One row for the whole options day: volume, call share, and the Monday same-day expiry
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: July 6, 2026, The Day in Numbers.
option prints m
10.53
contracts m
60.98
call pct of volume
58.4
same day expiry pct
38.7
same day contracts m
23.57
spy contracts m
12.1
qqq contracts m
6.88
tsla contracts m
4.29
top contract underlying
SPY
top contract strike
751
top contract type
C
top contract is call
1
top contract expiry
2026-07-06
top contract volume m
1.08
top contract avg price
0.564
spy close minus strike
0.3
- Rows × columns
- 1 × 16
- 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 |
|---|---|---|---|
option_prints_m |
number | every row is 10.53 | |
contracts_m |
number | every row is 60.98 | count |
call_pct_of_volume |
number | every row is 58.4 | percent |
same_day_expiry_pct |
number | every row is 38.7 | percent |
same_day_contracts_m |
number | every row is 23.57 | count |
spy_contracts_m |
number | every row is 12.1 | count |
qqq_contracts_m |
number | every row is 6.88 | count |
tsla_contracts_m |
number | every row is 4.29 | count |
top_contract_underlying |
text | 1 distinct value (SPY) | |
top_contract_strike |
number | every row is 751 | US dollars |
top_contract_type |
text | 1 distinct value (C) | |
top_contract_is_call |
number | every row is 1 | |
top_contract_expiry |
date | 2026-07-06 | |
top_contract_volume_m |
number | every row is 1.08 | count |
top_contract_avg_price |
number | every row is 0.564 | US dollars |
spy_close_minus_strike |
number | every row is 0.3 | US dollars |
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.
the exact SQL behind every number
WITH
(
SELECT (any(underlying_symbol), any(toFloat64(strike_price)), any(option_type),
any(toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6)))),
sum(size), count(), round(avg(toFloat64(price)), 3))
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-07 00:00:00'
GROUP BY ticker
ORDER BY sum(size) DESC
LIMIT 1
) AS top_contract,
(
SELECT round(toFloat64(argMax(close, window_start)), 2)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00'
) AS spy_regular_close
SELECT
round(count() / 1e6, 2) AS option_prints_m,
round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_pct_of_volume,
round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260706') / sum(size), 1) AS same_day_expiry_pct,
round(toFloat64(sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260706')) / 1e6, 2) AS same_day_contracts_m,
round(toFloat64(sumIf(size, underlying_symbol = 'SPY')) / 1e6, 2) AS spy_contracts_m,
round(toFloat64(sumIf(size, underlying_symbol = 'QQQ')) / 1e6, 2) AS qqq_contracts_m,
round(toFloat64(sumIf(size, underlying_symbol = 'TSLA')) / 1e6, 2) AS tsla_contracts_m,
top_contract.1 AS top_contract_underlying,
top_contract.2 AS top_contract_strike,
top_contract.3 AS top_contract_type,
if(top_contract.3 = 'C', 1, 0) AS top_contract_is_call,
top_contract.4 AS top_contract_expiry,
round(toFloat64(top_contract.5) / 1e6, 2) AS top_contract_volume_m,
round(top_contract.7, 3) AS top_contract_avg_price,
round(spy_regular_close - top_contract.2, 2) AS spy_close_minus_strike
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-07 00:00:00'
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