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

Muhtasari wa soko la hisa Julai 30 2026

Pata uchambuzi kamili wa soko la hisa kwa tarehe 30 Julai 2026. Ripoti hii inajumuisha takwimu za SPY, mwelekeo wa sekta, mtiririko wa options na viwango vya riba kwa usahihi.

Muhtasari huu wa soko wa Alhamisi, Julai 30, 2026 unasoma kikao kizima kutoka kwa hoja zilizohifadhiwa: mabadiliko ya kufunga kwa SPY ikilinganishwa na kufunga kwa awali yalifikia 1.68%, sehemu ya hisa zilizopanda katika soko lenye ukwasi ilikuwa 63.5%, na soko la options lilichapisha mikataba milioni 67.06. Kila dirisha hapa chini limefungwa kwenye tarehe mahususi katika ncha 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 tarehe 30 Julai na ile ya Jumatano tarehe 29 Julai, vipindi vya biashara vinavyofuatana. Safu zimepangwa kwa alfabeti, hivyo kila ETF inabaki katika nafasi isiyobadilika.

UlizaSPY / QQQ / DIA / IWM: Julai 30 dhidi ya kufungwa kwa Julai 29, 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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 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 kwa 1.19%, IWM kwa 1.37%, QQQ kwa 3.34%, na SPY kwa 1.68% hadi kufunga kwa $741.73. Kila safu hugawanya mabadiliko hayo katika sehemu zake mbili: SPY ilifungua kwa 0.9% kutoka kwenye bei ya kufunga ya Jumatano na kusonga kwa 0.77% kuanzia ufunguzi hadi kufunga. Sehemu ya usiku kucha na sehemu ya ndani ya siku hazilazimiki kuoana, 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 30 hadi Julai 30)
SQL halisi nyuma ya kila namba
SELECT
    round(anyIf(oc_pct, d = toDate('2026-07-30')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-07-30'))), groupArrayIf(abs(oc_pct), d != toDate('2026-07-30'))) + 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('2026-06-30 13:30:00')
      AND window_start < toDateTime('2026-07-31 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 0.77% ulishika nafasi ya 3 kati ya 22 ya vikao vya nyuma kwa ukubwa kamili, katika kipindi kinachorejea hadi 2026-06-30. 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 wa nyuma.

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 30 dhidi ya Julai 29, kichujio cha $1M
SQL halisi nyuma ya kila namba
SELECT
    countIf(c30 > c29 AND liquid) AS advancers,
    countIf(c30 < c29 AND liquid) AS decliners,
    countIf(c30 = c29 AND liquid) AS unchanged,
    countIf(liquid) AS liquid_tickers,
    countIf(NOT liquid) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(c30 > c29 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
    SELECT ticker, c29, c30, dv30 >= 1000000 AS liquid
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS c30,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-30 13:30:00') AS dv30
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-30 20:00:00'
        GROUP BY ticker
        HAVING c29 > 0 AND c30 > 0
    )
)
Run this yourself

Kati ya 5960 hisa zilizofikisha thamani ya biashara ya dola milioni moja wakati wa saa za kazi, 3782 zilifunga juu ya bei ya kufunga ya Jumatano na 2122 zilifunga chini yake, ikiwa ni uwiano wa hisa zinazopanda wa 63.5%. Kichujio kiliweka kando 5492 hisa zenye miamala michache, ambazo zimehesabiwa hapa badala ya kuachwa kimya kimya.

