kwake. Hakuna faharisi ya implied-volatility inayoonekana hapa: mfululizo huo haujapewa leseni katika ghala hili, kwa hivyo tete inasomwa kutoka kwenye mkanda kupitia safu, hisa za chaguo za siku hiyo hiyo na tabia ya bei.

Mbinu

  • Chanzo cha data ya soko: consolidated tape. delayed_stocks_minute_aggs kwa bei na ujazo, options_trades kwa mkanda wa options, cache_stocks_quotes na cache_options_quotes kwa paneli za NBBO.
  • Kufungwa kwa soko: dakika ya mwisho ya kipindi cha kawaida cha biashara, si bei ya saa kumi kamili (16:00) inayodhaniwa wala bei ya baada ya saa za kazi.
  • Usimamizi wa saa za kanda: alama zote za muda zilizohifadhiwa ni UTC; vifungu vya WHERE hutumia thamani halisi za UTC, na toTimeZone huonekana tu kwenye orodha za SELECT kwa ajili ya lebo za ET.
  • Uthibitishaji wa kipindi cha biashara: kutoka kwenye jedwali la sikukuu pamoja na vipindi vilivyozingatiwa, si kwa kudhani kutoka kwenye kalenda.
  • Ulinganisho wa kipindi cha awali: huhesabiwa ndani ya hoja (query) kutoka Ijumaa, Julai ishirini na nne, kipindi cha biashara kilichotangulia mwishoni mwa wiki, si kwa kubeba data kutoka chapisho lililopita.
  • Desimali: safu za bei, ukubwa, na ujazo hubadilishwa kuwa Float64 kabla ya mgawanyo au uzidishaji wowote.
  • Jumla za kideterministi: quantiles kamili na utatuzi wa sare kwa kutumia tuple-keyed; kila madai ya mpangilio au ishara katika maandishi yamefungwa kama kikomo cha usahihi.
  • Tarehe ya kumbukumbu ya ghala: Agosti moja, elfu mbili ishirini na sita, siku tano baada ya kipindi hicho, ikiwa imepita muda wa kawaida wa siku moja hadi mbili wa kuingiza data kwenye mkanda; risiti zilizofungwa hapo juu hushikilia chapisho ikiwa seti ya data itakosekana wakati wa uzalishaji.

Viungo mtambuka: muhtasari wa kila siku uliopita, toleo la Julai ishirini na tisa, muhtasari wa kila wiki, wakati options zinapoisha muda wake, maana ya bid-ask spread, na spread ya miaka miwili hadi kumi.

Kila hoja hapo juu huendeshwa bila kubadilishwa kwenye terminal ya Strasmore ikiwa unataka kuelekeza dirisha kwenye kipindi kingine.

#recap#daily#spy#qqq#market structure