NVDA: 英伟达2026年6月逐笔行情
英伟达2026年6月完整回顾:盘前峰值为$235,在21个交易时段内下跌7.4%,按美元成交额计在美国市场排名第fourth。
NVIDIA于2026年6月以$215.77开盘,并以$199.76收盘,在21个交易时段内下跌-7.4%。该股于美国东部时间2026-06-02 04:00的盘前交易中触及$235的最高价,并在美国东部时间2026-06-02 09:59的正常交易时段触及$232.28的盘中高点;随后于美国东部时间2026-06-29 10:17在正常交易时段跌至$189.8。总成交量为2.75十亿股,成交额为$571.9十亿美元。按正常交易时段的成交额计算,该股在美国市场成交额排名第fourth(统计口径:6月1日至30日正常交易时段;一个重复使用代码的6月上市标的因等待实体核验而排除)。此处所有数字均来自已存储的查询结果;展开任意面板即可查看完整SQL。
| 月初开盘价 | 月末收盘价 | 月度涨跌幅 | 月度绝对跌幅 | 收盘峰值日期 | 收盘峰值 | 月度最高价 | 月度最高价首根K线美东时间 | 距最高价1美分内的K线数 | 最高价分钟成交数 | 常规交易时段月度最高价 | 常规交易时段最高价首根K线美东时间 | 常规交易时段接近最高价的K线数 | 月度最低价 | 月度最低价K线美东时间 | 距最低价1美分内的K线数 | 最低价分钟成交数 | 常规交易时段月度最低价 | 常规交易时段最低价减扩展时段最低价 | 月度成交股数(十亿) | 月度成交额(十亿美元) | 常规交易时段成交额(十亿美元) | 常规交易时段成交股数(十亿) | 观测交易日数 | SPY 6月19日K线数 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 215.77 | 199.76 | -7.4 | 7.4 | 2026-06-01 | 224.43 | 235 | 2026-06-02 04:00 | 1 | 9329 | 232.28 | 2026-06-02 09:59 | 1 | 189.8 | 2026-06-29 10:17 | 1 | 43131 | 189.8 | 0 | 2.75 | 571.9 | 523 | 2.52 | 21 | 0 |
每个数字背后的完整 SQL
WITH
(
SELECT (toString(argMax(et_date, c)), max(c), argMax(c, et_date))
FROM (
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
argMax(toFloat64(close), window_start) AS c
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
GROUP BY et_date
)
) AS closes,
(
SELECT max(toFloat64(high)) FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
) AS hi,
(
SELECT min(toFloat64(low)) FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
) AS lo,
(
SELECT maxIf(toFloat64(high), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
) AS rth_hi,
(
SELECT minIf(toFloat64(low), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
) AS rth_lo,
(
SELECT count() FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-06-19 00:00:00') AND window_start < toDateTime('2026-06-20 00:00:00')
) AS spy_jun19
SELECT
round(toFloat64(argMin(open, window_start)), 2) AS month_open,
closes.3 AS month_close,
round((closes.3 / toFloat64(argMin(open, window_start)) - 1) * 100, 1) AS month_change_pct,
round((1 - closes.3 / toFloat64(argMin(open, window_start))) * 100, 1) AS month_decline_abs_pct,
closes.1 AS peak_close_date,
round(closes.2, 2) AS peak_close,
round(hi, 2) AS month_high,
formatDateTime(toTimeZone(minIf(window_start, toFloat64(high) >= hi - 0.011), 'America/New_York'), '%Y-%m-%d %H:%i') AS month_high_first_bar_et,
countIf(toFloat64(high) >= hi - 0.011) AS bars_within_cent_of_high,
argMinIf(transactions, window_start, toFloat64(high) >= hi - 0.011) AS high_minute_trades,
round(rth_hi, 2) AS rth_month_high,
formatDateTime(toTimeZone(minIf(window_start, toFloat64(high) >= rth_hi - 0.011 AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 'America/New_York'), '%Y-%m-%d %H:%i') AS rth_high_first_bar_et,
countIf(toFloat64(high) >= rth_hi - 0.011 AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS rth_bars_near_high,
round(lo, 2) AS month_low,
formatDateTime(toTimeZone(minIf(window_start, toFloat64(low) <= lo + 0.011), 'America/New_York'), '%Y-%m-%d %H:%i') AS month_low_bar_et,
countIf(toFloat64(low) <= lo + 0.011) AS bars_within_cent_of_low,
argMin(transactions, toFloat64(low)) AS low_minute_trades,
round(rth_lo, 2) AS rth_month_low,
round(rth_lo - lo, 2) AS rth_minus_extended_low,
round(toFloat64(sum(volume)) / 1e9, 2) AS month_shares_bn,
round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 1) AS month_dollar_bn,
round(sumIf(toFloat64(close) * toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9, 1) AS rth_dollar_bn,
round(sumIf(toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9, 2) AS rth_shares_bn,
uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS session_days_observed,
spy_jun19 AS spy_bars_june19
