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 2026-10-04, from How Big Is the OPRA Options Quote Feed?.
| occ_ticker | root | expiry_parsed | call_or_put | strike_usd | contracts_traded_k | expires_same_day |
|---|---|---|---|---|---|---|
| O:SPY260929C00765000 | SPY | 2026-09-29 | call | 765 | 807 | 1 |
| O:SPY260929P00763000 | SPY | 2026-09-29 | put | 763 | 715.5 | 1 |
| O:SPY260929C00766000 | SPY | 2026-09-29 | call | 766 | 691.9 | 1 |
| O:SPY260929P00764000 | SPY | 2026-09-29 | put | 764 | 658.6 | 1 |
| O:SPY260929C00764000 | SPY | 2026-09-29 | call | 764 | 613.5 | 1 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
occ_ticker |
text | 5 distinct values | |
root |
text | 1 distinct value (SPY) | |
expiry_parsed |
date | 2026-09-29 | |
call_or_put |
text | 2 distinct values (call, put) | |
strike_usd |
number | 763 to 766 | US dollars |
contracts_traded_k |
number | 613.5 to 807 | 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.
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(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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