Options session by session: contracts, the call/put split, and the put/call ratio
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 2026-07-26, from NVDA: NVIDIA's Full June 2026, Tick by Tick.
| session | prints | contracts_traded | call_contracts | put_contracts | put_call_ratio | pct_of_busiest_session |
|---|---|---|---|---|---|---|
| 2026-06-01 | 631565 | 4455405 | 3183140 | 1272265 | 0.4 | 84.1 |
| 2026-06-02 | 568652 | 3551497 | 2664355 | 887142 | 0.33 | 67 |
| 2026-06-03 | 418199 | 3201787 | 2296473 | 905314 | 0.39 | 60.4 |
| 2026-06-04 | 476304 | 3267233 | 2261056 | 1006177 | 0.45 | 61.7 |
| 2026-06-05 | 609603 | 5298529 | 3277723 | 2020806 | 0.62 | 100 |
| 2026-06-08 | 449537 | 3194748 | 2015291 | 1179457 | 0.59 | 60.3 |
| 2026-06-09 | 451094 | 3079719 | 1893901 | 1185818 | 0.63 | 58.1 |
| 2026-06-10 | 415816 | 2997532 | 1681805 | 1315727 | 0.78 | 56.6 |
| 2026-06-11 | 359377 | 2427932 | 1512700 | 915232 | 0.61 | 45.8 |
| 2026-06-12 | 371725 | 2859048 | 1777625 | 1081423 | 0.61 | 54 |
| 2026-06-15 | 466983 | 3400120 | 2269369 | 1130751 | 0.5 | 64.2 |
| 2026-06-16 | 263398 | 1779355 | 1092814 | 686541 | 0.63 | 33.6 |
| 2026-06-17 | 341759 | 2779717 | 1676548 | 1103169 | 0.66 | 52.5 |
| 2026-06-18 | 410410 | 3498315 | 2256313 | 1242002 | 0.55 | 66 |
| 2026-06-22 | 391027 | 2842638 | 1927360 | 915278 | 0.47 | 53.6 |
| 2026-06-23 | 329417 | 2130425 | 1267354 | 863071 | 0.68 | 40.2 |
| 2026-06-24 | 416546 | 3452333 | 1984985 | 1467348 | 0.74 | 65.2 |
| 2026-06-25 | 397451 | 2661094 | 1610145 | 1050949 | 0.65 | 50.2 |
| 2026-06-26 | 425699 | 2994426 | 1787945 | 1206481 | 0.67 | 56.5 |
| 2026-06-29 | 366976 | 2710564 | 1738075 | 972489 | 0.56 | 51.2 |
| 2026-06-30 | 341071 | 2052838 | 1405504 | 647334 | 0.46 | 38.7 |
- Rows × columns
- 21 × 7
- 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 |
|---|---|---|---|
session |
date | 2026-06-01 to 2026-06-30 | |
prints |
number | 263,398 to 631,565 | |
contracts_traded |
number | 1,779,355 to 5,298,529 | count |
call_contracts |
number | 1,092,814 to 3,277,723 | count |
put_contracts |
number | 647,334 to 2,020,806 | count |
put_call_ratio |
number | 0.33 to 0.78 | ratio or rate |
pct_of_busiest_session |
number | 33.6 to 100 | 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
toDate(sip_timestamp) AS session,
count() AS prints,
toUInt64(sum(size)) AS contracts_traded,
toUInt64(sumIf(size, substring(ticker, 13, 1) = 'C')) AS call_contracts,
toUInt64(sumIf(size, substring(ticker, 13, 1) = 'P')) AS put_contracts,
round(toFloat64(sumIf(size, substring(ticker, 13, 1) = 'P')) / toFloat64(sumIf(size, substring(ticker, 13, 1) = 'C')), 2) AS put_call_ratio,
round(100 * toFloat64(sum(size)) / max(toFloat64(sum(size))) OVER (), 1) AS pct_of_busiest_session
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:NVDA') AND length(ticker) = 21
AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
GROUP BY session
ORDER BY session
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