STRASMORE/EXPLORE 2,170 QUERIES

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.

as of scalar 1×16read in context →
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for One row for the whole options day: volume, call share, and the Monday same-day expiry, derived from the stored result.
ColumnTypeRangeNotes
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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