Latest session on file: the busiest SPCX option contracts by volume

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.

WITH latest_opt_session AS (
    SELECT max(toDate(toTimeZone(sip_timestamp, 'America/New_York'))) AS d
    FROM global_markets.options_trades
    WHERE ticker LIKE 'O:SPCX%'
      AND length(ticker) = 21
      AND sip_timestamp >= now() - INTERVAL 8 DAY AND sip_timestamp < now()
)
SELECT
    concat(toString(toUInt32OrZero(substring(ticker, 14, 8)) / 1000), '-strike ', if(substring(ticker, 13, 1) = 'C', 'call', 'put')) AS label,
    formatDateTime(toDate(concat('20', substring(ticker, 7, 2), '-', substring(ticker, 9, 2), '-', substring(ticker, 11, 2))), '%b %e, %Y') AS expiry_label,
    formatDateTime(max(toDate(toTimeZone(sip_timestamp, 'America/New_York'))), '%b %e, %Y') AS session_label,
    sum(size) AS volume,
    round(sum(toFloat64(size) * toFloat64(price)) / 1e6, 2) AS notional_m
FROM global_markets.options_trades
WHERE ticker LIKE 'O:SPCX%'
  AND length(ticker) = 21
  AND sip_timestamp >= now() - INTERVAL 8 DAY AND sip_timestamp < now()
  AND toDate(toTimeZone(sip_timestamp, 'America/New_York')) = (SELECT d FROM latest_opt_session)
GROUP BY label, expiry_label
ORDER BY volume DESC
LIMIT 10