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

Muhtasari wa soko Julai 28 2026: Takwimu za kila siku

Uchambuzi wa kina wa soko la hisa kwa tarehe ishirini na nane Julai elfu mbili ishirini na sita. Ripoti hii inajumuisha utendaji wa fahirisi, mwelekeo wa sekta na mtiririko wa options.

Muhtasari huu wa soko kwa Jumanne, Julai 28, 2026 unasoma kikao kizima kutoka kwa hoja zilizohifadhiwa: mabadiliko ya kufunga kwa SPY ikilinganishwa na kufunga kwa awali yalifikia 0.24%, sehemu ya hisa zilizopanda kwenye soko la maji ilikuwa 58.6%, na soko la options lilichapisha mikataba milioni 59.28. 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 dakika ya mwisho ya kipindi cha kawaida cha biashara cha Julai 28 na ile ya Jumatatu Julai 27, vipindi vya biashara vinavyofuatana. Safu zimepangwa kwa alfabeti, hivyo kila ETF inabaki katika nafasi isiyobadilika.

UlizaSPY / QQQ / DIA / IWM: Julai 28 dhidi ya kufungwa kwa Julai 27, saa za kawaida za soko
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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 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 1.07%, IWM 0.15%, QQQ -0.96%, na SPY 0.24% hadi kufunga kwa $740.76. Kila safu hugawanya mabadiliko hayo katika sehemu zake mbili: SPY ilifungua 0.02% kutoka kwenye bei ya kufunga ya Jumatatu na kusonga 0.21% kutoka ufunguzi hadi kufunga. Sehemu ya usiku kucha na sehemu ya ndani ya siku hazilazimiki kuendana, na mgawanyo kati yao ndio alama ya kwanza ya kipindi cha biashara.

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 29 hadi Julai 28)
SQL halisi nyuma ya kila namba
SELECT
    round(anyIf(oc_pct, d = toDate('2026-07-28')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-07-28'))), groupArrayIf(abs(oc_pct), d != toDate('2026-07-28'))) + 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('2026-06-29 13:30:00')
      AND window_start < toDateTime('2026-07-29 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 0.21% ulishika nafasi ya 14 kati ya 21 ya vikao vya nyuma kwa ukubwa kamili, katika kipindi kinachorejea hadi 2026-06-29. Nafasi hiyo huhesabu ni vikao vingapi vingine katika kipindi hicho vilivyosonga zaidi, pamoja na kimoja, kwa hivyo nafasi ya kwanza ingekuwa mjongeo mkubwa zaidi wa mwezi uliopita.

Upana wa Soko

Kiwango cha fahirisi ni namba moja tu. Upana wa soko hupima ni hisa ngapi zilizosonga sambamba na fahirisi hiyo.

UlizaUpana wa soko (Liquid-tape): Kufungwa kwa Julai 28 dhidi ya Julai 27, kichujio cha $1M kilichouzwa
SQL halisi nyuma ya kila namba
SELECT
    countIf(c28 > c27 AND liquid) AS advancers,
    countIf(c28 < c27 AND liquid) AS decliners,
    countIf(c28 = c27 AND liquid) AS unchanged,
    countIf(liquid) AS liquid_tickers,
    countIf(NOT liquid) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(c28 > c27 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
    SELECT ticker, c27, c28, dv28 >= 1000000 AS liquid
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-28 13:30:00') AS dv28
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-28 20:00:00'
        GROUP BY ticker
        HAVING c27 > 0 AND c28 > 0
    )
)
Run this yourself

Katika majina 6008 yaliyovuka kizingiti cha mauzo ya dola milioni moja wakati wa saa za kawaida za soko, 3519 yalifunga juu ya bei ya kufunga ya Jumatatu na 2423 yalifunga chini yake, ikiwa ni uwiano wa hisa zilizopanda wa 58.6%. Kichujio hiki kiliweka kando majina 5346 yenye miamala michache, ambayo yamehesabiwa hapa badala ya kuondolewa kimyakimya.

