{"slug":"spcx-decline-from-peak","qid":"opt_quotes","label":"Options quote spread and size at the touch, the sessions on file in the past week and a half","post_title":"SPCX: SpaceX Stock Price Decline From Peak","post_url":"/blog/spcx-decline-from-peak#q-opt_quotes","columns":["session_date","session_label","opt_spread_bps","avg_size","dropped_invalid","quotes"],"rows":[{"session_date":"2026-08-12","session_label":"Aug 12","opt_spread_bps":1046.98,"avg_size":237,"dropped_invalid":8095,"quotes":110746231},{"session_date":"2026-08-13","session_label":"Aug 13","opt_spread_bps":1030.32,"avg_size":221,"dropped_invalid":6809,"quotes":119772601},{"session_date":"2026-08-14","session_label":"Aug 14","opt_spread_bps":1209.45,"avg_size":219,"dropped_invalid":8130,"quotes":103707347},{"session_date":"2026-08-17","session_label":"Aug 17","opt_spread_bps":1060.92,"avg_size":229,"dropped_invalid":7245,"quotes":110492463}],"shape":"series","sql":"SELECT\n    toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session_date,\n    formatDateTime(toDate(toTimeZone(sip_timestamp, 'America/New_York')), '%b %e') AS session_label,\n    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,\n    round(avgIf((toFloat64(ask_size) + toFloat64(bid_size)) / 2, bid_price > 0 AND ask_price > bid_price), 0) AS avg_size,\n    countIf(NOT (bid_price > 0 AND ask_price > bid_price)) AS dropped_invalid,\n    count() AS quotes\nFROM global_markets.cache_options_quotes\nWHERE ticker LIKE 'O:SPCX%'\n  AND sip_timestamp >= now() - INTERVAL 8 DAY AND sip_timestamp < now()\n  AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) BETWEEN 570 AND 959\nGROUP BY session_date, session_label\nHAVING countIf(bid_price > 0 AND ask_price > bid_price) > 0\nORDER BY session_date","computed_at":"2026-08-20T13:25:23.429626+00:00","elapsed":194.184405205}