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SPY's option quotes on July 7: the whole root, and the near-the-money same-day touch through the air pocket against a midday control

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 7, 2026, The Day in Numbers.

as of scalar 1×13read in context →
spy option updates m
327.55
pct of whole equity quote tape
66.5
spy contracts quoted
9,116
same day updates m
13.61
spy price in pocket
746
spy price midday
749.08
pocket atm spread dollars
0.01
midday atm spread dollars
0.01
atm spread delta dollars
0
pocket atm updates k
191.1
midday atm updates k
64
atm quote rate ratio
3
dropped invalid same day quotes
42,872
Rows × columns
1 × 13
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 SPY's option quotes on July 7: the whole root, and the near-the-money same-day touch through the air pocket against a midday control, derived from the stored result.
ColumnTypeRangeNotes
spy_option_updates_m number every row is 327.55
pct_of_whole_equity_quote_tape number every row is 66.5 percent
spy_contracts_quoted number every row is 9,116 count
same_day_updates_m number every row is 13.61
spy_price_in_pocket number every row is 746 US dollars
spy_price_midday number every row is 749.08 US dollars
pocket_atm_spread_dollars number every row is 0.01
midday_atm_spread_dollars number every row is 0.01
atm_spread_delta_dollars number every row is 0
pocket_atm_updates_k number every row is 191.1
midday_atm_updates_k number every row is 64
atm_quote_rate_ratio number every row is 3 ratio or rate
dropped_invalid_same_day_quotes number every row is 42,872

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 count()
        FROM global_markets.cache_stocks_quotes
        WHERE toYYYYMMDD(sip_timestamp) = 20260707
    ) AS jul7_stock_quote_rows,
    (
        SELECT round(toFloat64(avg(close)), 2)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= '2026-07-07 14:36:00' AND window_start < '2026-07-07 14:48:00'
    ) AS spy_pocket_price,
    (
        SELECT round(toFloat64(avg(close)), 2)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= '2026-07-07 17:30:00' AND window_start < '2026-07-07 17:42:00'
    ) AS spy_midday_price
SELECT
    round(count() / 1e6, 2) AS spy_option_updates_m,
    round(100.0 * count() / jul7_stock_quote_rows, 1) AS pct_of_whole_equity_quote_tape,
    uniqExact(ticker) AS spy_contracts_quoted,
    round(countIf(substring(ticker, -15, 6) = '260707') / 1e6, 2) AS same_day_updates_m,
    spy_pocket_price AS spy_price_in_pocket,
    spy_midday_price AS spy_price_midday,
    round(quantileExactIf(0.5)(toFloat64(ask_price - bid_price),
        bid_price > 0 AND ask_price >= bid_price
        AND substring(ticker, -15, 6) = '260707'
        AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_pocket_price) <= 2
        AND sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00'), 3) AS pocket_atm_spread_dollars,
    round(quantileExactIf(0.5)(toFloat64(ask_price - bid_price),
        bid_price > 0 AND ask_price >= bid_price
        AND substring(ticker, -15, 6) = '260707'
        AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_midday_price) <= 2
        AND sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00'), 3) AS midday_atm_spread_dollars,
    round(pocket_atm_spread_dollars - midday_atm_spread_dollars, 3) AS atm_spread_delta_dollars,
    round(countIf(substring(ticker, -15, 6) = '260707'
        AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_pocket_price) <= 2
        AND sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00') / 1e3, 1) AS pocket_atm_updates_k,
    round(countIf(substring(ticker, -15, 6) = '260707'
        AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_midday_price) <= 2
        AND sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00') / 1e3, 1) AS midday_atm_updates_k,
    round(pocket_atm_updates_k / midday_atm_updates_k, 1) AS atm_quote_rate_ratio,
    countIf(NOT (bid_price > 0 AND ask_price >= bid_price)
        AND substring(ticker, -15, 6) = '260707') AS dropped_invalid_same_day_quotes
FROM global_markets.cache_options_quotes
WHERE ticker >= 'O:SPY26' AND ticker < 'O:SPY27'
  AND sip_timestamp >= '2026-07-07 13:30:00' AND sip_timestamp < '2026-07-07 20:00:00'
HAVING pocket_atm_updates_k > 0 AND midday_atm_updates_k > 0

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