Rafu ya mega-cap

Majina yaleyale manane ya mega-cap 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 27 na thamani ya dola katika saa za kawaida, Julai 28
SQL halisi nyuma ya kila namba
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-28 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-28 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-28 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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00')
        OR (window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 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 ilisogea 0.97%, META -0.05%, MSFT 1.12%, na NVDA 0.23% kwa 21.11 bilioni za dola za mauzo ya saa za kawaida, huku TSLA ikiwa katika -0.57%. Safu ya dola inaonyesha kiasi gani cha tape ambacho majina haya manane yanabeba yenyewe; paneli ya upana hapo juu ni kipimo cha jinsi soko lingine lilivyosafiri pamoja nao.

Watendaji wa siku

Bodi 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 katika madokezo.

UlizaWapandaji na washukaji wakubwa: Kufungwa kwa Julai 28 dhidi ya Julai 27, $5M+ iliyouzwa, splits zimeondolewa
SQL halisi nyuma ya kila namba
SELECT ticker, board, day_pct, day_dollar_m
FROM (
    SELECT 'gainers' AS board, ticker, round((c28 / c27 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-28 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 > '2026-07-27' AND execution_date <= '2026-07-28')
          AND window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-28 20:00:00'
        GROUP BY ticker
        HAVING c27 > 0 AND c28 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct DESC
    LIMIT 8
    UNION ALL
    SELECT 'decliners' AS board, ticker, round((c28 / c27 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-28 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 > '2026-07-27' AND execution_date <= '2026-07-28')
          AND window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-28 20:00:00'
        GROUP BY ticker
        HAVING c27 > 0 AND c28 > 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 bodi, STKH, alipanda kwa 166.7% kwa mauzo ya dola milioni 113.2. Aliyeongoza kwa kushuka kwa kasi zaidi, YYAI, alirekodi -71% kwa mauzo ya dola milioni 18.3. Ukurasa huu unarekodi ukubwa wa miamala na mapato; hauambatanishi maelezo yoyote nayo.

Mgawanyo wa sekta

Fedha kumi na moja za SPDR select-sector, kulingana na kufungwa kwa soko mnamo Julai 28 ikilinganishwa na Julai 27, zimepangwa kutoka bora hadi mbaya zaidi. Kikapu hiki kimetangazwa na ni cha kudumu, si uainishaji wa muuzaji.

UlizaETF za sekta, kufungwa kwa Julai 28 dhidi ya Julai 27, zimepangwa kwa daraja
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((c28 / c27 - 1) * 100, 2) AS day_pct
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start < '2026-07-28 00:00:00') AS c27,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 00:00:00') AS c28
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
          AND ((window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00')
            OR (window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00'))
        GROUP BY ticker
        HAVING c27 > 0 AND c28 > 0
    )
)
ORDER BY day_pct DESC
Run this yourself

Health Care iliongoza orodha kwa 2.36%, na Technology ilikuwa mwisho kwa -1.9%, ikiwa nyuma kwa 4.26 percentage points. Spread hiyo ndiyo mgawanyo wa sekta wa siku hiyo: soko ambalo sekta zote kumi na moja ziko ndani ya pointi moja huashiria hali tofauti sana na soko lililotawanyika kwa kiasi kikubwa.

Mahali ambapo dola zilifanyiwa biashara

Uliza6 bora kwa dola zilizouzwa, 4 bora kwa hisa zilizouzwa: Julai 28 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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 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 39.21 bilioni, huku QQQ ikifuata kwa 29.98 bilioni. Ubao wa hisa unajibu swali tofauti: ONFO iliongoza kwa 182.4 milioni ya hisa ikiwa na wastani wa bei uliokadiriwa wa $0.16. Kiasi cha dola huonyesha umakini wa soko, kiasi cha hisa huonyesha mzunguko wake, na toleo la kipimo hiki kwa kila jina ni relative volume.

Rekodi ya options

UlizaMtiririko wa options: mikataba, sehemu ya call, sehemu ya siku hiyo dhidi ya Jumatatu, 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) = '260728', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
    ) AS jul27_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260727') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
    ) AS jul27_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul27_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) = '260728') / sum(size), 1) AS pct_0dte,
    jul27_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 >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'
Run this yourself

Rekodi ya options ilionyesha kufanyika kwa trades 10.07 milioni kwa ajili ya mikataba 59.28 milioni, ikilinganishwa na 64.69 milioni ya Jumatatu. Mikataba ya call ilichukua 55% ya ujazo wa mikataba. Mikataba inayomalizika muda wake katika kikao hichohicho, kundi la zero-days-to-expiry, ilichukua 29% dhidi ya 39.3% ya Jumatatu, mdundo uliowekwa na muda wa kuisha kwa mikataba. Mkataba wa SPY uliokuwa na shughuli nyingi zaidi ulikuwa 742 C kwa mikataba 0.72 milioni, huku strike price yake ikiwa umbali wa dola 1.24 kutoka bei ya kufunga ya SPY ya $740.76, ikipimwa kwa strike price kutoa bei ya kufunga.

