STRASMORE/EXPLORE 2,225 QUERIES

qqq_liquidity

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 2026-09-13, from ndx-vs-qqq-options.

as of scalar 1×7read in context →
symbol
QQQ
session pretty
Sep 10, 2026
atm iv pct
20.5
atm contracts
262
total contracts
4,804
total volume
2.26M
total volume pretty
2.26 million
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 qqq_liquidity, derived from the stored result.
ColumnTypeRangeNotes
symbol text 1 distinct value (QQQ)
session_pretty text 1 distinct value (Sep 10, 2026)
atm_iv_pct number every row is 20.5 percent
atm_contracts number every row is 262 count
total_contracts number every row is 4,804 count
total_volume number every row is 2,262,169 count
total_volume_pretty text 1 distinct value (2.26 million)

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
    underlying_symbol                                                         AS symbol,
    concat(formatDateTime(min(date), '%b'), ' ', toString(toDayOfMonth(min(date))), ', ', toString(toYear(min(date)))) AS session_pretty,
    round(avgIf(implied_volatility,
                iv_converged = 1
                AND days_to_expiry BETWEEN 20 AND 45
                AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02) * 100, 1) AS atm_iv_pct,
    countIf(iv_converged = 1
            AND days_to_expiry BETWEEN 20 AND 45
            AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02) AS atm_contracts,
    count()                                                                   AS total_contracts,
    sum(volume)                                                               AS total_volume,
    formatReadableQuantity(toFloat64(sum(volume)))                            AS total_volume_pretty
FROM global_markets.options_greeks
WHERE underlying_symbol = 'QQQ'
  AND volume > 0
  AND date = (
        SELECT max(date)
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'QQQ'
          AND date >= today() - 30
          AND volume > 0
      )
GROUP BY symbol
HAVING countIf(iv_converged = 1
               AND days_to_expiry BETWEEN 20 AND 45
               AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02) > 0

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