STRASMORE/EXPLORE 3,256 QUERIES

contract_trace

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-09, from anatomy-of-an-option-contract.

as of series 33×6read in context →
contract_trace — 33 rows by 6 columns, computed from US exchange, SIP and OPRA data.
session_datecontract_codeexpiry_labelpremium_quotecost_per_lotvolume
2026-02-02O:AAPL260320C00300000Mar 20, 20260.85854330
2026-02-03O:AAPL260320C00300000Mar 20, 20260.89894076
2026-02-04O:AAPL260320C00300000Mar 20, 20261.919019013
2026-02-05O:AAPL260320C00300000Mar 20, 20261.991997801
2026-02-06O:AAPL260320C00300000Mar 20, 20261.8118132301
2026-02-09O:AAPL260320C00300000Mar 20, 20261.1711718484
2026-02-10O:AAPL260320C00300000Mar 20, 20260.88884279
2026-02-11O:AAPL260320C00300000Mar 20, 20261.0510521532
2026-02-12O:AAPL260320C00300000Mar 20, 20260.434341586
2026-02-13O:AAPL260320C00300000Mar 20, 20260.25255425
2026-02-17O:AAPL260320C00300000Mar 20, 20260.31314166
2026-02-18O:AAPL260320C00300000Mar 20, 20260.3302040
2026-02-19O:AAPL260320C00300000Mar 20, 20260.21212036
2026-02-20O:AAPL260320C00300000Mar 20, 20260.22222821
2026-02-23O:AAPL260320C00300000Mar 20, 20260.2202479
2026-02-24O:AAPL260320C00300000Mar 20, 20260.41415297
2026-02-25O:AAPL260320C00300000Mar 20, 20260.35353369
2026-02-26O:AAPL260320C00300000Mar 20, 20260.26262848
2026-02-27O:AAPL260320C00300000Mar 20, 20260.12128666
2026-03-02O:AAPL260320C00300000Mar 20, 20260.0991767
2026-03-03O:AAPL260320C00300000Mar 20, 20260.0552268
2026-03-04O:AAPL260320C00300000Mar 20, 20260.0442324
2026-03-05O:AAPL260320C00300000Mar 20, 20260.033428
2026-03-06O:AAPL260320C00300000Mar 20, 20260.0441900
2026-03-09O:AAPL260320C00300000Mar 20, 20260.033861
2026-03-10O:AAPL260320C00300000Mar 20, 20260.022467
2026-03-11O:AAPL260320C00300000Mar 20, 20260.022665
2026-03-12O:AAPL260320C00300000Mar 20, 20260.011593
2026-03-13O:AAPL260320C00300000Mar 20, 20260.011280
2026-03-16O:AAPL260320C00300000Mar 20, 20260.011235
2026-03-17O:AAPL260320C00300000Mar 20, 20260.011132
2026-03-18O:AAPL260320C00300000Mar 20, 20260.011272
2026-03-19O:AAPL260320C00300000Mar 20, 20260.01192
Rows × columns
33 × 6
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for contract_trace, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-02-02 to 2026-03-19
contract_code text 1 distinct value (O:AAPL260320C00300000)
expiry_label text 1 distinct value (Mar 20, 2026)
premium_quote text 25 distinct values (0.01, 0.02, 0.03…)
cost_per_lot number 1 to 199
volume number 92 to 41,586 count

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH pinned AS
    (
        SELECT ticker
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'AAPL'
          AND date BETWEEN '2026-02-02' AND '2026-03-20'
          AND days_to_expiry BETWEEN 20 AND 60
          AND volume > 0
          AND iv_converged = 1
        GROUP BY ticker
        ORDER BY sum(volume) DESC, ticker
        LIMIT 1
    )
SELECT
    toString(date)                                        AS session_date,
    ticker                                                AS contract_code,
    formatDateTime(toDate(expiration_date), '%b %e, %Y')  AS expiry_label,
    toString(round(toFloat64(option_close), 2))           AS premium_quote,
    round(toFloat64(option_close) * 100, 0)               AS cost_per_lot,
    toUInt64(volume)                                      AS volume
FROM global_markets.options_greeks
WHERE ticker = (SELECT ticker FROM pinned)
  AND date BETWEEN '2026-02-02' AND '2026-03-20'
ORDER BY date
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