Utepe wa bei (quote tape)

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

UlizaHesabu ya sasisho za NBBO za hisa: Julai 28 dhidi ya Julai 27, pamoja na sasisho za tickers (mamilioni)
SQL halisi nyuma ya kila namba
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-28')) / 1e6, 2) AS jul28_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-27')) / 1e6, 2) AS jul27_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-28')) / countIf(toDate(sip_timestamp) = toDate('2026-07-27')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-28') AND ticker = 'SPY') / 1e6, 2) AS jul28_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-28') AND ticker = 'QQQ') / 1e6, 2) AS jul28_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-28') AND ticker = 'NVDA') / 1e6, 2) AS jul28_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'
Run this yourself

Utepe wa bei za hisa ulibeba masasisho ya NBBO milioni 536.07 ikilinganishwa na milioni 553.53 siku ya Jumatatu, mabadiliko ya siku hadi siku ya -3.2%. SPY ilirekodi masasisho milioni 4.72, QQQ milioni 5.94, na NVDA milioni 3.01.

UlizaMajina saba: Wastani wa spread ya RTH katika basis points, pamoja na hesabu za ubora wa quote, Julai 28
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 >= '2026-07-28 13:30:00' AND sip_timestamp < '2026-07-28 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

Wastani wa spread ya bei zilizotolewa kwa SPY wakati wa saa za kawaida za biashara ulipimwa kwa basis points 0.27 za bei ya katikati, QQQ ikiwa na 0.74 na NVDA 1.52. Safu mbili za mwisho ni ufafanuzi: bei za upande mmoja na bei zilizovuka (crossed quotes) huhesabiwa kwa kila jina na kutengwa badala ya kuondolewa kimyakimya. Bei iliyovuka, ambapo bid ni kubwa kuliko ask, ni jambo la kawaida katika mtiririko wa data uliounganishwa kutoka maeneo mengi ya biashara kwa usahihi wa nanosekunde.

UlizaWastani wa spread ya SPY iliyopangwa dhidi ya kila kikao cha Julai, kuanzia iliyo finyu zaidi
SQL halisi nyuma ya kila namba
SELECT round(anyIf(spread_bps, d = toDate('2026-07-28')), 2) AS jul28_median_spread_bps,
       arrayCount(x -> x < anyIf(spread_bps, d = toDate('2026-07-28')), groupArrayIf(spread_bps, d != toDate('2026-07-28'))) + 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 < '2026-07-28 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, wastani wa spread ya SPY ya siku hiyo ya basis points 0.27 ilikuwa 16 kati ya 19, ikianzia kwenye ile iliyokuwa finyu zaidi, katika kipindi kinachoanza 2026-07-01. Kwenye utepe mtulivu, sentensi hiyo ndiyo kiini cha jopo hili: siku ya kawaida ya 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 28
SQL halisi nyuma ya kila namba
WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00') AS jul28_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00') AS jul28_stock_quote_rows
SELECT
    round(jul28_options_rows / 1e9, 2) AS jul28_options_bn,
    round(jul28_options_rows / jul28_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 >= '2026-07-28 13:30:00' AND sip_timestamp < '2026-07-28 20:00:00') / 1e6, 0) AS jul28_spy_options_m
Run this yourself

Utepe wa NBBO wa options ulikuwa na masasisho bilioni 10.23, mara 19.1 ya utepe wa bei za hisa, huku SPY pekee ikiwa na masasisho milioni 382 wakati wa saa za kawaida za biashara.

Viwango vya Riba

UlizaCurve ya Treasury iliyorekodiwa, Julai 23 hadi Julai 28
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 >= '2026-07-23' AND date <= '2026-07-28'
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 dirisha hili. Ya hivi karibuni zaidi, yenye tarehe 2026-07-28, iliweka hati ya miaka miwili kwenye 4.26%, hati ya miaka kumi kwenye 4.61% na hati ya miaka thelathini kwenye 5.09%, ikiwa ni spread ya miaka miwili hadi kumi ya 35 basis points.

