Median quoted bid and ask by strike: SPY calls expiring August 21 2026, regular session of July 15 2026

Name: Median quoted bid and ask by strike: SPY calls expiring August 21 2026, regular session of July 15 2026
Creator: Strasmore
Published: 2026-07-31
License: https://www.strasmore.com/terms/

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 2026-07-31, from How to Read an Option Chain, Column by Column.

as of 2026-07-31 table 7×5read in context →

Median quoted bid and ask by strike: SPY calls expiring August 21 2026, regular session of July 15 2026 — 7 rows by 5 columns, computed 2026-07-31 from US exchange, SIP and OPRA data.
strike	median_bid	median_ask	median_spread_cents	quotes_recorded
$740 call	24.18	24.31	12	117845
$750 call	16.79	16.89	10	149331
$760 call	10.68	10.71	3	319658
$770 call	5.98	6.01	3	204723
$780 call	2.9	2.92	2	157120
$800 call	0.53	0.54	1	22658
$820 call	0.12	0.13	1	6902

Rows × columns: 7 × 5
Computed: 2026-07-31
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 Median quoted bid and ask by strike: SPY calls expiring August 21 2026, regular session of July 15 2026, derived from the stored result.
Column	Type	Range
`strike`	text	7 distinct values ($740 call, $750 call, $760 call…)
`median_bid`	number	0.12 to 24.18
`median_ask`	number	0.13 to 24.31
`median_spread_cents`	number	1 to 12
`quotes_recorded`	number	6,902 to 319,658

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 2026-07-31, and the query below is what returned them.

the exact SQL behind every number

SELECT concat('$', toString(toUInt32(toFloat64(toUInt32OrZero(substring(ticker, length(ticker) - 7, 8))) / 1000)), ' call') AS strike,
       round(quantileDeterministic(0.5)(toFloat64(bid_price), toUInt64(sip_timestamp)), 2) AS median_bid,
       round(quantileDeterministic(0.5)(toFloat64(ask_price), toUInt64(sip_timestamp)), 2) AS median_ask,
       round(100 * quantileDeterministic(0.5)(toFloat64(ask_price - bid_price), toUInt64(sip_timestamp)), 1) AS median_spread_cents,
       toUInt64(count()) AS quotes_recorded
FROM global_markets.cache_options_quotes
WHERE ticker IN ('O:SPY260821C00740000', 'O:SPY260821C00750000', 'O:SPY260821C00760000',
                 'O:SPY260821C00770000', 'O:SPY260821C00780000', 'O:SPY260821C00800000',
                 'O:SPY260821C00820000')
  AND sip_timestamp >= '2026-07-15 13:30:00'
  AND sip_timestamp < '2026-07-15 20:00:00'
  AND bid_price > 0
  AND ask_price > bid_price
GROUP BY ticker
ORDER BY toUInt32OrZero(substring(ticker, length(ticker) - 7, 8))

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisHow to Read an Option Chain, Column by Column

One expiration of the SPY chain: closing prices and delta by strike, August 21 2026 expiry, as of July 15 2026 table 8×6 → Implied volatility by strike: SPY options expiring August 21 2026, as of July 15 2026 ranking 11×3 → Where the trading happened: SPY contract volume by strike, August 21 2026 expiry, July 15 2026 ranking 8×3 → SPY option volume by time to expiration, July 15 2026 ranking 5×4 → Highest ATM implied volatility: liquid single names and funds, latest session table 12×5 → Where IV percentile sits furthest above IV rank, latest session table 12×6 → See all 2,170 queries →