{"slug":"market-recap-2026-07-28","qid":"baseline_options_flow","label":"Options tape: contracts, call share, same-day share vs Monday, busiest SPY contract","post_title":"Market Recap: July 28, 2026, The Day in Numbers","post_url":"/blog/market-recap-2026-07-28#q-baseline_options_flow","columns":["option_prints_m","contracts_m","jul27_contracts_m","call_pct_of_volume","pct_0dte","jul27_pct_0dte","spy_regular_close","top_spy_strike","top_spy_type","top_spy_contracts_m","top_spy_is_0dte","top_spy_strike_minus_close"],"rows":[{"option_prints_m":10.07,"contracts_m":59.28,"jul27_contracts_m":64.69,"call_pct_of_volume":55,"pct_0dte":29,"jul27_pct_0dte":39.3,"spy_regular_close":740.76,"top_spy_strike":742,"top_spy_type":"C","top_spy_contracts_m":0.72,"top_spy_is_0dte":1,"top_spy_strike_minus_close":1.24}],"shape":"scalar","sql":"WITH\n    (\n        SELECT (strike, typ, vol_m, is_0dte)\n        FROM (\n            SELECT toFloat64(any(strike_price)) AS strike, any(option_type) AS typ,\n                   round(toFloat64(sum(size)) / 1e6, 2) AS vol_m,\n                   if(substring(ticker, length(ticker) - 14, 6) = '260728', 1, 0) AS is_0dte\n            FROM global_markets.options_trades\n            WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'\n              AND underlying_symbol = 'SPY'\n            GROUP BY ticker\n            ORDER BY vol_m DESC, strike ASC\n            LIMIT 1\n        )\n    ) AS top_spy,\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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00'\n    ) AS spy_regular_close,\n    (\n        SELECT round(toFloat64(sum(size)) / 1e6, 2)\n        FROM global_markets.options_trades\n        WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'\n    ) AS jul27_contracts_m,\n    (\n        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260727') / sum(size), 1)\n        FROM global_markets.options_trades\n        WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'\n    ) AS jul27_pct_0dte\nSELECT\n    round(count() / 1e6, 2) AS option_prints_m,\n    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,\n    jul27_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) = '260728') / sum(size), 1) AS pct_0dte,\n    jul27_pct_0dte,\n    spy_regular_close,\n    top_spy.1 AS top_spy_strike,\n    top_spy.2 AS top_spy_type,\n    top_spy.3 AS top_spy_contracts_m,\n    top_spy.4 AS top_spy_is_0dte,\n    round(top_spy.1 - spy_regular_close, 2) AS top_spy_strike_minus_close\nFROM global_markets.options_trades\nWHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'","computed_at":"2026-08-01T23:43:56.629801+00:00","elapsed":5.663283}