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
Làm việc với dữ liệu này trong trợ lý AI của bạn
Mở ra sẵn sàng truy vấn, với dữ liệu của trang này. Miễn phí, không cần tài khoản.