Options trade size distribution on July 2, 2026 (whole-tape contracts per print)
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 2026-08-14, from How Much Does It Cost to Trade Options?.
- Rows × columns
- 1 × 4
- 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 |
|---|---|---|---|
median_contracts |
number | every row is 1 | count |
p90_contracts |
number | every row is 10 | count |
avg_contracts |
number | every row is 6.1 | count |
total_prints |
number | every row is 13,035,841 |
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 trades AS (
SELECT toFloat64(size) AS size FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-02 13:30:00' AND sip_timestamp < '2026-07-02 20:00:00'
)
SELECT
round(quantileExact(0.50)(size), 0) AS median_contracts,
round(quantileExact(0.90)(size), 0) AS p90_contracts,
round(avg(size), 1) AS avg_contracts,
count() AS total_prints
FROM trades