STRASMORE/EXPLORE 2,170 QUERIES

One day of the US options tape: Monday, 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 scalar 1×8read in context →
contracts m
60.6
trades m
10.5
distinct contracts
340,203
distinct roots
4,654
call contracts m
35.5
put contracts m
25.1
put call ratio
0.71
same day expiry pct
38.8
Rows × columns
1 × 8
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 One day of the US options tape: Monday, July 6, 2026, derived from the stored result.
ColumnTypeRangeNotes
contracts_m number every row is 60.6 count
trades_m number every row is 10.5 count
distinct_contracts number every row is 340,203 count
distinct_roots number every row is 4,654
call_contracts_m number every row is 35.5 count
put_contracts_m number every row is 25.1 count
put_call_ratio number every row is 0.71 ratio or rate
same_day_expiry_pct number every row is 38.8 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
    round(sum(volume) / 1e6, 1) AS contracts_m,
    round(sum(transactions) / 1e6, 1) AS trades_m,
    uniqExact(ticker) AS distinct_contracts,
    uniqExact(substring(ticker, 3, length(ticker) - 17)) AS distinct_roots,
    round(sumIf(volume, substring(ticker, length(ticker) - 8, 1) = 'C') / 1e6, 1) AS call_contracts_m,
    round(sumIf(volume, substring(ticker, length(ticker) - 8, 1) = 'P') / 1e6, 1) AS put_contracts_m,
    round(toFloat64(sumIf(volume, substring(ticker, length(ticker) - 8, 1) = 'P')) / toFloat64(sumIf(volume, substring(ticker, length(ticker) - 8, 1) = 'C')), 2) AS put_call_ratio,
    round(100 * toFloat64(sumIf(volume, substring(ticker, length(ticker) - 14, 6) = '260706')) / toFloat64(sum(volume)), 1) AS same_day_expiry_pct
FROM global_markets.options_minute_aggs
WHERE window_start >= '2026-07-06 00:00:00' AND window_start < '2026-07-07 00:00:00'

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More from this analysisOptions Volume vs. Open Interest, Explained
Volume accumulates live: July 6, 2026 in half-hour buckets (ET), with a running total series 14×3 → Top 10 underlying roots by contracts traded, July 6, 2026 table 10×5 → Ten sessions of one long-dated contract: the SPY $620 put expiring 2026-12-18 series 10×3 → The ten busiest option contracts of 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 → The closing-cross window (3:59-4:00 p.m. ET): dollar volume on witching day vs. a typical June 2026 session scalar 1×5 → See all 2,170 queries →