Rafu ya kampuni kubwa (mega-cap)

Majina yaleyale manane ya kampuni kubwa hujitokeza hapa kila kikao, 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 29 na thamani ya dola kwa saa za kawaida, Julai 30
SQL halisi nyuma ya kila namba
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-30 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-30 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-30 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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00')
        OR (window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 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 -1.24%, META -8.17%, MSFT 15.06%, na NVDA 2.67% kwa 19.63 bilioni za dola za mauzo ya saa za kawaida za soko, huku TSLA ikiwa katika 3.53%. Safu ya dola inaonyesha kiasi gani cha miamala (tape) ambacho majina haya manane yanabeba yenyewe; jopo la upana (breadth) hapo juu ni kipimo cha jinsi soko lote lilivyosafiri 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 30 dhidi ya Julai 29, $5M+ zimefanyiwa biashara, splits zimeondolewa
SQL halisi nyuma ya kila namba
SELECT ticker, board, day_pct, day_dollar_m
FROM (
    SELECT 'gainers' AS board, ticker, round((c30 / c29 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS c30,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-30 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 > '2026-07-29' AND execution_date <= '2026-07-30')
          AND window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-30 20:00:00'
        GROUP BY ticker
        HAVING c29 > 0 AND c30 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct DESC
    LIMIT 8
    UNION ALL
    SELECT 'decliners' AS board, ticker, round((c30 / c29 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS c30,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-30 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 > '2026-07-29' AND execution_date <= '2026-07-30')
          AND window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-30 20:00:00'
        GROUP BY ticker
        HAVING c29 > 0 AND c30 > 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, CYCU, amepanda kwa 489.5% kwa kiasi cha dola milioni 474.4 zilizouzwa. Aliyeongoza kwa kushuka kwa kasi zaidi, IREZ, amerekodi -61.2% kwa kiasi cha dola milioni 90.8. Ukurasa huu unarekodi ukubwa wa miamala na mapato yake; hauambatanishi maelezo yoyote nayo.

Mgawanyo wa sekta

Fedha kumi na moja za SPDR select-sector, kufungwa kwa Julai 30 dhidi ya Julai 29, zikiorodheshwa kutoka bora hadi mbaya zaidi. Kikapu hiki kimetangazwa na ni cha kudumu, si uainishaji wa muuzaji.

UlizaETF za sekta, kufungwa kwa Julai 30 dhidi ya Julai 29, 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((c30 / c29 - 1) * 100, 2) AS day_pct
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start < '2026-07-30 00:00:00') AS c29,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-30 00:00:00') AS c30
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
          AND ((window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00')
            OR (window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00'))
        GROUP BY ticker
        HAVING c29 > 0 AND c30 > 0
    )
)
ORDER BY day_pct DESC
Run this yourself

Technology iliongoza ubao kwa 5.52%, na Communications ilikuwa mkiani kwa -2.69%, ikiwa nyuma kwa 8.21 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 katika wigo mpana.

Mahali ambapo dola zilifanyiwa biashara

Uliza6 bora kwa thamani ya dola, 4 bora kwa idadi ya hisa: Julai 30 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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 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 43.29 bilioni, huku MSFT ikifuata kwa 42.56 bilioni. Ubao wa hisa unajibu swali tofauti: CYCU iliongoza kwa 544 milioni ya hisa ikiwa na wastani wa bei uliokadiriwa wa $0.86. 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 Jumatano, 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) = '260730', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'
    ) AS jul29_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260729') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'
    ) AS jul29_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul29_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) = '260730') / sum(size), 1) AS pct_0dte,
    jul29_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 >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00'
Run this yourself

Utepe wa options ulichapisha miamala milioni 10.93 kwa mikataba milioni 67.06, ikilinganishwa na milioni 66.84 ya Jumatano. Mikataba ya call ilichukua asilimia 54.6% ya ujazo wa mikataba. Mikataba inayoisha muda wake katika kikao hicho hicho, kundi la zero-days-to-expiry, ilichukua asilimia 25.3% dhidi ya asilimia 33.1% ya Jumatano, mdundo uliowekwa na expiration timing. Mkataba wa SPY uliokuwa na shughuli nyingi zaidi ulikuwa 740 C kwa mikataba milioni 0.56, huku strike price yake ikiwa umbali wa dola -1.73 kutoka kwenye bei ya kawaida ya kufunga ya SPY ya $741.73, ikipimwa kama strike price kutoa bei ya kufunga.

