STRASMORE/EXPLORE 2,170 QUERIES

GME options trades by session: January 25–28, 2021

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 GameStop, Jan 28, 2021: $483 to $112 by Noon.

as of series 4×6read in context →
GME options trades by session: January 25–28, 2021 — 4 rows by 6 columns, computed from US exchange, SIP and OPRA data.
sessioncall_contracts_mput_contracts_mcall_share_pctpremium_bnprints_k
2021-01-250.490.8536.52.32343
2021-01-260.70.7149.43.04415
2021-01-270.331.05247.99351
2021-01-280.20.4829.53.97175
Rows × columns
4 × 6
Period covered
to
Computed
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 GME options trades by session: January 25–28, 2021, derived from the stored result.
ColumnTypeRangeNotes
session date 2021-01-25 to 2021-01-28
call_contracts_m number 0.2 to 0.7 count
put_contracts_m number 0.48 to 1.05 count
call_share_pct number 24 to 49.4 percent
premium_bn number 2.32 to 7.99 US dollars
prints_k number 175 to 415

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.

the exact SQL behind every number
SELECT
    toString(toDate(toTimeZone(sip_timestamp, 'America/New_York'))) AS session,
    round(sumIf(size, substring(ticker, 12, 1) = 'C') / 1e6, 2) AS call_contracts_m,
    round(sumIf(size, substring(ticker, 12, 1) = 'P') / 1e6, 2) AS put_contracts_m,
    round(100.0 * sumIf(size, substring(ticker, 12, 1) = 'C') / sum(size), 1) AS call_share_pct,
    round(sum(toFloat64(price) * size * 100) / 1e9, 2) AS premium_bn,
    round(count() / 1e3, 0) AS prints_k
FROM global_markets.options_trades
WHERE ticker >= 'O:GME21' AND ticker < 'O:GME22'
  AND sip_timestamp >= toDateTime('2021-01-25 00:00:00') AND sip_timestamp < toDateTime('2021-01-29 00:00:00')
GROUP BY session
ORDER BY session

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More from this analysisGameStop, Jan 28, 2021: $483 to $112 by Noon
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