Options tape: prints, contracts, call %, 0DTE share vs Tuesday, top contract
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 8, 2026, The Day in Numbers.
option prints m
10.44
contracts m
63.26
jul7 contracts m
61.13
call pct of volume
55.4
pct 0dte
38.7
jul7 pct 0dte
31.2
spy regular close
745.31
top1 und
SPY
top1 strike
745
top1 type
C
top1 contracts
677,981
top1 avg px
0.875
top1 is 0dte
1
top1 moneyness
-0.31
- Rows × columns
- 1 × 14
- 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 10.44 | |
contracts_m |
number | every row is 63.26 | count |
jul7_contracts_m |
number | every row is 61.13 | count |
call_pct_of_volume |
number | every row is 55.4 | percent |
pct_0dte |
number | every row is 38.7 | percent |
jul7_pct_0dte |
number | every row is 31.2 | percent |
spy_regular_close |
number | every row is 745.31 | US dollars |
top1_und |
text | 1 distinct value (SPY) | |
top1_strike |
number | every row is 745 | US dollars |
top1_type |
text | 1 distinct value (C) | |
top1_contracts |
number | every row is 677,981 | count |
top1_avg_px |
number | every row is 0.875 | |
top1_is_0dte |
number | every row is 1 | |
top1_moneyness |
number | every row is -0.31 |
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 (groupArray(und), groupArray(strike), groupArray(typ), groupArray(vol), groupArray(avg_px), groupArray(is_0dte))
FROM (
SELECT any(underlying_symbol) AS und, any(toFloat64(strike_price)) AS strike, any(option_type) AS typ,
sum(size) AS vol, round(avg(toFloat64(price)), 3) AS avg_px,
if(substring(ticker, length(ticker) - 14, 6) = '260708', 1, 0) AS is_0dte
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'
GROUP BY ticker
ORDER BY vol DESC
LIMIT 2
)
) AS top2,
(
SELECT round(toFloat64(argMax(close, window_start)), 2)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00'
) AS spy_regular_close,
(
SELECT round(toFloat64(sum(size)) / 1e6, 2)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-07 00:00:00' AND sip_timestamp < '2026-07-08 00:00:00'
) AS jul7_contracts_m,
(
SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260707') / sum(size), 1)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-07 00:00:00' AND sip_timestamp < '2026-07-08 00:00:00'
) AS jul7_pct_0dte
SELECT
round(count() / 1e6, 2) AS option_prints_m,
round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
jul7_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) = '260708') / sum(size), 1) AS pct_0dte,
jul7_pct_0dte,
spy_regular_close,
top2.1[1] AS top1_und, top2.2[1] AS top1_strike, top2.3[1] AS top1_type, top2.4[1] AS top1_contracts, top2.5[1] AS top1_avg_px, top2.6[1] AS top1_is_0dte,
round(toFloat64(top2.2[1]) - spy_regular_close, 2) AS top1_moneyness
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'
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