Tape ya nukuu

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

UlizaIdadi ya masasisho ya NBBO ya hisa: Julai 30 dhidi ya Julai 29, pamoja na masasisho ya ticker (mamilioni)
SQL halisi nyuma ya kila namba
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-30')) / 1e6, 2) AS jul30_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-29')) / 1e6, 2) AS jul29_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-30')) / countIf(toDate(sip_timestamp) = toDate('2026-07-29')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-30') AND ticker = 'SPY') / 1e6, 2) AS jul30_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-30') AND ticker = 'QQQ') / 1e6, 2) AS jul30_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-30') AND ticker = 'NVDA') / 1e6, 2) AS jul30_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00'
Run this yourself

Tape ya nukuu za hisa ilibeba sasisho 560.75 milioni za NBBO dhidi ya 722.65 milioni siku ya Jumatano, mabadiliko ya siku hadi siku ya -22.4%. SPY ilirekodi sasisho 5.55 milioni, QQQ 6.75 milioni, na NVDA 2.39 milioni.

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

Spread ya wastani ya nukuu za SPY katika saa za kawaida ilipimwa kwa 0.27 basis points ya thamani ya katikati, QQQ ikiwa na 0.59 na NVDA 1.03. Safu mbili za mwisho ni ufichuzi: nukuu za upande mmoja na nukuu zilizovuka (crossed quotes) huhesabiwa kwa kila jina na kutengwa badala ya kuondolewa kimyakimya. Nukuu iliyovuka, ambapo bei ya mnunuzi (bid) ni kubwa kuliko bei ya muuzaji (ask), ni matokeo ya kawaida ya 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('2026-07-30')), 2) AS jul30_median_spread_bps,
       arrayCount(x -> x < anyIf(spread_bps, d = toDate('2026-07-30')), groupArrayIf(spread_bps, d != toDate('2026-07-30'))) + 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 < '2026-07-30 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 mwezi Julai kwa kutumia mantiki ileile, spread ya wastani ya SPY ya siku hiyo ya 0.27 basis points ilikuwa 19 kati ya 21, ikianzia ile iliyo finyu zaidi, katika kipindi kinachoanza 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 masasisho dhidi ya mtiririko wa hisa, pamoja na sehemu ya SPY, Julai 30
SQL halisi nyuma ya kila namba
WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00') AS jul30_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00') AS jul30_stock_quote_rows
SELECT
    round(jul30_options_rows / 1e9, 2) AS jul30_options_bn,
    round(jul30_options_rows / jul30_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 >= '2026-07-30 13:30:00' AND sip_timestamp < '2026-07-30 20:00:00') / 1e6, 0) AS jul30_spy_options_m
Run this yourself

Tape ya NBBO ya options ilikuwa na sasisho 10.32 bilioni, mara 18.4 ya tape ya nukuu za hisa, huku SPY pekee ikiwa na sasisho 441 milioni katika saa za kawaida.

Viwango vya Riba

UlizaCurve ya Treasury iliyorekodiwa, Julai 27 hadi Julai 30
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 >= '2026-07-27' AND date <= '2026-07-30'
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 2026-07-30, iliweka hati ya miaka miwili kwenye 4.23%, hati ya miaka kumi kwenye 4.68% na hati ya miaka thelathini kwenye 5.21%, ikiwa ni spread ya miaka miwili hadi kumi ya 45 basis points.

Kalenda ya siku hiyo

UlizaEx-dividends, splits, orodha mpya, habari, na mchanganyiko wa faili za SEC za Julai 30
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 >= '2026-07-30 04:00:00' AND published_utc < '2026-07-31 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 = '2026-07-30'
    ) AS fil
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-30') AS ex_dividend_records,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-30') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-30') AS forward_splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-30') AS listings,
    (SELECT count() FROM global_markets.stocks_news WHERE published_utc >= '2026-07-30 04:00:00' AND published_utc < '2026-07-31 04:00:00') AS news_articles,
    (SELECT uniqExact(JSONExtractString(publisher, 'name')) FROM global_markets.stocks_news WHERE published_utc >= '2026-07-30 04:00:00' AND published_utc < '2026-07-31 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