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')整体走势是持续下行,最后一周出现一次明显的跳空下跌。NVDA仅有一次收于$224.43上方,即首个交易日2026-06-01。月内低点出现在正常交易时段的2026-06-29 10:17;该分钟内有43131笔成交,其中1根K线的价格在一美分以内。盘前于美国东部时间2026-06-02 04:00出现的$235高点属于延长交易时段成交;正常交易时段的最高价$232.28出现在美国东部时间2026-06-02 09:59。6月19日全市场休市(当天SPY有0根K线),因此NVDA当月共有21个交易时段。
逐日表现
| 美东日期 | 收盘价(美元) | 涨跌幅 | 成交股数(百万) | 成交额(十亿美元) |
|---|---|---|---|---|
| 2026-06-01 | 224.43 | None | 185.5 | 41 |
| 2026-06-02 | 222.81 | -0.7 | 171.2 | 38.69 |
| 2026-06-03 | 214.9 | -3.6 | 143.9 | 31.16 |
| 2026-06-04 | 218.72 | 1.8 | 152.7 | 33.1 |
| 2026-06-05 | 205.11 | -6.2 | 187.3 | 39.09 |
| 2026-06-08 | 208.64 | 1.7 | 116.4 | 24.27 |
| 2026-06-09 | 208.2 | -0.2 | 160.5 | 32.98 |
| 2026-06-10 | 200.34 | -3.8 | 140.1 | 28.48 |
| 2026-06-11 | 204.66 | 2.2 | 131.8 | 26.71 |
| 2026-06-12 | 205.14 | 0.2 | 98.2 | 20.15 |
| 2026-06-15 | 212.45 | 3.6 | 113.9 | 24.03 |
| 2026-06-16 | 207.41 | -2.4 | 97 | 20.29 |
| 2026-06-17 | 204.68 | -1.3 | 101.9 | 21.04 |
| 2026-06-18 | 210.2 | 2.7 | 144.2 | 30.16 |
| 2026-06-22 | 208.56 | -0.8 | 100.5 | 21.13 |
| 2026-06-23 | 200.01 | -4.1 | 115.4 | 23.27 |
| 2026-06-24 | 198.96 | -0.5 | 114.1 | 22.72 |
| 2026-06-25 | 195.75 | -1.6 | 125.1 | 24.46 |
| 2026-06-26 | 191.72 | -2.1 | 116.5 | 22.55 |
| 2026-06-29 | 194.89 | 1.7 | 118 | 22.88 |
每个数字背后的完整 SQL
SELECT
et_date,
close_usd,
round(if(prev_close = 0, NULL, (close_usd / prev_close - 1) * 100), 1) AS change_pct,
shares_m,
dollar_bn
FROM (
SELECT et_date, close_usd, shares_m, dollar_bn,
lagInFrame(close_usd) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
FROM (
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS close_usd,
round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m,
round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_bn
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY et_date
)
)
ORDER BY et_date逐日数据表显示,股价持续走弱。首次收于$224.43上方后,股价于2026-06-01创下阶段新高。单日跌幅最大的是2026-06-05(星期五)的-6.2%,当日成交量为全月最高,达到187.3百万股。最明显的下跌阶段连续下跌5个交易日,从2026-06-22持续至2026-06-26,最终收于全月最低点$191.72;最后两个交易日分别反弹1.7%和2.5%。成交量主要集中在月初:首日为185.5百万股,最后一日为119.6百万股。
| 运行开始 | 运行结束 | 连续交易日数 | 下跌交易日数 | 连续期最低收盘价 | 连续期守住月最低收盘价 |
|---|---|---|---|---|---|
| 2026-06-22 | 2026-06-26 | 5 | 5 | 191.72 | 1 |
每个数字背后的完整 SQL
WITH per_session AS (
SELECT et_date, close_usd,
lagInFrame(close_usd) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
FROM (
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS close_usd
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY et_date
)
)
SELECT
toString(minIf(et_date, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26'))) AS run_start,
toString(maxIf(et_date, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26'))) AS run_end,
countIf(et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26')) AS sessions_in_run,
countIf(et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26') AND close_usd < prev_close) AS declining_sessions,
round(minIf(close_usd, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26')), 2) AS run_low_close,
toUInt8(min(close_usd) = minIf(close_usd, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26'))) AS run_holds_month_low_close
FROM per_session六月与过去六个月的比较
对 NVDA 而言,这样的月份罕见吗,还是属于常态?下方表格一次性重新计算过去六个月的同三项数据。六月这一行与此前五行使用完全相同的查询,并在生成时直接从数据仓库提取最新数据。
| 期间开始 | 常规交易时段成交额(十亿美元) | 十亿股 | 月回报率 (%) |
|---|---|---|---|
| 2026-01-01 | 441.1 | 2.91 | 0.9 |
| 2026-02-01 | 490.7 | 3.35 | -4.8 |
| 2026-03-01 | 572.5 | 3.56 | -0.5 |
| 2026-04-01 | 511.2 | 2.78 | 13.4 |
| 2026-05-01 | 557.5 | 2.87 | 4.9 |
| 2026-06-01 | 523 | 2.75 | -7.4 |
每个数字背后的完整 SQL
SELECT
toString(toStartOfMonth(toDate(toTimeZone(window_start, 'America/New_York')))) AS period_start,
