Strasmore Research
Deep Dives · Matt ConnorBy Matt Connor · · Updated 2026-08-08

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。

查询月度总览:开盘、收盘、极值、成交量及其凭证
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
215.77199.76-7.47.42026-06-01224.432352026-06-02 04:0019329232.282026-06-02 09:591189.82026-06-29 10:17143131189.802.75571.95232.52210
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')
自己运行这个查询

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

查询21个交易日:常规时段收盘价、较前收盘变动、全天成交量
21 rows (showing 20)
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)
2026-06-01224.43None185.541
2026-06-02222.81-0.7171.238.69
2026-06-03214.9-3.6143.931.16
2026-06-04218.721.8152.733.1
2026-06-05205.11-6.2187.339.09
2026-06-08208.641.7116.424.27
2026-06-09208.2-0.2160.532.98
2026-06-10200.34-3.8140.128.48
2026-06-11204.662.2131.826.71
2026-06-12205.140.298.220.15
2026-06-15212.453.6113.924.03
2026-06-16207.41-2.49720.29
2026-06-17204.68-1.3101.921.04
2026-06-18210.22.7144.230.16
2026-06-22208.56-0.8100.521.13
2026-06-23200.01-4.1115.423.27
2026-06-24198.96-0.5114.122.72
2026-06-25195.75-1.6125.124.46
2026-06-26191.72-2.1116.522.55
2026-06-29194.891.711822.88
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
自己运行这个查询

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。

查询五个交易日的下跌走势:连续下跌描述中的每项主张均作为核验列
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
2026-06-222026-06-2655191.721
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
自己运行这个查询

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。

查询过去六个月实时重算:成交额、股数及月回报
期间开始常规交易时段成交额(十亿美元)十亿股月回报率 (%)
2026-01-01441.12.910.9
2026-02-01490.73.35-4.8
2026-03-01572.53.56-0.5
2026-04-01511.22.7813.4
2026-05-01557.52.874.9
2026-06-015232.75-7.4
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
自己运行这个查询

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

查询全美股市按2026年6月常规时段成交额排名
ticker正常交易时段成交额(十亿美元)占领先者 (%)是否 NVDA
MU995.71000
SPY771.577.50
QQQ672.867.60
NVDA52352.51
SNDK381.638.30
TSLA342.734.40
MRVL302.730.40
INTC272.427.40
AAPL27027.10
MSFT268.6270
AMD264.926.60
SOXL239.924.10
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
自己运行这个查询

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MU995.7十亿美元)、SPY771.5十亿美元)和QQQ672.8十亿美元)。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。

查询排名凭证:NVDA的名次、领先下一名的幅度及依据,均列为核验列
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 (%)
4523141.5152.5
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
)
自己运行这个查询

成交记录的构成

查询NVDA全量行情一行概览:成交记录、单笔规模及报价统计
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
55.64572.984.632.9155.799.353296793394163
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)
自己运行这个查询

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(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。

查询按交易日的价差:常规时段中位数及时间加权平均值(bps)
21 rows (showing 20)
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
2026-06-0131.3424653991436
2026-06-0231.312281523655
2026-06-0320.9321333001298
2026-06-0420.932511478707
2026-06-0520.974147331445
2026-06-0820.972232572409
2026-06-0931.455021029452
2026-06-1031.453428787353
2026-06-1131.46378128916953
2026-06-1231.452538803318
2026-06-1520.951932126358
2026-06-1620.962673619253
2026-06-1720.972430971302
2026-06-1820.961990982677
2026-06-2220.9524637521851
2026-06-2320.992240334202
2026-06-2421.012180333717
2026-06-2521.032427607635
2026-06-2621.042458712852
2026-06-2921.031779717323
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
自己运行这个查询

整个交易月,价差始终处于窄幅区间:1.34个基点对应2026-06-011.01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

查询NVDA期权市场一行概览:总量、到期结构及代表性合约
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 09:30:00218.9516364.6424.430.550.782382028-12-1510.5$210 call, expiry 2026-06-18$0.5 call, expiry 2026-12-180.58.842733.6858
每个数字背后的完整 SQL
WITH
    (
        SELECT (round(sum(toFloat64(price) * size) * 100 / 1e9, 2), round(sum(size) / 1e6, 1))
        FROM global_markets.options_trades
        WHERE startsWith(ticker, 'O:AAPL') AND length(ticker) = 21
          AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
    ) AS aapl,
    (
        SELECT (round(sum(toFloat64(price) * size) * 100 / 1e9, 2), round(sum(size) / 1e6, 1))
        FROM global_markets.options_trades
        WHERE startsWith(ticker, 'O:TSLA') AND length(ticker) = 21
          AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
    ) AS tsla,
    (
        SELECT concat('$', 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)
自己运行这个查询

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.

