Listed contracts per underlying on the most recent September 2026 session
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 2026-10-07, from One Clearinghouse, Many Options Exchanges.
| underlying | listed_contracts | contracts_traded | as_of_label |
|---|---|---|---|
| SPY | 5133 | 5133 | Sep 30, 2026 |
| MSFT | 2237 | 2237 | Sep 30, 2026 |
| NVDA | 2007 | 2007 | Sep 30, 2026 |
| AAPL | 1575 | 1575 | Sep 30, 2026 |
| KO | 378 | 378 | Sep 30, 2026 |
- Rows × columns
- 5 × 4
- 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 |
|---|---|---|---|
underlying |
text | 5 distinct values (AAPL, KO, MSFT…) | |
listed_contracts |
number | 378 to 5,133 | count |
contracts_traded |
number | 378 to 5,133 | count |
as_of_label |
text | 1 distinct value (Sep 30, 2026) |
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,
count() AS listed_contracts,
countIf(volume > 0) AS contracts_traded,
formatDateTime(any(date), '%b %e, %Y') AS as_of_label
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND date = (
SELECT max(date)
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
AND date <= '2026-09-30'
)
GROUP BY underlying
ORDER BY listed_contracts DESC
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