Options contracts, same-day share, and call share by session, July 20-24
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 2026-08-12, from Market Recap: Week of July 20, 2026.
| date | contracts_m | pct_0dte | pct_call | pct_expiring_jul24 |
|---|---|---|---|---|
| 2026-07-20 | 64 | 40.2 | 55.3 | 15.1 |
| 2026-07-21 | 57.3 | 29.5 | 53.9 | 17 |
| 2026-07-22 | 55.8 | 36.1 | 56.4 | 19.9 |
| 2026-07-23 | 66.2 | 26.4 | 53.4 | 26.4 |
| 2026-07-24 | 71.1 | 49 | 53.5 | 49 |
- Rows × columns
- 5 × 5
- Period covered
- to
- 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 |
|---|---|---|---|
date |
date | 2026-07-20 to 2026-07-24 | |
contracts_m |
number | 55.8 to 71.1 | count |
pct_0dte |
number | 26.4 to 49 | percent |
pct_call |
number | 53.4 to 56.4 | percent |
pct_expiring_jul24 |
number | 15.1 to 49 | percent |
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.
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.
SELECT toString(toDate(sip_timestamp)) AS date,
round(toFloat64(sum(size)) / 1e6, 1) AS contracts_m,
round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = formatDateTime(toDate(sip_timestamp), '%y%m%d')) / sum(size), 1) AS pct_0dte,
round(100.0 * sumIf(size, substring(ticker, length(ticker) - 8, 1) = 'C') / sum(size), 1) AS pct_call,
round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260724') / sum(size), 1) AS pct_expiring_jul24
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-20 00:00:00' AND sip_timestamp < '2026-07-25 00:00:00'
GROUP BY toDate(sip_timestamp)
ORDER BY toDate(sip_timestamp)
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