Options tape: contracts, call share, same-day share vs Wednesday, 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 30, 2026, The Day in Numbers.
option prints m
10.93
contracts m
67.06
jul29 contracts m
66.84
call pct of volume
54.6
pct 0dte
25.3
jul29 pct 0dte
33.1
spy regular close
741.73
top spy strike
740
top spy type
C
top spy contracts m
0.56
top spy is 0dte
1
top spy strike minus close
-1.73
- 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 10.93 | |
contracts_m |
number | every row is 67.06 | count |
jul29_contracts_m |
number | every row is 66.84 | count |
call_pct_of_volume |
number | every row is 54.6 | percent |
pct_0dte |
number | every row is 25.3 | percent |
jul29_pct_0dte |
number | every row is 33.1 | percent |
spy_regular_close |
number | every row is 741.73 | 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 0.56 | count |
top_spy_is_0dte |
number | every row is 1 | |
top_spy_strike_minus_close |
number | every row is -1.73 | 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) = '260730', 1, 0) AS is_0dte
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00'
) AS spy_regular_close,
(
SELECT round(toFloat64(sum(size)) / 1e6, 2)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'
) AS jul29_contracts_m,
(
SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260729') / sum(size), 1)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'
) AS jul29_pct_0dte
SELECT
round(count() / 1e6, 2) AS option_prints_m,
round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
jul29_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) = '260730') / sum(size), 1) AS pct_0dte,
jul29_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 >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00'
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