Options tape: contracts, call share, same-day share vs Friday, busiest SPY 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 2026-08-01, from Market Recap: July 27, 2026, The Day in Numbers.
option prints m
11.07
contracts m
64.69
jul24 contracts m
71.14
call pct of volume
55.1
pct 0dte
39.3
jul24 pct 0dte
49
spy regular close
739.02
top spy strike
740
top spy type
C
top spy contracts m
0.59
top spy is 0dte
1
top spy strike minus close
0.98
- Rows × columns
- 1 × 12
- 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 11.07 | |
contracts_m |
number | every row is 64.69 | count |
jul24_contracts_m |
number | every row is 71.14 | count |
call_pct_of_volume |
number | every row is 55.1 | percent |
pct_0dte |
number | every row is 39.3 | percent |
jul24_pct_0dte |
number | every row is 49 | percent |
spy_regular_close |
number | every row is 739.02 | US dollars |
top_spy_strike |
number | every row is 740 | US dollars |
top_spy_type |
text | 1 distinct value (C) | |
top_spy_contracts_m |
number | every row is 0.59 | count |
top_spy_is_0dte |
number | every row is 1 | |
top_spy_strike_minus_close |
number | every row is 0.98 | 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 (strike, typ, vol_m, is_0dte)
FROM (
SELECT toFloat64(any(strike_price)) AS strike, any(option_type) AS typ,
round(toFloat64(sum(size)) / 1e6, 2) AS vol_m,
if(substring(ticker, length(ticker) - 14, 6) = '260727', 1, 0) AS is_0dte
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
AND underlying_symbol = 'SPY'
GROUP BY ticker
ORDER BY vol_m DESC, strike ASC
LIMIT 1
)
) AS top_spy,
(
SELECT round(toFloat64(argMax(close, window_start)), 2)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'
) AS spy_regular_close,
(
SELECT round(toFloat64(sum(size)) / 1e6, 2)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-25 00:00:00'
) AS jul24_contracts_m,
(
SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260724') / sum(size), 1)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-25 00:00:00'
) AS jul24_pct_0dte
SELECT
round(count() / 1e6, 2) AS option_prints_m,
round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
jul24_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) = '260727') / sum(size), 1) AS pct_0dte,
jul24_pct_0dte,
spy_regular_close,
top_spy.1 AS top_spy_strike,
top_spy.2 AS top_spy_type,
top_spy.3 AS top_spy_contracts_m,
top_spy.4 AS top_spy_is_0dte,
round(top_spy.1 - spy_regular_close, 2) AS top_spy_strike_minus_close
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
Run your own version of this
The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.
More from this analysisMarket Recap: July 27, 2026, The Day in Numbers
Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure
scalar 1×7
→
July 28 through 31 on the calendar: closures, ex-dividends, splits, the Friday expiry, and the short-interest lag
scalar 1×6
→
Ex-dividends, splits, listings, news, and the July 27 SEC filing mix
scalar 1×14
→
SPY day move in trailing context (open-to-close, June 26 through July 27)
scalar 1×4
→
SPY's median spread ranked against every July session through the 27th, tightest first
scalar 1×4
→
Stocks NBBO update count: July 27 vs July 24, with named-ticker updates (millions)
scalar 1×6
→
See all 2,170 queries →