ranked

Name: ranked
Creator: Strasmore
Published: 2026-09-20
License: https://www.strasmore.com/terms/

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.

as of 2026-09-20 ranking 15×4read in context →

ranked — 15 rows by 4 columns, computed 2026-09-20 from US exchange, SIP and OPRA data.
symbol	avg_daily_contracts_millions	expirations_next_2_weeks	atm_30d_iv_pct
SPY	3.16	10	12.9
NVDA	2.33	6	31
QQQ	2.15	10	17.9
TSLA	1.49	6	43.1
AAPL	0.99	6	24.6
IWM	0.97	10	17.7
IBIT	0.79	6	34.2
TLT	0.71	6	11.1
INTC	0.63	6	68.6
AMZN	0.57	6	31.8
MU	0.54	5	59.5
META	0.46	6	39.8
GLD	0.45	10	23.2
MSTR	0.42	2	65.9
EWZ	0.42	3	45.6

Rows × columns: 15 × 4
Computed: 2026-09-20
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 ranked, derived from the stored result.
Column	Type	Range	Notes
`symbol`	text	15 distinct values (AAPL, AMZN, EWZ…)
`avg_daily_contracts_millions`	number	0.42 to 3.16	count
`expirations_next_2_weeks`	number	2 to 10
`atm_30d_iv_pct`	number	11.1 to 68.6	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 2026-09-20, 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
    (
        SELECT max(date)
        FROM global_markets.options_greeks
        WHERE date >= today() - 40
    ) AS last_session
SELECT
    underlying_symbol                                            AS symbol,
    round(sum(volume) / countDistinct(date) / 1e6, 2)            AS avg_daily_contracts_millions,
    countDistinctIf(expiration_date,
                    date = last_session
                    AND expiration_date <= last_session + 14)    AS expirations_next_2_weeks,
    round(avgIf(implied_volatility,
                date = last_session
                AND iv_converged = 1
                AND underlying_close > 0
                AND days_to_expiry BETWEEN 20 AND 45
                AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.03) * 100, 1) AS atm_30d_iv_pct
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
  AND underlying_symbol NOT IN ('SPCX')
  AND underlying_symbol IN
    (
        SELECT DISTINCT ticker
        FROM global_markets.stocks_daily_aggs
        WHERE date >= today() - 40
    )
GROUP BY underlying_symbol
HAVING countIf(date = last_session
               AND iv_converged = 1
               AND underlying_close > 0
               AND days_to_expiry BETWEEN 20 AND 45
               AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.03) > 0
ORDER BY sum(volume) DESC
LIMIT 15

SQL to run

WITH
    (
        SELECT max(date)
        FROM global_markets.options_greeks
        WHERE date >= today() - 40
    ) AS last_session
SELECT
    underlying_symbol                                            AS symbol,
    round(sum(volume) / countDistinct(date) / 1e6, 2)            AS avg_daily_contracts_millions,
    countDistinctIf(expiration_date,
                    date = last_session
                    AND expiration_date <= last_session + 14)    AS expirations_next_2_weeks,
    round(avgIf(implied_volatility,
                date = last_session
                AND iv_converged = 1
                AND underlying_close > 0
                AND days_to_expiry BETWEEN 20 AND 45
                AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.03) * 100, 1) AS atm_30d_iv_pct
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
  AND underlying_symbol NOT IN ('SPCX')
  AND underlying_symbol IN
    (
        SELECT DISTINCT ticker
        FROM global_markets.stocks_daily_aggs
        WHERE date >= today() - 40
    )
GROUP BY underlying_symbol
HAVING countIf(date = last_session
               AND iv_converged = 1
               AND underlying_close > 0
               AND days_to_expiry BETWEEN 20 AND 45
               AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.03) > 0
ORDER BY sum(volume) DESC
LIMIT 15

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