SPY same-day (0DTE) options: contracts by strike distance from the closing price

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH (
    SELECT toFloat64(argMax(close, window_start))
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY' AND window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
) AS spy_close
SELECT
    multiIf(dist < -2, 'Strike >2% below close',
            dist < -0.5, 'Strike 0.5-2% below',
            dist <= 0.5, 'Strike within 0.5%',
            dist <= 2, 'Strike 0.5-2% above',
            'Strike >2% above close') AS strike_bucket,
    round(toFloat64(sumIf(size, option_type = 'C')) / 1e3, 1) AS call_contracts_k,
    round(toFloat64(sumIf(size, option_type = 'P')) / 1e3, 1) AS put_contracts_k,
    round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_share_pct
FROM (
    SELECT option_type, size, (toFloat64(strike_price) / spy_close - 1) * 100 AS dist
    FROM global_markets.options_trades
    WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
      AND underlying_symbol = 'SPY'
      AND substring(ticker, length(ticker) - 14, 6) = '260709'
)
GROUP BY strike_bucket
ORDER BY min(dist)