Kalenda ya siku hiyo

UlizaEx-dividends, splits, listings, habari, na mchanganyiko wa faili za SEC za Julai 28
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 >= '2026-07-28 04:00:00' AND published_utc < '2026-07-29 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 = '2026-07-28'
    ) AS fil
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-28') AS ex_dividend_records,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-28') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-28') AS forward_splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-28') AS listings,
    (SELECT count() FROM global_markets.stocks_news WHERE published_utc >= '2026-07-28 04:00:00' AND published_utc < '2026-07-29 04:00:00') AS news_articles,
    (SELECT uniqExact(JSONExtractString(publisher, 'name')) FROM global_markets.stocks_news WHERE published_utc >= '2026-07-28 04:00:00' AND published_utc < '2026-07-29 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

147 rekodi za dividend ziliingia kwenye ex-dividend mnamo Julai 28, 3 splits za reverse na 0 splits za forward zilitekelezwa, na 2 listings mpya zilionekana kwenye soko. Mtiririko wa habari ulibeba 161 makala kutoka kwa 2 wachapishaji, huku MSFT ikiwa ticker iliyoangaziwa zaidi katika dirisha hili la mtiririko wa habari kwa 9 makala. Faharisi ya kila siku ya EDGAR ina 5915 filings za tarehe hiyo kutoka kwa 2898 wafungua faili tofauti: 856 ripoti za ndani za Form 4, 315 ripoti za sasa za 8-K, 900 nyongeza za bei za 424B2 na 100 ripoti za robo mwaka za 10-Q. Faharisi hiyo hufuata ratiba yake yenyewe, na paneli hii huripoti chochote kilichopo wakati wa utengenezaji wa data.

Yanayokuja

Kwa siku zilizosalia za juma, soma kutoka kwenye majedwali hayohayo, huku ukiangalia kwa makusudi zaidi ya kipindi hiki.

UlizaJulai 29 hadi 31 kwenye kalenda: kufungwa kwa soko, ex-dividends, splits, expiry ya Ijumaa, na muda wa short-interest
SQL halisi nyuma ya kila namba
SELECT
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-29' AND date <= '2026-07-31' AND status != 'open') AS closures_rest_of_week,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-29' 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 >= '2026-07-29' AND ex_dividend_date <= '2026-07-31') AS household_exdivs,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-29' 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_tue_volume,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest WHERE settlement_date <= '2026-07-28') AS latest_short_interest_settlement
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'
Run this yourself

Jedwali la sikukuu linaonyesha kufungwa kwa 0 kuanzia Jumatano Julai 29, Alhamisi Julai 30, na Ijumaa Julai 31. Rekodi za dividend 696 zinaingia kwenye ex-dividend katika vipindi hivyo vitatu, 0 kati ya hizo zikiwa miongoni mwa majina kumi maarufu ya makampuni yaliyokaguliwa, na migawanyo 15 imepangwa kutekelezwa. Kati ya kiasi cha option kilichofanyika Jumanne, 17.5% tayari kilikuwa katika mikataba iliyopangwa kuisha Ijumaa, Julai 31. Taarifa mpya zaidi ya short-interest iliyopo kwenye faili ni 2026-07-15, faili ambalo huchapishwa kwa kuchelewa kwa muda mrefu kiasi cha kuwa na ufafanuzi wake wenyewe.

Kikao, kimethibitishwa

UlizaUthibitishaji wa kikao: bar ya kwanza/ya mwisho ya SPY kwa ET, hesabu ya bar za kawaida, risiti za likizo, kufungwa kwa soko kunakofuata
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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-28') AS jul28_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-28' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-28' 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 >= '2026-07-28 00:00:00' AND window_start < '2026-07-29 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 Jumanne, Julai 28, 2026?

SPY ilibadilika kwa 0.24% kulinganisha bei ya kufunga na ile ya awali hadi $740.76, huku QQQ ikiwa katika -0.96%, DIA katika 1.07% na IWM katika 0.15%. Miongoni mwa hisa zenye ukwasi mkubwa, 3519 ilipanda na 2423 ilishuka.

Ni sekta gani iliongoza ubaoni mnamo Julai 28, 2026?