round(sumIf(toFloat64(close) * toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9, 1) AS rth_dollar_bn,
round(toFloat64(sum(volume)) / 1e9, 2) AS shares_bn,
round((argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
/ argMinIf(toFloat64(open), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100, 1) AS month_return_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-01-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY period_start
ORDER BY period_start按成交额看,六月属于常态:常规交易时段的成交额为 $523 billion,在这段期间处于中间水平,低于五月的 $557.5 billion 和三月的 $572.5 billion。六月的突出之处在于回报率:-7.4% 是六个月中月度跌幅最大的一次,而二月为 -4.8%,四月和五月则录得上涨。
全美成交额排名第fourth的ticker
| ticker | 正常交易时段成交额(十亿美元) | 占领先者 (%) | 是否 NVDA |
|---|---|---|---|
| MU | 995.7 | 100 | 0 |
| SPY | 771.5 | 77.5 | 0 |
| QQQ | 672.8 | 67.6 | 0 |
| NVDA | 523 | 52.5 | 1 |
| SNDK | 381.6 | 38.3 | 0 |
| TSLA | 342.7 | 34.4 | 0 |
| MRVL | 302.7 | 30.4 | 0 |
| INTC | 272.4 | 27.4 | 0 |
| AAPL | 270 | 27.1 | 0 |
| MSFT | 268.6 | 27 | 0 |
| AMD | 264.9 | 26.6 | 0 |
| SOXL | 239.9 | 24.1 | 0 |
每个数字背后的完整 SQL
SELECT
ticker,
round(sum(toFloat64(volume) * toFloat64(close)) / 1e9, 1) AS regular_hours_dollar_bn,
round(100 * sum(toFloat64(volume) * toFloat64(close)) / max(sum(toFloat64(volume) * toFloat64(close))) OVER (), 1) AS pct_of_leader,
toUInt8(ticker = 'NVDA') AS is_nvda
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
AND ticker NOT IN ('SPCX')
GROUP BY ticker
ORDER BY regular_hours_dollar_bn DESC
LIMIT 12按常规交易时段成交额计算,NVDA在全美市场排名第fourth:成交额为523十亿美元,比排名低于它的SNDK高出141.5十亿美元。排在NVDA之前的仅有MU(995.7十亿美元)、SPY(771.5十亿美元)和QQQ(672.8十亿美元)。统计口径为6月1日至30日的常规交易时段成交额;一个重复使用ticker的6月上市标的因实体待核实而被排除,其成交记录详见该标的的深度分析。NVDA之前的三个标的中,1是单只股票,MU是另一只半导体股票;另外两个是规模最大的指数ETF。
| NVDA 排名 | NVDA 成交额(十亿美元) | 领先下一名(十亿美元) | 超过 NVDA 的个股数 | 占领先者 (%) |
|---|---|---|---|---|
| 4 | 523 | 141.5 | 1 | 52.5 |
每个数字背后的完整 SQL
WITH (
SELECT sum(toFloat64(volume) * toFloat64(close))
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
) AS nvda_d
SELECT
countIf(d > nvda_d AND ticker != 'NVDA') + 1 AS nvda_rank,
round(nvda_d / 1e9, 1) AS nvda_dollar_bn,
round((nvda_d - maxIf(d, d < nvda_d AND ticker != 'NVDA')) / 1e9, 1) AS lead_over_next_bn,
countIf(d > nvda_d AND ticker NOT IN ('SPY', 'QQQ', 'NVDA')) AS single_stocks_above_nvda,
round(100 * nvda_d / max(d), 1) AS pct_of_leader
FROM (
SELECT ticker, sum(toFloat64(volume) * toFloat64(close)) AS d
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
AND ticker NOT IN ('SPCX')
GROUP BY ticker
)成交记录的构成
| 成交笔数(百万) | 成交股数中位数 | 平均成交股数 | 零股成交占比 (%) | 碎股成交占比 (%) | NBBO 更新数(百万) | 有效双边报价占比 (%) | 锁定报价更新数 | 交叉报价更新数 | 单边或空报价更新数 |
|---|---|---|---|---|---|---|---|---|---|
| 55.64 | 5 | 72.9 | 84.6 | 32.91 | 55.7 | 99.35 | 329679 | 33941 | 63 |
每个数字背后的完整 SQL
WITH
(
SELECT (round(count() / 1e6, 2),
round(100.0 * countIf(bid_price > 0 AND ask_price > 0 AND ask_price > bid_price) / count(), 2),
countIf(bid_price > 0 AND ask_price > 0 AND ask_price = bid_price),
countIf(bid_price > 0 AND ask_price > 0 AND ask_price < bid_price),
countIf(bid_price <= 0 OR ask_price <= 0))
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'NVDA'
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
) AS quote_census
SELECT
round(count() / 1e6, 2) AS prints_m,
quantileDeterministic(0.5)(toFloat64(size), toUInt64(abs(sequence_number))) AS median_print_shares,
round(avg(toFloat64(size)), 1) AS avg_print_shares,
round(100.0 * countIf(size < 100) / count(), 1) AS odd_lot_pct_of_prints,
round(100.0 * countIf(toFloat64(size) != round(toFloat64(size))) / count(), 2) AS fractional_pct_of_prints,
quote_census.1 AS nbbo_updates_m,
quote_census.2 AS clean_two_sided_pct,
quote_census.3 AS locked_updates,
