outcome_polarization
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 2026-09-24, from market-making-in-prediction-markets.
| session | session_label | coin_flip_pct | near_settled_pct | contract_count |
|---|---|---|---|---|
| 2026-04-01 | Apr 1 | 18.8 | 41.7 | 218 |
| 2026-04-02 | Apr 2 | 20.4 | 39.3 | 211 |
| 2026-04-06 | Apr 6 | 19.8 | 42.5 | 207 |
| 2026-04-07 | Apr 7 | 21.2 | 40.8 | 184 |
| 2026-04-08 | Apr 8 | 15.1 | 35.6 | 239 |
| 2026-04-09 | Apr 9 | 15.7 | 35.6 | 216 |
| 2026-04-10 | Apr 10 | 12.6 | 40 | 270 |
| 2026-04-13 | Apr 13 | 11.7 | 40.2 | 256 |
| 2026-04-14 | Apr 14 | 11.3 | 44.5 | 265 |
| 2026-04-15 | Apr 15 | 11.4 | 50.2 | 263 |
| 2026-04-16 | Apr 16 | 10.5 | 53.3 | 276 |
| 2026-04-17 | Apr 17 | 6.8 | 60.4 | 293 |
| 2026-04-20 | Apr 20 | 9.4 | 52.3 | 298 |
| 2026-04-21 | Apr 21 | 8.8 | 51.6 | 318 |
| 2026-04-22 | Apr 22 | 9.5 | 50.3 | 296 |
| 2026-04-23 | Apr 23 | 9.7 | 50.3 | 300 |
| 2026-04-24 | Apr 24 | 8.2 | 53.8 | 316 |
| 2026-04-27 | Apr 27 | 8.4 | 57.3 | 274 |
| 2026-04-28 | Apr 28 | 8.6 | 56.3 | 279 |
| 2026-04-29 | Apr 29 | 9.3 | 57.3 | 248 |
| 2026-04-30 | Apr 30 | 7.4 | 60.9 | 271 |
| 2026-05-01 | May 1 | 6.4 | 60.1 | 311 |
| 2026-05-04 | May 4 | 6.6 | 62.5 | 301 |
| 2026-05-05 | May 5 | 7.1 | 65.8 | 225 |
| 2026-05-06 | May 6 | 5 | 66.7 | 303 |
| 2026-05-07 | May 7 | 4.8 | 69.2 | 292 |
| 2026-05-08 | May 8 | 5.1 | 69.2 | 234 |
| 2026-05-11 | May 11 | 4.4 | 75.3 | 275 |
| 2026-05-12 | May 12 | 3.8 | 73.1 | 264 |
| 2026-05-13 | May 13 | 3.3 | 78.5 | 209 |
| 2026-05-14 | May 14 | 1.8 | 86.6 | 284 |
- Rows × columns
- 31 × 5
- Period covered
- to
- 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 |
|---|---|---|---|
session |
date | 2026-04-01 to 2026-05-14 | |
session_label |
text | 31 distinct values (Apr 1, Apr 10, Apr 13…) | |
coin_flip_pct |
number | 1.8 to 21.2 | percent |
near_settled_pct |
number | 35.6 to 86.6 | percent |
contract_count |
number | 184 to 318 | count |
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.
SELECT
toString(date) AS session,
formatDateTime(date, '%b %e') AS session_label,
round(100 * countIf(abs(delta) >= 0.4 AND abs(delta) <= 0.6) / count(), 1) AS coin_flip_pct,
round(100 * countIf(abs(delta) < 0.1 OR abs(delta) > 0.9) / count(), 1) AS near_settled_pct,
count() AS contract_count
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND expiration_date = '2026-05-15'
AND date >= '2026-04-01'
AND date <= '2026-05-15'
AND iv_converged = 1
AND volume > 0
GROUP BY date
ORDER BY date
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