STRASMORE/EXPLORE 2,985 QUERIES

The six busiest option contracts of June 30, by contracts traded

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 2026-07-26, from Market Recap: June 30, 2026, The Day in Numbers.

as of series 6×7read in context →
The six busiest option contracts of June 30, by contracts traded — 6 rows by 7 columns, computed from US exchange, SIP and OPRA data.
contractexpiresexpires_labelis_same_daycontractsavg_premiumpct_of_busiest
SPY $747 call2026-06-30June 30, 202618213610.641100
SPY $748 call2026-06-30June 30, 202615583470.34668
SPY $746 put2026-06-30June 30, 202615519420.7967.2
SPY $746 call2026-06-30June 30, 202615438040.93666.2
KWEB $29 call2026-12-18December 18, 202605344591.17165.1
SPY $745 call2026-06-30June 30, 202614974501.22760.6
Rows × columns
6 × 7
Period covered
to
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 six busiest option contracts of June 30, by contracts traded, derived from the stored result.
ColumnTypeRangeNotes
contract text 6 distinct values
expires date 2026-06-30 to 2026-12-18
expires_label text 2 distinct values (December 18, 2026, June 30, 2026)
is_same_day number 0 to 1
contracts number 497,450 to 821,361 count
avg_premium number 0.346 to 1.227 US dollars
pct_of_busiest number 60.6 to 100 percent

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
    concat(underlying, ' $', toString(strike), ' ', if(typ = 'C', 'call', 'put')) AS contract,
    toString(expiry) AS expires,
    formatDateTimeInJodaSyntax(expiry, 'MMMM d, yyyy') AS expires_label,
    if(expiry = toDate('2026-06-30'), 1, 0) AS is_same_day,
    contracts,
    round(avg_px, 3) AS avg_premium,
    round(100 * contracts / max(contracts) OVER (), 1) AS pct_of_busiest
FROM (
    SELECT any(underlying_symbol) AS underlying,
           any(toFloat64(strike_price)) AS strike,
           any(option_type) AS typ,
           any(toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6)))) AS expiry,
           sum(size) AS contracts,
           avg(toFloat64(price)) AS avg_px,
           any(ticker) AS occ
    FROM global_markets.options_trades
    WHERE sip_timestamp >= '2026-06-30 00:00:00' AND sip_timestamp < '2026-07-01 00:00:00'
    GROUP BY ticker
    ORDER BY contracts DESC, occ ASC
    LIMIT 6
)
ORDER BY contracts DESC, contract ASC
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More from this analysisMarket Recap: June 30, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours, closing auction prints in the final bucket (billions) series 13×3 → The news feed on June 30: article count and the day's last headline for each name in this recap series 7×5 → Q2 2026 end to end: each index ETF from the April 1 open to the June 30 close, regular hours series 4×7 → Volume leaders two ways: top 6 by dollars traded, top 4 by shares traded (one reused-symbol listing excluded pending entity verification) table 10×6 → The ten S&P sector funds on June 30: change vs Monday's close, and how far each sat behind the leader table 10×7 → Top 5 gainers and top 5 decliners among names with $10M+ traded on June 30 (one reused-symbol listing excluded) table 10×8 → See all 2,985 queries →