STRASMORE/EXPLORE 2,170 QUERIES

MU's options market in one row: totals, expiries, the put/call split

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 2026-07-13, from MU: The Biggest Tape of June 2026.

as of scalar 1×7read in context →
prints m
4.69
distinct contracts
11,789
contracts traded m
16.76
premium notional busd
77.13
month put call ratio
0.99
expiries traded
23
busiest strike usd
1,200
Rows × columns
1 × 7
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 MU's options market in one row: totals, expiries, the put/call split, derived from the stored result.
ColumnTypeRangeNotes
prints_m number every row is 4.69
distinct_contracts number every row is 11,789 count
contracts_traded_m number every row is 16.76 count
premium_notional_busd number every row is 77.13 US dollars
month_put_call_ratio number every row is 0.99 ratio or rate
expiries_traded number every row is 23
busiest_strike_usd number every row is 1,200 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 
SELECT
    round(count() / 1e6, 2) AS prints_m,
    uniqExact(ticker) AS distinct_contracts,
    round(sum(size) / 1e6, 2) AS contracts_traded_m,
    round(sum(toFloat64(price) * size) * 100 / 1e9, 2) AS premium_notional_busd,
    round(toFloat64(sumIf(size, substring(ticker, 11, 1) = 'P')) / toFloat64(sumIf(size, substring(ticker, 11, 1) = 'C')), 2) AS month_put_call_ratio,
    uniqExact(substring(ticker, 5, 6)) AS expiries_traded,
    round(intDiv(toUInt32OrZero(substring(argMax(ticker, sz), 12, 8)), 1000), 0) AS busiest_strike_usd
FROM (
    SELECT ticker, price, size, sum(size) OVER (PARTITION BY ticker) AS sz
    FROM global_markets.options_trades
    WHERE startsWith(ticker, 'O:MU') AND length(ticker) = 19
      AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
)

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 analysisMU: The Biggest Tape of June 2026
The whole MU tape in one row: prints, print sizes, and the quote census scalar 1×9 → The June settlement pair: mid-month and month-end short interest scalar 1×6 → The rank receipt: MU's place, its lead over the next name, and the basis scalar 1×3 → Month-end price of movement: the last at-the-money straddle of June scalar 1×7 → June's MU-tagged articles: volume, the top publisher's share, co-tags scalar 1×7 → MU's June on one row: open, close, extremes, turnover, and their receipts scalar 1×12 → See all 2,170 queries →