200 rekodi za dividend ziliingia kwenye ex-dividend mnamo Julai 30, 3 splits za reverse na 3 splits za forward zilitekelezwa, na 3 orodha mpya za hisa zilianza kufanya biashara. Mtiririko wa habari ulibeba 173 makala kutoka kwa wachapishaji 2, huku NVDA ikiwa ticker iliyopewa kipaumbele zaidi katika dirisha hili la mtiririko wa habari kwa makala 11. Faharisi ya kila siku ya EDGAR ina faili 5544 za tarehe hiyo kutoka kwa watoaji taarifa 2743 mahususi: 745 ripoti za ndani za Form 4, 460 ripoti za sasa za 8-K, 1426 nyongeza za bei za 424B2 na 252 ripoti za robo mwaka za 10-Q. Faharisi hiyo hufika kulingana na ratiba yake yenyewe, na paneli hii huripoti chochote ilicho nacho wakati wa utengenezaji wa data.

Inayokuja

Vikao viwili vijavyo vinasomwa kutoka kwenye jedwali zilezile, huku tukitazama kwa makusudi zaidi ya kipindi hiki. Ijumaa, Julai 31 ndiyo tarehe ya mwisho ya kufanya biashara ya mwezi huu kwenye kalenda.

UlizaJulai 31 na Agosti 3 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 >= '2026-07-31' AND date <= '2026-08-03' AND status != 'open') AS closures_next_two_sessions,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-31' AND ex_dividend_date <= '2026-08-03') AS exdiv_records_next_two_sessions,
    (SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JPM', 'KO', 'JNJ', 'XOM', 'CVX', 'PG', 'WMT', 'HD')) FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-31' AND ex_dividend_date <= '2026-08-03') AS household_exdivs,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-31' AND execution_date <= '2026-08-03') AS splits_next_two_sessions,
    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260731') / sum(size), 1) AS jul31_expiry_pct_of_thu_volume,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest WHERE settlement_date <= '2026-07-30') AS latest_short_interest_settlement
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00'
Run this yourself

Jedwali la sikukuu linaonyesha kufungwa kwa 0 katika kipindi cha Ijumaa Julai 31 na Jumatatu Agosti 3. Rekodi za dividend 544 zinaingia kwenye ex-dividend katika vikao hivyo viwili, 0 kati yake zikiwa ni miongoni mwa majina kumi maarufu ya kaya yaliyokaguliwa, na migawanyo ya hisa 14 imepangwa kutekelezwa. Kati ya kiasi cha option kilichofanyika Alhamisi, 26.7% tayari kilikuwa kwenye mikataba iliyopangwa kuisha Ijumaa, Julai 31. Makazi mapya zaidi ya short-interest yaliyopo kwenye faili ni 2026-07-15, faili ambalo huchapishwa kwa muda mrefu wa kutosha kuwa na ufafanuzi wake wenyewe.

Kikao, kimethibitishwa

UlizaUthibitishaji wa kikao: bar ya kwanza/ya mwisho ya SPY kwa saa za ET, idadi 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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-30') AS jul30_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-30' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-30' 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 >= '2026-07-30 00:00:00' AND window_start < '2026-07-31 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 sikukuu kwa tarehe husika. Kufungwa kwa soko kulikopangwa kufuata ni Labor Day mnamo 2026-09-07.

Maswali Yanayoulizwa Mara kwa Mara

Soko la hisa lilifanyaje kazi Alhamisi, Julai 30, 2026?

SPY ilibadilika kwa 1.68% kulinganisha bei ya kufunga na ile ya awali hadi $741.73, huku QQQ ikiwa katika 3.34%, DIA katika 1.19% na IWM katika 1.37%. Miongoni mwa hisa zenye ukwasi mkubwa, 3782 ilipanda na 2122 ilishuka.

