{"slug":"market-recap-2026-07-06","qid":"options_flow","label":"One row for the whole options day: volume, call share, and the Monday same-day expiry","post_title":"Market Recap: July 6, 2026, The Day in Numbers","post_url":"/blog/market-recap-2026-07-06#q-options_flow","columns":["option_prints_m","contracts_m","call_pct_of_volume","same_day_expiry_pct","same_day_contracts_m","spy_contracts_m","qqq_contracts_m","tsla_contracts_m","top_contract_underlying","top_contract_strike","top_contract_type","top_contract_is_call","top_contract_expiry","top_contract_volume_m","top_contract_avg_price","spy_close_minus_strike"],"rows":[{"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}],"shape":"scalar","sql":"WITH\n    (\n        SELECT (any(underlying_symbol), any(toFloat64(strike_price)), any(option_type),\n                any(toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6)))),\n                sum(size), count(), round(avg(toFloat64(price)), 3))\n        FROM global_markets.options_trades\n        WHERE sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-07 00:00:00'\n        GROUP BY ticker\n        ORDER BY sum(size) DESC\n        LIMIT 1\n    ) AS top_contract,\n    (\n        SELECT round(toFloat64(argMax(close, window_start)), 2)\n        FROM global_markets.delayed_stocks_minute_aggs\n        WHERE ticker = 'SPY' AND window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00'\n    ) AS spy_regular_close\nSELECT\n    round(count() / 1e6, 2) AS option_prints_m,\n    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,\n    round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_pct_of_volume,\n    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260706') / sum(size), 1) AS same_day_expiry_pct,\n    round(toFloat64(sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260706')) / 1e6, 2) AS same_day_contracts_m,\n    round(toFloat64(sumIf(size, underlying_symbol = 'SPY')) / 1e6, 2) AS spy_contracts_m,\n    round(toFloat64(sumIf(size, underlying_symbol = 'QQQ')) / 1e6, 2) AS qqq_contracts_m,\n    round(toFloat64(sumIf(size, underlying_symbol = 'TSLA')) / 1e6, 2) AS tsla_contracts_m,\n    top_contract.1 AS top_contract_underlying,\n    top_contract.2 AS top_contract_strike,\n    top_contract.3 AS top_contract_type,\n    if(top_contract.3 = 'C', 1, 0) AS top_contract_is_call,\n    top_contract.4 AS top_contract_expiry,\n    round(toFloat64(top_contract.5) / 1e6, 2) AS top_contract_volume_m,\n    round(top_contract.7, 3) AS top_contract_avg_price,\n    round(spy_regular_close - top_contract.2, 2) AS spy_close_minus_strike\nFROM global_markets.options_trades\nWHERE sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-07 00:00:00'","computed_at":"2026-07-26T05:48:09.933506+00:00","elapsed":4.988216276}