Health Care, kwa 2.36%, iliyopimwa kupitia mifuko kumi na moja ya SPDR ya sekta mahususi. Sekta dhaifu zaidi kati ya hizo kumi na moja, Technology, ilirekodi -1.9%.

Soko la options lilikuwa na shughuli kiasi gani mnamo Julai 28, 2026?

Mikataba milioni 59.28 ilifanyiwa biashara, ikilinganishwa na milioni 64.69 katika kikao kilichotangulia. Mikataba ya siku hiyo hiyo ilichukua 29% ya ujazo na call options zilichukua 55%.

Ni hisa gani ilifanya biashara ya dola nyingi zaidi mnamo Julai 28, 2026?

MU, kwa kiasi cha dola bilioni 39.21 katika ujazo wa biashara ya saa za kawaida, ikitangulia QQQ iliyokuwa na dola bilioni 29.98.

Vidokezo vya data

Toleo hili linajaza pengo la Julai ishirini na nane katika mfululizo wa kila siku: ripoti ya kila siku ya Julai ishirini na saba inashughulikia kikao cha kabla yake, ripoti ya kila siku ya Julai ishirini na tisa inashughulikia kikao cha baada yake, na muhtasari wa kila wiki unahusu wiki iliyotangulia yote mawili. Paneli zilizotajwa kwa kila ticker zimepangwa kwa alfabeti ili marejeleo ya maandishi yaelekeze kwenye safu zisizobadilika; mbao za viongozi na mbao za wenye mabadiliko makubwa zimepangwa kwa thamani, na kila madai ya msimamo yanayobebwa humo yamefanyiwa usimbaji kama kikomo cha uhalali. Kikapu cha mega-cap na kikapu cha sekta ya fedha kumi na moja ni seti zilizotangazwa na zisizobadilika, si uainishaji wa wauzaji. Mbao za wenye mabadiliko makubwa hutumia kizingiti cha mauzo ya dola milioni tano wakati wa saa za kawaida za soko, huondoa jina lolote ambalo mgawanyo wake wa hisa ulitekelezwa kati ya bei mbili za kufunga soko zinazopimwa, na huondoa alama moja iliyotumika tena chini ya kanuni ya kuepuka utata, ili marejeleo yaweze kila wakati kuelekeza kwenye jina linaloweza kuthibitishwa. Paneli za bei huhesabu bei za upande mmoja na bei zilizovuka kwa kila jina badala ya kuziondoa kimyakimya. Faili ya Treasury na index ya kila siku ya EDGAR hufika kulingana na ratiba zao wenyewe, kwa hivyo paneli hizo huripoti kile walichonacho badala ya kudhani kuwa kimefika. Hakuna index ya implied-volatility inayoonekana hapa: mfululizo huo haujapewa leseni katika ghala hili, kwa hivyo volatility inasomwa kutoka kwenye mkondo wa data kupitia viwango, hisa za options 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) wala bei ya baada ya saa za kazi.
  • Usimamizi wa saa za kanda: mihuri yote ya muda iliyohifadhiwa ni UTC; vifungu vya WHERE hutumia thamani halisi za UTC, na toTimeZone huonekana tu katika orodha za SELECT kwa ajili ya lebo za ET.
  • Uthibitishaji wa kipindi: kutoka kwenye jedwali la sikukuu na baa zilizozingatiwa, si kwa kudhani kutoka kwenye kalenda.
  • Ulinganisho wa vipindi vilivyotangulia: huhesabiwa ndani ya query kuanzia Julai ishirini na saba, haichukuliwi kutoka kwenye chapisho la awali.
  • Desimali: safu za bei, ukubwa, na ujazo hubadilishwa kuwa Float64 kabla ya mgawanyiko au uzidishaji wowote.
  • Jumla za kideterministi: quantiles kamili na tie-breaks za tuple-keyed hutumika; kila madai ya mpangilio au ishara katika maandishi yamefungwa na mipaka ya uhakiki.
  • Tarehe ya kumbukumbu ya ghala: Agosti moja, 2026, siku nne 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 wa Julai ishirini na saba, muhtasari wa kila siku wa Julai ishirini na tisa, wakati options zinapoisha muda wake, maana ya bid-ask spread, na spread ya miaka miwili hadi kumi.

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

#recap#daily#spy#qqq#market structure