quote_census.4 AS crossed_updates,
quote_census.5 AS one_sided_or_empty_updates
FROM global_markets.stocks_trades
WHERE ticker = 'NVDA'
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)成交记录以小额交易和高密度报价为主:共有 55.64百万笔成交,成交笔数中位数为 5股(平均值为 72.9股,机构大宗交叉交易将均值拉高);其中 84.6% 笔为零股交易(少于100股),32.91% 笔为碎股交易。这与零售交易应用将订单拆分后交由做市商库存执行的情况一致。报价部分包括 55.7百万次全国最佳买卖报价(NBBO)更新,其中 99.35% 次为正常的双边报价;33941 次出现短暂交叉报价(买价高于卖价),329679 次为锁定报价(买价等于卖价),63 次为单边报价或无报价。一只大型市值股一个月产生的报价笔数,可能超过许多股票十年产生的报价笔数。
价差保持紧窄
像 NVDA 这样的超大盘股,结构性地拥有较窄的买卖价差。关键在于,在价格区间达到 20 点的一个月内,这种紧窄程度是否稳定。上文的报价统计显示的是月度中位数;本面板按交易日衡量价差。
| 交易时段 | 价差中位数(美分) | 价差中位数(基点) | 报价更新数 | 无效数据丢弃数 |
|---|---|---|---|---|
| 2026-06-01 | 3 | 1.34 | 2465399 | 1436 |
| 2026-06-02 | 3 | 1.31 | 2281523 | 655 |
| 2026-06-03 | 2 | 0.93 | 2133300 | 1298 |
| 2026-06-04 | 2 | 0.93 | 2511478 | 707 |
| 2026-06-05 | 2 | 0.97 | 4147331 | 445 |
| 2026-06-08 | 2 | 0.97 | 2232572 | 409 |
| 2026-06-09 | 3 | 1.45 | 5021029 | 452 |
| 2026-06-10 | 3 | 1.45 | 3428787 | 353 |
| 2026-06-11 | 3 | 1.46 | 3781289 | 16953 |
| 2026-06-12 | 3 | 1.45 | 2538803 | 318 |
| 2026-06-15 | 2 | 0.95 | 1932126 | 358 |
| 2026-06-16 | 2 | 0.96 | 2673619 | 253 |
| 2026-06-17 | 2 | 0.97 | 2430971 | 302 |
| 2026-06-18 | 2 | 0.96 | 1990982 | 677 |
| 2026-06-22 | 2 | 0.95 | 2463752 | 1851 |
| 2026-06-23 | 2 | 0.99 | 2240334 | 202 |
| 2026-06-24 | 2 | 1.01 | 2180333 | 717 |
| 2026-06-25 | 2 | 1.03 | 2427607 | 635 |
| 2026-06-26 | 2 | 1.04 | 2458712 | 852 |
| 2026-06-29 | 2 | 1.03 | 1779717 | 323 |
每个数字背后的完整 SQL
SELECT
session,
round(quantileDeterministicIf(0.5)(toFloat64(ask_price) - toFloat64(bid_price), toUInt64(toUnixTimestamp64Micro(sip_timestamp)), bid_price > 0 AND ask_price >= bid_price) * 100, 1) AS med_spread_cents,
round(quantileDeterministicIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, toUInt64(toUnixTimestamp64Micro(sip_timestamp)), bid_price > 0 AND ask_price >= bid_price), 2) AS med_spread_bps,
count() AS quote_updates,
countIf(NOT (bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price)) AS invalid_dropped
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'NVDA'
AND sip_timestamp >= toDateTime64('2026-06-01 13:30:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
GROUP BY toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session
ORDER BY session整个交易月,价差始终处于窄幅区间:1.34个基点对应2026-06-01,1.01个基点对应2026-06-30。即使股价下跌 20 点,超大盘股的价差也几乎没有变化。价差最宽的交易日是2026-06-05,为0.97个基点,也是-6.2%下跌日;最窄的是2026-06-15,为0.95个基点。若要与成交清淡的股票比较,请参阅6月29日微观结构深度分析,其中的单一股票代码价差面板覆盖同一交易日。
Options: 64.64 million contracts, calls every session
| 首次成交时间(美东时间) | 期权交易时段 | 成交笔数(百万) | 不同合约数 | 成交合约数(百万) | 权利金名义金额(十亿美元) | 月度看跌看涨比 | 最高时段看跌看涨比 | 成交到期日数 | 最远到期日 | 6月18日到期占比(%) | 最活跃合约 | 权利金最高合约 | 权利金最高行权价($) | AAPL权利金(十亿美元) | AAPL合约数(百万) | TSLA权利金(十亿美元) | TSLA合约数(百万) |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-06-01 09:30:00 | 21 | 8.9 | 5163 | 64.64 | 24.43 | 0.55 | 0.782 | 38 | 2028-12-15 | 10.5 | $210 call, expiry 2026-06-18 | $0.5 call, expiry 2026-12-18 | 0.5 | 8.84 | 27 | 33.68 | 58 |
每个数字背后的完整 SQL
WITH
(
SELECT (round(sum(toFloat64(price) * size) * 100 / 1e9, 2), round(sum(size) / 1e6, 1))
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:AAPL') AND length(ticker) = 21
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
) AS aapl,
(
SELECT (round(sum(toFloat64(price) * size) * 100 / 1e9, 2), round(sum(size) / 1e6, 1))
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:TSLA') AND length(ticker) = 21
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
) AS tsla,
(
SELECT concat('$', toString(round(toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000, 2)),
if(substring(ticker, 13, 1) = 'P', ' put', ' call'),
