STRASMORE/EXPLORE 2,830 QUERIES

options_breadth

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 2026-09-30, from mass-cancel-and-purge-ports.

as of ranking 5×2read in context →
options_breadth — 5 rows by 2 columns, computed from US exchange, SIP and OPRA data.
underlying_symbolcontracts_traded
NVDA3628
MSFT1751
AAPL1680
KO433
PG289
Rows × columns
5 × 2
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for options_breadth, derived from the stored result.
ColumnTypeRangeNotes
underlying_symbol text 5 distinct values (AAPL, KO, MSFT…)
contracts_traded number 289 to 3,628 count

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
    underlying_symbol      AS underlying_symbol,
    uniqExact(ticker)      AS contracts_traded
FROM global_markets.options_trades
WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'KO', 'PG')
  AND sip_timestamp >= '2025-04-07 12:00:00'
  AND sip_timestamp <  '2025-04-07 21:00:00'
GROUP BY underlying_symbol
ORDER BY contracts_traded DESC
⌘/Ctrl + Enter

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