concentration
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 2026-09-20, from best-stocks-for-day-trading-options.
| bucket | underlying_count | share_of_all_contract_volume_pct |
|---|---|---|
| top 5 | 5 | 25.2 |
| ranks 6 to 20 | 15 | 20.5 |
| ranks 21 to 100 | 80 | 27.6 |
| rank 101 and below | 5453 | 26.8 |
- Rows × columns
- 4 × 3
- 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 |
|---|---|---|---|
bucket |
text | 4 distinct values | |
underlying_count |
number | 5 to 5,453 | count |
share_of_all_contract_volume_pct |
number | 20.5 to 27.6 | percent |
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 ranked AS
(
SELECT
underlying_symbol AS symbol,
sum(volume) AS contracts,
row_number() OVER (ORDER BY sum(volume) DESC) AS vol_rank
FROM global_markets.options_greeks
WHERE date IN
(
SELECT date
FROM global_markets.options_greeks
WHERE date >= today() - 40
GROUP BY date
ORDER BY date DESC
LIMIT 20
)
AND volume > 0
GROUP BY underlying_symbol
)
SELECT
multiIf(vol_rank <= 5, 'top 5',
vol_rank <= 20, 'ranks 6 to 20',
vol_rank <= 100, 'ranks 21 to 100',
'rank 101 and below') AS bucket,
count() AS underlying_count,
round(sum(contracts) / (SELECT sum(contracts) FROM ranked) * 100, 1) AS share_of_all_contract_volume_pct
FROM ranked
GROUP BY bucket
ORDER BY min(vol_rank)