', expiry 20', substring(ticker, 7, 2), '-', substring(ticker, 9, 2), '-', substring(ticker, 11, 2))
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
GROUP BY ticker ORDER BY sum(size) DESC LIMIT 1
) AS busiest_name,
(
SELECT concat('$', toString(round(toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000, 2)),
if(substring(ticker, 13, 1) = 'P', ' put', ' call'),
', expiry 20', substring(ticker, 7, 2), '-', substring(ticker, 9, 2), '-', substring(ticker, 11, 2))
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
GROUP BY ticker ORDER BY sum(toFloat64(price) * size) DESC LIMIT 1
) AS premium_name,
(
SELECT round(toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000, 2)
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
GROUP BY ticker ORDER BY sum(toFloat64(price) * size) DESC LIMIT 1
) AS premium_strike,
(
SELECT max(pc)
FROM (
SELECT round(toFloat64(sumIf(size, substring(ticker, 13, 1) = 'P')) / toFloat64(sumIf(size, substring(ticker, 13, 1) = 'C')), 3) AS pc
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
GROUP BY toDate(sip_timestamp)
)
) AS max_daily_pc
SELECT
formatDateTime(toTimeZone(min(sip_timestamp), 'America/New_York'), '%Y-%m-%d %H:%i:%S') AS first_print_et,
uniqExact(toDate(sip_timestamp)) AS option_sessions,
round(count() / 1e6, 2) AS prints_m,
uniqExact(ticker) AS distinct_contracts,
round(sum(size) / 1e6, 2) AS contracts_traded_m,
round(sum(toFloat64(price) * size) * 100 / 1e9, 2) AS premium_notional_busd,
round(toFloat64(sumIf(size, substring(ticker, 13, 1) = 'P')) / toFloat64(sumIf(size, substring(ticker, 13, 1) = 'C')), 2) AS month_put_call_ratio,
max_daily_pc AS max_session_put_call_ratio,
uniqExact(substring(ticker, 7, 6)) AS expiries_traded,
concat('20', substring(max(substring(ticker, 7, 6)), 1, 2), '-', substring(max(substring(ticker, 7, 6)), 3, 2), '-', substring(max(substring(ticker, 7, 6)), 5, 2)) AS longest_expiry,
round(100 * toFloat64(sumIf(size, substring(ticker, 7, 6) = '260618')) / toFloat64(sum(size)), 1) AS jun18_expiry_share_pct,
busiest_name AS busiest_contract,
premium_name AS top_premium_contract,
premium_strike AS top_premium_strike_usd,
aapl.1 AS aapl_premium_bn,
aapl.2 AS aapl_contracts_m,
tsla.1 AS tsla_premium_bn,
tsla.2 AS tsla_contracts_m
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)In 21 option sessions: 8.9 million prints across 5163 distinct contracts, 64.64 million contracts and $24.43 billion in premium (price times the 100-share multiplier). The month put/call ratio was 0.55, calls out-traded puts every single session; the daily ratio peaked at 0.782 and never reached 1.0. 38 expiries traded, from the June 18 weekly out to 2028-12-15 LEAPS; the June 18 expiry alone took 10.5% of month volume. Busiest contract: $210 call, expiry 2026-06-18. Premium magnet: $0.5 call, expiry 2026-12-18, a deep-in-the-money $0.5 strike. For comparison, AAPL options collected $8.84 billion on 27 million contracts in June; TSLA $33.68 billion on 58 million.
| 交易时段 | 成交笔数 | 成交合约数 | 看涨合约数 | 看跌合约数 | 看跌看涨比 | 占最活跃时段(%) |
|---|---|---|---|---|---|---|
| 2026-06-01 | 631565 | 4455405 | 3183140 | 1272265 | 0.4 | 84.1 |
| 2026-06-02 | 568652 | 3551497 | 2664355 | 887142 | 0.33 | 67 |
| 2026-06-03 | 418199 | 3201787 | 2296473 | 905314 | 0.39 | 60.4 |
| 2026-06-04 | 476304 | 3267233 | 2261056 | 1006177 | 0.45 | 61.7 |
| 2026-06-05 | 609603 | 5298529 | 3277723 | 2020806 | 0.62 | 100 |
| 2026-06-08 | 449537 | 3194748 | 2015291 | 1179457 | 0.59 | 60.3 |
| 2026-06-09 | 451094 | 3079719 | 1893901 | 1185818 | 0.63 | 58.1 |
| 2026-06-10 | 415816 | 2997532 | 1681805 | 1315727 | 0.78 | 56.6 |
| 2026-06-11 | 359377 | 2427932 | 1512700 | 915232 | 0.61 | 45.8 |
