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Where the contracts landed: call and put volume by strike bucket

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.

as of table 19×5read in context →
Where the contracts landed: call and put volume by strike bucket — 19 rows by 5 columns, computed from US exchange, SIP and OPRA data.
strike_bucketcall_contractsput_contractsput_share_pctpct_of_biggest_bucket
$0582111468320.10.2
$25508345839900.1
$50197306530176.80.2
$75291869515376.50.3
$10062553383988861.1
$1257409640458584.51.2
$150201297152097688.34.4
$1753055475703173069.725.6
$200265111171285619232.7100
$22580225245354176.321.7
$2502014503588342.85.3
$275382647264556.51
$30062945653900.81.6
$3257841432173.90.2
$35014406928271.90.4
$3753697818044.70.1
$4001102925780.50.3
$42524811460.20.1
$45012003917591.40.3
Rows × columns
19 × 5
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 Where the contracts landed: call and put volume by strike bucket, derived from the stored result.
ColumnTypeRangeNotes
strike_bucket text 19 distinct values ($0, $100, $125…)
call_contracts number 5,083 to 26,511,117 count
put_contracts number 46 to 12,856,192 count
put_share_pct number 0.2 to 90 percent
pct_of_biggest_bucket number 0.1 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.

the exact SQL behind every number 
SELECT
    concat('$', toString(toUInt32(bucket))) AS strike_bucket,
    call_contracts,
    put_contracts,
    round(100.0 * put_contracts / (call_contracts + put_contracts), 1) AS put_share_pct,
    round(100 * (call_contracts + put_contracts) / max(call_contracts + put_contracts) OVER (), 1) AS pct_of_biggest_bucket
FROM (
    SELECT
        least(floor(toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000 / 25) * 25, 450) AS bucket,
        toUInt64(sumIf(size, substring(ticker, 13, 1) = 'C')) AS call_contracts,
        toUInt64(sumIf(size, substring(ticker, 13, 1) = 'P')) AS put_contracts
    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 bucket
)
ORDER BY toUInt32OrZero(substring(strike_bucket, 2))

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More from this analysisNVDA: NVIDIA's Full June 2026, Tick by Tick
The spread by session: regular-hours median and time-weighted average (bps) series 21×5 → The 21 sessions: regular-hours close, close-over-close change, full-day volume series 21×5 → Options session by session: contracts, the call/put split, and the put/call ratio series 21×7 → FINRA off-exchange short volume by session: marked-short share and reported volume series 20×4 → The whole US tape ranked by June 2026 regular-hours dollar volume ranking 12×4 → The trailing six months, recomputed live: turnover, shares, and month return ranking 6×4 → See all 2,170 queries →