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Options quote spread and size at the touch, the sessions on file in the past week and a half

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 2026-08-20, from SPCX: SpaceX Stock Price Decline From Peak.

as of series 4×6read in context →
Options quote spread and size at the touch, the sessions on file in the past week and a half — 4 rows by 6 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelopt_spread_bpsavg_sizedropped_invalidquotes
2026-08-12Aug 121046.982378095110746231
2026-08-13Aug 131030.322216809119772601
2026-08-14Aug 141209.452198130103707347
2026-08-17Aug 171060.922297245110492463
Rows × columns
4 × 6
Period covered
to
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 Options quote spread and size at the touch, the sessions on file in the past week and a half, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-08-12 to 2026-08-17
session_label text 4 distinct values (Aug 12, Aug 13, Aug 14…)
opt_spread_bps number 1,030.32 to 1,209.45
avg_size number 219 to 237
dropped_invalid number 6,809 to 8,130
quotes number 103,707,347 to 119,772,601

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
    toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session_date,
    formatDateTime(toDate(toTimeZone(sip_timestamp, 'America/New_York')), '%b %e') AS session_label,
    round(avgIf((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price > bid_price), 2) AS opt_spread_bps,
    round(avgIf((toFloat64(ask_size) + toFloat64(bid_size)) / 2, bid_price > 0 AND ask_price > bid_price), 0) AS avg_size,
    countIf(NOT (bid_price > 0 AND ask_price > bid_price)) AS dropped_invalid,
    count() AS quotes
FROM global_markets.cache_options_quotes
WHERE ticker LIKE 'O:SPCX%'
  AND sip_timestamp >= now() - INTERVAL 8 DAY AND sip_timestamp < now()
  AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY session_date, session_label
HAVING countIf(bid_price > 0 AND ask_price > bid_price) > 0
ORDER BY session_date

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