| 2026-06-12 | 371725 | 2859048 | 1777625 | 1081423 | 0.61 | 54 |
| 2026-06-15 | 466983 | 3400120 | 2269369 | 1130751 | 0.5 | 64.2 |
| 2026-06-16 | 263398 | 1779355 | 1092814 | 686541 | 0.63 | 33.6 |
| 2026-06-17 | 341759 | 2779717 | 1676548 | 1103169 | 0.66 | 52.5 |
| 2026-06-18 | 410410 | 3498315 | 2256313 | 1242002 | 0.55 | 66 |
| 2026-06-22 | 391027 | 2842638 | 1927360 | 915278 | 0.47 | 53.6 |
| 2026-06-23 | 329417 | 2130425 | 1267354 | 863071 | 0.68 | 40.2 |
| 2026-06-24 | 416546 | 3452333 | 1984985 | 1467348 | 0.74 | 65.2 |
| 2026-06-25 | 397451 | 2661094 | 1610145 | 1050949 | 0.65 | 50.2 |
| 2026-06-26 | 425699 | 2994426 | 1787945 | 1206481 | 0.67 | 56.5 |
| 2026-06-29 | 366976 | 2710564 | 1738075 | 972489 | 0.56 | 51.2 |
每个数字背后的完整 SQL
SELECT
toDate(sip_timestamp) AS session,
count() AS prints,
toUInt64(sum(size)) AS contracts_traded,
toUInt64(sumIf(size, substring(ticker, 13, 1) = 'C')) AS call_contracts,
toUInt64(sumIf(size, substring(ticker, 13, 1) = 'P')) AS put_contracts,
round(toFloat64(sumIf(size, substring(ticker, 13, 1) = 'P')) / toFloat64(sumIf(size, substring(ticker, 13, 1) = 'C')), 2) AS put_call_ratio,
round(100 * toFloat64(sum(size)) / max(toFloat64(sum(size))) OVER (), 1) AS pct_of_busiest_session
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
GROUP BY session
ORDER BY sessionThe busiest options session was 2026-06-05, 5298529 contracts, 100% of the month's peak, the same -6.2% decline day that posted the highest equity volume. The put/call ratio rose alongside the price decline: it bottomed at 0.33 on 2026-06-02 (near the price peak) and climbed to 0.61 by 2026-06-12 (the session the stock first closed below $205.14). Put volume grew as the price fell, hedging activity or directional bets; the data shows the co-movement, not the intent.
| 行权价区间 | 看涨合约数 | 看跌合约数 | 看跌占比(%) | 占最大区间(%) |
|---|---|---|---|---|
| $0 | 58211 | 14683 | 20.1 | 0.2 |
| $25 | 5083 | 45839 | 90 | 0.1 |
| $50 | 19730 | 65301 | 76.8 | 0.2 |
| $75 | 29186 | 95153 | 76.5 | 0.3 |
| $100 | 62553 | 383988 | 86 | 1.1 |
| $125 | 74096 | 404585 | 84.5 | 1.2 |
| $150 | 201297 | 1520976 | 88.3 | 4.4 |
| $175 | 3055475 | 7031730 | 69.7 | 25.6 |
| $200 | 26511117 | 12856192 | 32.7 | 100 |
| $225 | 8022524 | 535417 | 6.3 | 21.7 |
| $250 | 2014503 | 58834 | 2.8 | 5.3 |
| $275 | 382647 | 26455 | 6.5 | 1 |
| $300 | 629456 | 5390 | 0.8 | 1.6 |
| $325 | 78414 | 3217 | 3.9 | 0.2 |
| $350 | 144069 | 2827 | 1.9 | 0.4 |
| $375 | 36978 | 1804 | 4.7 | 0.1 |
| $400 | 110292 | 578 | 0.5 | 0.3 |
| $425 | 24811 | 46 | 0.2 | 0.1 |
| $450 | 120039 | 1759 | 1.4 | 0.3 |
每个数字背后的完整 SQL
SELECT
concat('$', toString(toUInt32(bucket))) AS strike_bucket,
call_contracts,
put_contracts,
round(100.0 * put_contracts / (call_contracts + put_contracts), 1) AS put_share_pct,
round(100 * (call_contracts + put_contracts) / max(call_contracts + put_contracts) OVER (), 1) AS pct_of_biggest_bucket
FROM (
SELECT
least(floor(toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000 / 25) * 25, 450) AS bucket,
toUInt64(sumIf(size, substring(ticker, 13, 1) = 'C')) AS call_contracts,
toUInt64(sumIf(size, substring(ticker, 13, 1) = 'P')) AS put_contracts
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
GROUP BY bucket
)
ORDER BY toUInt32OrZero(substring(strike_bucket, 2))The strike map is a barbell around the $200 trading range. The $200 bucket, at the money, took the most volume, split 32.7% puts (two-way traffic). Below the range puts dominate (88.3% of the $150 bucket); above it calls own the book (6.3% puts at $225, 120039 contracts at the $450 ceiling). The structure is textbook: protective puts below, speculative calls above, a two-way market at the money.
