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The ten busiest option contracts of July 6, 2026

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 2026-08-12, from Options Volume vs. Open Interest, Explained.

as of table 10×5read in context →
The ten busiest option contracts of July 6, 2026 — 10 rows by 5 columns, computed from US exchange, SIP and OPRA data.
contractcontracts_tradedtradesall_ten_expire_july_6all_ten_spy_or_qqq
SPY $751 call, expires 2026-07-06108229712810711
SPY $750 put, expires 2026-07-0698639210673111
SPY $752 call, expires 2026-07-069110358770811
SPY $750 call, expires 2026-07-0673955511637711
SPY $751 put, expires 2026-07-067351998150711
SPY $749 put, expires 2026-07-066274477456111
SPY $753 call, expires 2026-07-065877853030111
QQQ $725 call, expires 2026-07-065200387536711
SPY $748 put, expires 2026-07-064573514812211
QQQ $724 call, expires 2026-07-064241046698211
Rows × columns
10 × 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 The ten busiest option contracts of July 6, 2026, derived from the stored result.
ColumnTypeRangeNotes
contract text 10 distinct values
contracts_traded number 424,104 to 1,082,297 count
trades number 30,301 to 128,107 count
all_ten_expire_july_6 number every row is 1
all_ten_spy_or_qqq number every row is 1

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
    contract,
    contracts_traded,
    trades,
    toUInt8(min(expires_july_6) OVER ()) AS all_ten_expire_july_6,
    toUInt8(min(root_is_spy_or_qqq) OVER ()) AS all_ten_spy_or_qqq
FROM (
    SELECT
        concat(substring(ticker, 3, length(ticker) - 17), ' $',
               toString(round(toFloat64(toUInt32OrZero(substring(ticker, length(ticker) - 7, 8))) / 1000, 2)),
               if(substring(ticker, length(ticker) - 8, 1) = 'P', ' put', ' call'),
               ', expires 20', substring(ticker, length(ticker) - 14, 2), '-', substring(ticker, length(ticker) - 12, 2), '-', substring(ticker, length(ticker) - 10, 2)) AS contract,
        toUInt64(sum(volume)) AS contracts_traded,
        toUInt64(sum(transactions)) AS trades,
        substring(ticker, length(ticker) - 14, 6) = '260706' AS expires_july_6,
        substring(ticker, 3, length(ticker) - 17) IN ('SPY', 'QQQ') AS root_is_spy_or_qqq
    FROM global_markets.options_minute_aggs
    WHERE window_start >= '2026-07-06 00:00:00' AND window_start < '2026-07-07 00:00:00'
      AND match(substring(ticker, 3, length(ticker) - 17), '^[A-Z]+$')
      AND substring(ticker, 3, length(ticker) - 17) NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY contracts_traded DESC, ticker ASC
    LIMIT 10
)
ORDER BY contracts_traded DESC, contract ASC

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More from this analysisOptions Volume vs. Open Interest, Explained
Top 10 underlying roots by contracts traded, July 6, 2026 table 10×5 July 6, 2026 volume by time to expiration: the tape is short-dated, the listed universe is not table 5×5 Volume accumulates live: July 6, 2026 in half-hour buckets (ET), with a running total series 14×3 Ten sessions of one long-dated contract: the SPY $620 put expiring 2026-12-18 series 10×3 One day of the US options tape: Monday, July 6, 2026 scalar 1×8 Total payout to option holders at each candidate settlement price, SPY July 17 2026 table 36×2 See all 2,170 queries →