STRASMORE/EXPLORE 2,170 QUERIES

The five busiest SPY option contracts of the session, symbol unpacked

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 2026-08-22, from How Big Is the OPRA Options Quote Feed?.

as of series 5×7read in context →
The five busiest SPY option contracts of the session, symbol unpacked — 5 rows by 7 columns, computed from US exchange, SIP and OPRA data.
occ_tickerrootexpiry_parsedcall_or_putstrike_usdcontracts_traded_kexpires_same_day
O:SPY260817P00775000SPY2026-08-17put775854.41
O:SPY260817P00773000SPY2026-08-17put773846.81
O:SPY260817P00774000SPY2026-08-17put774801.31
O:SPY260817C00776000SPY2026-08-17call776657.21
O:SPY260817C00775000SPY2026-08-17call775631.81
Rows × columns
5 × 7
Period covered
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 The five busiest SPY option contracts of the session, symbol unpacked, derived from the stored result.
ColumnTypeRangeNotes
occ_ticker text 5 distinct values
root text 1 distinct value (SPY)
expiry_parsed date 2026-08-17
call_or_put text 2 distinct values (call, put)
strike_usd number 773 to 776 US dollars
contracts_traded_k number 631.8 to 854.4 count
expires_same_day number every row is 1

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
WITH (
    SELECT max(toDate(toTimeZone(window_start, 'America/New_York')))
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime(today() - 10)
      AND window_start < toDateTime(today() - 4)
) AS session_day
SELECT ticker AS occ_ticker,
       any(underlying_symbol) AS root,
       concat('20', substring(ticker, 6, 2), '-', substring(ticker, 8, 2), '-', substring(ticker, 10, 2)) AS expiry_parsed,
       if(any(option_type) = 'C', 'call', 'put') AS call_or_put,
       any(toFloat64(strike_price)) AS strike_usd,
       round(sum(size) / 1e3, 1) AS contracts_traded_k,
       if(substring(ticker, 6, 6) = formatDateTime(session_day, '%y%m%d'), 1, 0) AS expires_same_day
FROM global_markets.options_trades
WHERE sip_timestamp >= toDateTime(session_day)
  AND sip_timestamp < toDateTime(session_day + 1)
  AND ticker >= 'O:SPY26' AND ticker < 'O:SPY27'
GROUP BY ticker
ORDER BY contracts_traded_k DESC, ticker
LIMIT 5

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