Ni sekta gani iliongoza ubao mnamo Julai 30, 2026?

Technology, kwa 5.52%, ikipimwa kupitia mifuko kumi na moja ya SPDR ya sekta mahususi. Sekta dhaifu zaidi kati ya hizo kumi na moja, Communications, ilirekodi -2.69%.

Soko la options lilikuwa na shughuli kiasi gani mnamo Julai 30, 2026?

Mikataba milioni 67.06 ilifanyiwa biashara, ikilinganishwa na milioni 66.84 katika kipindi kilichotangulia. Mikataba ya siku hiyo hiyo ilichukua 25.3% ya ujazo wa biashara na mikataba ya call ilichukua 54.6%.

Ni hisa gani ilifanya biashara ya thamani kubwa zaidi ya dola mnamo Julai 30, 2026?

MU, kwa dola bilioni 43.29 ya ujazo wa biashara ya dola katika saa za kawaida za soko, ikitangulia MSFT iliyokuwa na dola bilioni 42.56.

Vidokezo vya data

Toleo la kila siku lililotangulia ni Julai 29, 2026, na muhtasari wa kila wiki unahusu wiki iliyotangulia hii. Paneli zilizopewa majina kulingana na 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 yanayobeba 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 hutumia kizingiti cha mauzo ya dola milioni tano wakati wa saa za kawaida za soko, huondoa jina lolote ambalo mgawanyo wake ulitekelezwa kati ya bei mbili za kufunga zinazopimwa, na huondoa alama moja iliyotumika tena chini ya ulinzi wa utata wa kampuni, ili marejeleo yaweze kuelekeza kwenye jina linaloweza kuthibitishwa. Paneli za bei huhesabu bei za upande mmoja na bei zilizovuka kwa kila jina badala ya kuziondoa kimya kimya. Faili ya Treasury na faharisi ya kila siku ya EDGAR hufika kulingana na ratiba zao wenyewe, kwa hivyo paneli hizo huripoti kile zinachoshikilia badala ya kudhani kuwasili kwake. Hakuna faharisi ya implied-volatility inayoonekana hapa: mfululizo huo haujapewa leseni katika ghala hili, kwa hivyo tete ya soko husomwa kutoka kwenye mkanda kupitia viwango, 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.
  • Close: dakika ya mwisho ya kikao cha kawaida cha biashara, si print ya saa kumi kamili (16:00) inayodhaniwa wala print ya saa za ziada.
  • Usimamizi wa saa za kanda: alama zote za muda zilizohifadhiwa ni UTC; vifungu vya WHERE hutumia literals ghafi za UTC, na toTimeZone huonekana tu katika orodha za SELECT kwa ajili ya lebo za ET.
  • Uthibitishaji wa kikao: kutoka kwenye jedwali la sikukuu pamoja na baa zilizozingatiwa, si kwa kudhani kutoka kwenye kalenda.
  • Ulinganisho wa kikao cha awali: huhesabiwa ndani ya query kuanzia Julai ishirini na tisa, haichukuliwi kutoka kwenye chapisho la awali.
  • Desimali: safu wima za bei, ukubwa, na ujazo hubadilishwa kuwa Float64 kabla ya mgawanyo au zao lolote.
  • Jumla za kideterministi: quantiles kamili na tie-breaks za tuple-keyed kote; kila madai ya mpangilio au ishara katika maandishi husimbwa kama kikomo cha usahihi.
  • Tarehe ya kumbukumbu ya ghala: Agosti moja, 2026, siku mbili baada ya kikao, kwenye ukingo wa muda wa kawaida wa siku moja hadi mbili wa kuingiza data kwenye tape; risiti zilizofungwa hapo juu hushikilia chapisho ikiwa dataset itakosekana wakati wa uzalishaji.

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

Kila query hapo juu huendeshwa bila kubadilishwa kwenye terminal ya Strasmore ikiwa unataka kuelekeza dirisha kwenye kikao tofauti.

#recap#daily#spy#qqq#market structure