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 2026-10-17, from SPCX: SpaceX Stock Price Decline From Peak.
| session_date | session_label | opt_spread_bps | avg_size | dropped_invalid | quotes |
|---|---|---|---|---|---|
| 2026-10-12 | Oct 12 | 1500.54 | 209 | 14265 | 93359002 |
| 2026-10-13 | Oct 13 | 1585.01 | 210 | 9291 | 95434948 |
| 2026-10-14 | Oct 14 | 1925.56 | 235 | 11585 | 103435679 |
| 2026-10-15 | Oct 15 | 1902.27 | 229 | 22234 | 121734295 |
| 2026-10-16 | Oct 16 | 1831.35 | 211 | 11946 | 121519218 |
- Rows × columns
- 5 × 6
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
session_date |
date | 2026-10-12 to 2026-10-16 | |
session_label |
text | 5 distinct values (Oct 12, Oct 13, Oct 14…) | |
opt_spread_bps |
number | 1,500.54 to 1,925.56 | |
avg_size |
number | 209 to 235 | |
dropped_invalid |
number | 9,291 to 22,234 | |
quotes |
number | 93,359,002 to 121,734,295 |
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.
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.
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
Travaillez ces données dans votre assistant IA
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