{"slug":"does-opra-have-depth-of-book","qid":"strike_curve","label":"Traded volume across strikes, one AAPL expiry (Sep 16, 2026)","post_title":"Does OPRA Have Depth of Book? Feed Explained","post_url":"/blog/does-opra-have-depth-of-book#q-strike_curve","columns":["strike_price","call_volume","put_volume"],"rows":[{"strike_price":150,"call_volume":0,"put_volume":60},{"strike_price":160,"call_volume":0,"put_volume":234},{"strike_price":170,"call_volume":0,"put_volume":4},{"strike_price":180,"call_volume":0,"put_volume":2},{"strike_price":185,"call_volume":0,"put_volume":5},{"strike_price":195,"call_volume":0,"put_volume":1},{"strike_price":200,"call_volume":4,"put_volume":10},{"strike_price":205,"call_volume":0,"put_volume":1},{"strike_price":210,"call_volume":0,"put_volume":12},{"strike_price":215,"call_volume":0,"put_volume":6},{"strike_price":220,"call_volume":5,"put_volume":78},{"strike_price":225,"call_volume":160,"put_volume":4},{"strike_price":230,"call_volume":6,"put_volume":17},{"strike_price":235,"call_volume":101,"put_volume":12},{"strike_price":240,"call_volume":10,"put_volume":71},{"strike_price":245,"call_volume":0,"put_volume":2},{"strike_price":250,"call_volume":11,"put_volume":263},{"strike_price":255,"call_volume":40,"put_volume":5},{"strike_price":260,"call_volume":5,"put_volume":38},{"strike_price":265,"call_volume":1,"put_volume":102},{"strike_price":270,"call_volume":1,"put_volume":52},{"strike_price":275,"call_volume":81,"put_volume":221},{"strike_price":280,"call_volume":5,"put_volume":341},{"strike_price":285,"call_volume":9,"put_volume":67},{"strike_price":290,"call_volume":23,"put_volume":251},{"strike_price":295,"call_volume":5,"put_volume":355},{"strike_price":300,"call_volume":195,"put_volume":3154},{"strike_price":305,"call_volume":30,"put_volume":837},{"strike_price":310,"call_volume":238,"put_volume":1472},{"strike_price":315,"call_volume":568,"put_volume":733},{"strike_price":320,"call_volume":750,"put_volume":1055},{"strike_price":325,"call_volume":1605,"put_volume":1349},{"strike_price":330,"call_volume":2426,"put_volume":1084},{"strike_price":335,"call_volume":2250,"put_volume":746},{"strike_price":340,"call_volume":3007,"put_volume":134},{"strike_price":345,"call_volume":2797,"put_volume":33},{"strike_price":350,"call_volume":3454,"put_volume":62},{"strike_price":355,"call_volume":645,"put_volume":0},{"strike_price":360,"call_volume":3683,"put_volume":6},{"strike_price":365,"call_volume":570,"put_volume":0},{"strike_price":370,"call_volume":212,"put_volume":0},{"strike_price":375,"call_volume":653,"put_volume":0},{"strike_price":380,"call_volume":183,"put_volume":0},{"strike_price":385,"call_volume":513,"put_volume":0},{"strike_price":390,"call_volume":29,"put_volume":0},{"strike_price":400,"call_volume":566,"put_volume":0},{"strike_price":405,"call_volume":30,"put_volume":0},{"strike_price":410,"call_volume":8,"put_volume":0},{"strike_price":415,"call_volume":2,"put_volume":0},{"strike_price":420,"call_volume":18,"put_volume":0},{"strike_price":425,"call_volume":1,"put_volume":0},{"strike_price":430,"call_volume":5,"put_volume":0},{"strike_price":435,"call_volume":5,"put_volume":0},{"strike_price":440,"call_volume":2,"put_volume":0},{"strike_price":470,"call_volume":2,"put_volume":0}],"shape":"table","sql":"WITH busiest_expiry AS\n(\n    SELECT expiration_date\n    FROM global_markets.options_greeks\n    WHERE underlying_symbol = 'AAPL'\n      AND date = '2026-09-16'\n      AND days_to_expiry BETWEEN 20 AND 45\n      AND volume > 0\n    GROUP BY expiration_date\n    ORDER BY sum(volume) DESC\n    LIMIT 1\n)\nSELECT\n    round(toFloat64(strike_price), 2)                            AS strike_price,\n    sumIf(volume, startsWith(lower(toString(option_type)), 'c')) AS call_volume,\n    sumIf(volume, startsWith(lower(toString(option_type)), 'p')) AS put_volume\nFROM global_markets.options_greeks\nWHERE underlying_symbol = 'AAPL'\n  AND date = '2026-09-16'\n  AND expiration_date IN (SELECT expiration_date FROM busiest_expiry)\n  AND volume > 0\nGROUP BY strike_price\nORDER BY strike_price","computed_at":"2026-10-08T15:25:26.763586+00:00","elapsed":0.003433305}