SPY options: puts vs calls traded, March 2–13, 2020 (millions of contracts)

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 2026-07-26, from COVID Crash 2020: Four Halts, Peak to Trough.

Rows × columns

10 × 4

Period covered

2020-03-02 to 2020-03-13

Computed

2026-07-26

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

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 2026-07-26, and the query below is what returned them.

SELECT
    toString(toDate(toTimeZone(sip_timestamp, 'America/New_York'))) AS session,
    round(sumIf(toFloat64(size), substring(ticker, 12, 1) = 'P') / 1e6, 2) AS put_contracts_m,
    round(sumIf(toFloat64(size), substring(ticker, 12, 1) = 'C') / 1e6, 2) AS call_contracts_m,
    round(sumIf(toFloat64(size), substring(ticker, 12, 1) = 'P') / sumIf(toFloat64(size), substring(ticker, 12, 1) = 'C'), 2) AS put_call_ratio
FROM global_markets.options_trades
WHERE ticker >= 'O:SPY2' AND ticker < 'O:SPY3'
  AND sip_timestamp >= toDateTime('2020-03-02 00:00:00') AND sip_timestamp < toDateTime('2020-03-14 00:00:00')
GROUP BY session
ORDER BY session