STRASMORE/EXPLORE 2,170 QUERIES

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 2026-07-27, from SPCX: SpaceX's First Month on the Public Market.

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
$0125225994.80.1
$257822452596.90.8
$507184164098.31.3
$75242311069697.93.4
$1001102930240496.59.5
$1257413393466392.730.5
$1501485542181785955100
$175137647390442139.769
$200114930439297025.546.7
$225493852358186.816
$25037893663351.611.7
$27517469712110.75.3
$30035506249081.410.9
$325810236140.82.5
$3505514112932.31.7
$375971933310.33
$400268091050.40.8
$42587362512.80.3
$450422282140.51.3
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 125 to 1,485,542 count
put_contracts number 105 to 1,817,859 count
put_share_pct number 0.3 to 98.3 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:SPCX') AND length(ticker) = 21
      AND sip_timestamp >= toDateTime64('2026-06-12 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))

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisSPCX: SpaceX's First Month on the Public Market
Every SpaceX 8-K filed in June 2026, with the opening lines of each table 6×3 → June 30 anchors: a mega-cap, SPCX, and a thin small-cap, same session, same math table 3×6 → Day one by half hour: quote updates and the median spread finding its level ranking 13×4 → Symbol-reuse receipt: thirteen months of SPCX minute bars, May 2026 is absent entirely series 12×5 → The seasoning curve: regular-hours spread by session, per-update and time-weighted series 12×8 → FINRA off-exchange short volume by session: marked-short share and reported volume series 12×4 → See all 2,170 queries →