新闻流
| 6月文章数 | 出版商数 | 首个标记日 | 峰值日日期 | 峰值日文章数 | 头部出版商 | 头部出版商文章数 | 头部出版商占比(%) | TSLA相关公司文章数 | AMD相关公司文章数 | MSFT相关公司文章数 | AAPL 公司文章 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 642 | 4 | 2026-05-31 | 2026-06-01 | 45 | The Motley Fool | 403 | 63 | 69 | 101 | 169 | 134 |
每个数字背后的完整 SQL
WITH
(
SELECT (toString(d), n)
FROM (
SELECT toDate(toTimeZone(published_utc, 'America/New_York')) AS d, count() AS n
FROM global_markets.stocks_news
WHERE has(tickers, 'NVDA')
AND published_utc >= toDateTime('2026-06-01 00:00:00')
AND published_utc < toDateTime('2026-07-01 04:00:00')
GROUP BY d ORDER BY n DESC, d ASC LIMIT 1
)
) AS peak_day,
(
SELECT (JSONExtractString(any(publisher), 'name'), count())
FROM global_markets.stocks_news
WHERE has(tickers, 'NVDA')
AND published_utc >= toDateTime('2026-06-01 00:00:00')
AND published_utc < toDateTime('2026-07-01 04:00:00')
GROUP BY JSONExtractString(publisher, 'name') ORDER BY count() DESC LIMIT 1
) AS top_pub
SELECT
count() AS june_articles,
uniqExact(JSONExtractString(publisher, 'name')) AS publishers,
toString(min(toDate(toTimeZone(published_utc, 'America/New_York')))) AS first_tagged_day,
peak_day.1 AS peak_day_date,
peak_day.2 AS peak_day_articles,
top_pub.1 AS top_publisher,
top_pub.2 AS top_publisher_articles,
round(100.0 * top_pub.2 / count(), 0) AS top_publisher_pct,
countIf(has(tickers, 'TSLA')) AS tsla_co_articles,
countIf(has(tickers, 'AMD')) AS amd_co_articles,
countIf(has(tickers, 'MSFT')) AS msft_co_articles,
countIf(has(tickers, 'AAPL')) AS aapl_co_articles
FROM global_markets.stocks_news
WHERE has(tickers, 'NVDA')
AND published_utc >= toDateTime('2026-06-01 00:00:00')
AND published_utc < toDateTime('2026-07-01 04:00:00')642 六月来自 4 家发布方的 NVDA 标签文章。请谨慎解读这些数量:仅 The Motley Fool 就发布了 63% 篇,这反映的是一个信息源的关注度,而不是全球媒体的关注度。文章数量最多的一天是 2026-06-01,当天有 45 篇文章。共同标签显示了报道框架:169 篇带有 MSFT 标签,134 篇带有 AAPL 标签,101 篇带有 AMD 标签,69 篇带有 TSLA 标签。该信息源将 NVDA 作为大型科技股报道,而不是作为半导体股报道。
空头
| date | 卖空股数(百万) | 场外交易总量(百万) | 卖空占场外交易比例 |
|---|---|---|---|
| 2026-06-01 | 23.83 | 81.32 | 29.3 |
| 2026-06-02 | 35.49 | 86.77 | 40.9 |
| 2026-06-03 | 29.42 | 70.42 | 41.8 |
| 2026-06-04 | 29.67 | 75.45 | 39.3 |
| 2026-06-05 | 28.39 | 83.55 | 34 |
| 2026-06-08 | 17.89 | 53.45 | 33.5 |
| 2026-06-09 | 30.47 | 75.44 | 40.4 |
| 2026-06-10 | 23.77 | 63.03 | 37.7 |
| 2026-06-11 | 17.38 | 58.24 | 29.8 |
| 2026-06-12 | 15.19 | 45.34 | 33.5 |
| 2026-06-15 | 16.63 | 51.66 | 32.2 |
| 2026-06-16 | 16.1 | 43.31 | 37.2 |
| 2026-06-17 | 15.97 | 45.89 | 34.8 |
| 2026-06-18 | 14.32 | 49.05 | 29.2 |
| 2026-06-22 | 14.83 | 46.23 | 32.1 |
| 2026-06-23 | 16.48 | 46.92 | 35.1 |
| 2026-06-24 | 14.34 | 46.94 | 30.5 |
| 2026-06-25 | 18.62 | 60.16 | 30.9 |
| 2026-06-26 | 17.71 | 49.05 | 36.1 |
| 2026-06-30 | 23.97 | 49.86 | 48.1 |
每个数字背后的完整 SQL
SELECT
date,
round(toFloat64(any(short_volume)) / 1e6, 2) AS short_shares_m,
round(toFloat64(any(total_volume)) / 1e6, 2) AS offexchange_total_m,
round(100 * toFloat64(any(short_volume)) / toFloat64(any(total_volume)), 1) AS short_pct_of_offexchange
FROM global_markets.stocks_short_volume
WHERE ticker = 'NVDA' AND date >= toDate('2026-06-01') AND date <= toDate('2026-06-30')
GROUP BY date
ORDER BY date场外卖空成交量是指在 FINRA 报告的成交量中被标记为卖空的股份数量。其中很大一部分来自做市商卖空以满足客户买单,属于日常交易流程,并不代表卖空持仓。NVDA 被标记为卖空的成交量占比从29.3%(2026-06-01)至48.1%(2026-06-30)不等。场外报告成交量在2026-06-02达到86.77百万股的峰值,在2026-06-16降至43.31百万股的低点,涵盖记录中的20个交易日。