查询逐交易日期权:合约数、看涨/看跌分布及看跌/看涨比率
21 rows (showing 20)
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(%)
2026-06-016315654455405318314012722650.484.1
2026-06-02568652355149726643558871420.3367
2026-06-03418199320178722964739053140.3960.4
2026-06-044763043267233226105610061770.4561.7
2026-06-056096035298529327772320208060.62100
2026-06-084495373194748201529111794570.5960.3
2026-06-094510943079719189390111858180.6358.1
2026-06-104158162997532168180513157270.7856.6
2026-06-11359377242793215127009152320.6145.8
2026-06-123717252859048177762510814230.6154
2026-06-154669833400120226936911307510.564.2
2026-06-16263398177935510928146865410.6333.6
2026-06-173417592779717167654811031690.6652.5
2026-06-184104103498315225631312420020.5566
2026-06-22391027284263819273609152780.4753.6
2026-06-23329417213042512673548630710.6840.2
2026-06-244165463452333198498514673480.7465.2
2026-06-253974512661094161014510509490.6550.2
2026-06-264256992994426178794512064810.6756.5
2026-06-29366976271056417380759724890.5651.2
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 session
自己运行这个查询

The 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.

查询合约分布:按行权价区间列示看涨和看跌成交量
行权价区间看涨合约数看跌合约数看跌占比(%)占最大区间(%)
$0582111468320.10.2
$25508345839900.1
$50197306530176.80.2
$75291869515376.50.3
$10062553383988861.1
$1257409640458584.51.2
$150201297152097688.34.4
$1753055475703173069.725.6
$200265111171285619232.7100
$22580225245354176.321.7
$2502014503588342.85.3
$275382647264556.51
$30062945653900.81.6
$3257841432173.90.2
$35014406928271.90.4
$3753697818044.70.1
$4001102925780.50.3
$42524811460.20.1
$45012003917591.40.3
每个数字背后的完整 SQL
SELECT
    concat('$', 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))
自己运行这个查询

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

查询信息流一行概览:成交量、构成及共同标签
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
64242026-05-312026-06-0145The Motley Fool4036369101169134
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')
自己运行这个查询

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

查询FINRA场外卖空成交量(按交易日):标记卖空占比及报告成交量
date卖空股数(百万)场外交易总量(百万)卖空占场外交易比例
2026-06-0123.8381.3229.3
2026-06-0235.4986.7740.9
2026-06-0329.4270.4241.8
2026-06-0429.6775.4539.3
2026-06-0528.3983.5534
2026-06-0817.8953.4533.5
2026-06-0930.4775.4440.4
2026-06-1023.7763.0337.7
2026-06-1117.3858.2429.8
2026-06-1215.1945.3433.5
2026-06-1516.6351.6632.2
2026-06-1616.143.3137.2
2026-06-1715.9745.8934.8
2026-06-1814.3249.0529.2
2026-06-2214.8346.2332.1
2026-06-2316.4846.9235.1
2026-06-2414.3446.9430.5
2026-06-2518.6260.1630.9
2026-06-2617.7149.0536.1
2026-06-3023.9749.8648.1
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
自己运行这个查询

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。

查询场外交易峰值与谷值,有边界(按交易日去重)
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
2026-06-0286.772026-06-1643.3143.4620
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
)
自己运行这个查询
查询6月中旬空头权益数据
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
2026-06-30310.13155.991.991.992
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')
自己运行这个查询

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

查询NVDA基本面统计:资产负债表、利润表及现金流量表
资产负债表行数损益表行数现金流量表行数
83152152
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
自己运行这个查询
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。

#nvda#nvidia#deepdive#microstructure#期权