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.
| session_date | contract_code | expiry_label | premium_quote | cost_per_lot | volume |
|---|---|---|---|---|---|
| 2026-02-02 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.85 | 85 | 4330 |
| 2026-02-03 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.89 | 89 | 4076 |
| 2026-02-04 | O:AAPL260320C00300000 | Mar 20, 2026 | 1.9 | 190 | 19013 |
| 2026-02-05 | O:AAPL260320C00300000 | Mar 20, 2026 | 1.99 | 199 | 7801 |
| 2026-02-06 | O:AAPL260320C00300000 | Mar 20, 2026 | 1.81 | 181 | 32301 |
| 2026-02-09 | O:AAPL260320C00300000 | Mar 20, 2026 | 1.17 | 117 | 18484 |
| 2026-02-10 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.88 | 88 | 4279 |
| 2026-02-11 | O:AAPL260320C00300000 | Mar 20, 2026 | 1.05 | 105 | 21532 |
| 2026-02-12 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.43 | 43 | 41586 |
| 2026-02-13 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.25 | 25 | 5425 |
| 2026-02-17 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.31 | 31 | 4166 |
| 2026-02-18 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.3 | 30 | 2040 |
| 2026-02-19 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.21 | 21 | 2036 |
| 2026-02-20 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.22 | 22 | 2821 |
| 2026-02-23 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.2 | 20 | 2479 |
| 2026-02-24 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.41 | 41 | 5297 |
| 2026-02-25 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.35 | 35 | 3369 |
| 2026-02-26 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.26 | 26 | 2848 |
| 2026-02-27 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.12 | 12 | 8666 |
| 2026-03-02 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.09 | 9 | 1767 |
| 2026-03-03 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.05 | 5 | 2268 |
| 2026-03-04 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.04 | 4 | 2324 |
| 2026-03-05 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.03 | 3 | 428 |
| 2026-03-06 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.04 | 4 | 1900 |
| 2026-03-09 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.03 | 3 | 861 |
| 2026-03-10 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.02 | 2 | 467 |
| 2026-03-11 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.02 | 2 | 665 |
| 2026-03-12 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.01 | 1 | 593 |
| 2026-03-13 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.01 | 1 | 280 |
| 2026-03-16 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.01 | 1 | 235 |
| 2026-03-17 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.01 | 1 | 132 |
| 2026-03-18 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.01 | 1 | 272 |
| 2026-03-19 | O:AAPL260320C00300000 | Mar 20, 2026 | 0.01 | 1 | 92 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.