| 峰值日期 | 峰值场外交易量(百万) | 谷值日期 | 谷值场外交易量(百万) | 峰值减谷值(百万) | 记录交易日数 |
|---|---|---|---|---|---|
| 2026-06-02 | 86.77 | 2026-06-16 | 43.31 | 43.46 | 20 |
每个数字背后的完整 SQL
SELECT
toString(argMax(date, offex_m)) AS peak_date,
max(offex_m) AS peak_offex_m,
toString(argMin(date, offex_m)) AS trough_date,
min(offex_m) AS trough_offex_m,
round(max(offex_m) - min(offex_m), 2) AS peak_minus_trough_m,
count() AS sessions_on_file
FROM (
SELECT date, round(toFloat64(any(total_volume)) / 1e6, 2) AS offex_m
FROM global_markets.stocks_short_volume
WHERE ticker = 'NVDA' AND date >= toDate('2026-06-01') AND date <= toDate('2026-06-30')
GROUP BY date
)| 结算日 | 卖空股数(百万) | 日均交易量(百万) | 报告覆盖天数 | 隐含覆盖天数 | 六月结算日 |
|---|---|---|---|---|---|
| 2026-06-30 | 310.13 | 155.99 | 1.99 | 1.99 | 2 |
每个数字背后的完整 SQL
SELECT
toString(max(settlement_date)) AS settlement,
round(toFloat64(argMax(short_interest, settlement_date)) / 1e6, 2) AS shares_short_m,
round(toFloat64(argMax(avg_daily_volume, settlement_date)) / 1e6, 2) AS avg_daily_volume_m,
argMax(days_to_cover, settlement_date) AS reported_days_to_cover,
round(toFloat64(argMax(short_interest, settlement_date)) / toFloat64(argMax(avg_daily_volume, settlement_date)), 2) AS implied_days_to_cover,
count() AS june_settlements
FROM global_markets.stocks_short_interest
WHERE ticker = 'NVDA'
AND settlement_date >= toDate('2026-06-01') AND settlement_date <= toDate('2026-06-30')实际卖空持仓在2026-06-30为:310.13百万股卖空持仓,而日均成交量为155.99百万股。供应商报告的补仓天数为1.99;按原始比率计算为1.99,即空头大约需要两个平均交易日完成补仓。本月两次结算数据均已记录(2个六月成交记录);上述数据采用六月三十日月末结算数据。
数据说明
| 资产负债表行数 | 损益表行数 | 现金流量表行数 |
|---|---|---|
| 83 | 152 | 152 |
每个数字背后的完整 SQL
SELECT
(SELECT count() FROM global_markets.stocks_balance_sheets WHERE has(tickers, 'NVDA')) AS balance_sheet_rows,
(SELECT count() FROM global_markets.stocks_income_statements WHERE has(tickers, 'NVDA')) AS income_statement_rows,
(SELECT count() FROM global_markets.stocks_cash_flow_statements WHERE has(tickers, 'NVDA')) AS cash_flow_rows完整数据说明
- 实体。NVDA指NVIDIA Corporation,CIK为0001045810,在Nasdaq上市。不存在证券代码复用造成的歧义,也无需考虑实体边界问题。数据仓库存有NVDA的83条资产负债表记录、152条利润表记录和152条现金流量表记录,基本面数据完整,不同于6月29日微观结构深度分析的情况。
- 月度极值。$235的最高价在2026-06-02 04:00 ET盘前交易时段(凌晨4:00)成交;常规交易时段的最高价为$232.28,成交时间为2026-06-02 09:59 ET。月度最低价和常规交易时段最低价均为$189.8,该最低价成交于常规交易时段。
- 6月19日休市。数据仓库存有6月19日(Juneteenth)的0条SPY分钟线,因此NVDA在6月共有21个交易时段。节假日表未追溯至2026年6月(从2026年7月3日开始);零根K线记录就是该数据的凭证。
- 美元成交额。分钟收盘价乘以分钟成交量后求和,用作按收盘价加权的名义成交额代理指标。常规交易时段数据($523十亿美元)不包括盘前和收盘后交易;全天数据($571.9十亿美元)包括这些时段。
- 期权解析。到期日、期权类型和行权价均根据OCC代码重新解析,表中的expiration_date列不可靠;权利金名义金额按100股乘数计算。
- 每次更新的价差统计对每次NBBO更新赋予相同权重;时间加权统计见面板。中位数采用确定性分位数计算。
- 未触发逐笔数据倾倒防护。所有逐笔表查询均已聚合;交易明细查询将完整成交表汇总为一行。
- 6月29日的卖空成交量缺口。6月29日FINRA场外卖空成交量文件在全市场范围内被截断(源文件在字母排序中途结束);NVDA排在截断位置之前,因此其记录缺失。卖空成交量面板包含20个交易时段;6月29日记录缺失是由于全市场文件截断,并非成交量为零。6月29日深度分析附有全市场探测凭证。
方法
- 时间戳以 UTC 存储,并按原始 UTC 边界筛选。2026 年 6 月全月采用 EDT,因此常规交易时段为 UTC 13:30–20:00(美东时间上午 9:30 至下午 4:00)。toTimeZone 只出现在 SELECT 列表中。
- 交易时段收盘价取常规交易时段最后一分钟的K线收盘价。美元成交额按每分钟收盘价乘以每分钟成交量计算,再求和。
- 期权到期日、类型和行权价会根据 OCC ticker 重新解析。权利金名义金额按每张合约对应 100 股的乘数计算。
- 生成过程仅通过受限的只读路径批量执行;公共页面不会查询实时数据。数据仓库保留完整的逐笔交易历史,不会滚动删除已到期合约,因此本分析可随时使用相同数据表复现。数据仓库状态截至 2026 年 7 月 4 日。
每个面板均对应一个已存储对象、图表、表格和 SQL 查询。您可在 Strasmore 终端中进一步运行任何查询。