STRASMORE/EXPLORE 2,170 QUERIES

Options on the new entity, full week: contracts, put-call, busiest contract

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 2026-07-26, from SPCX: The Week It Went Underwater.

as of scalar 1×4read in context →
contracts traded m
3.14
week put call ratio
0.8
premium notional busd
1.71
busiest contract
$450 call, expiry 2026-07-17
Rows × columns
1 × 4
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 on the new entity, full week: contracts, put-call, busiest contract, derived from the stored result.
ColumnTypeRangeNotes
contracts_traded_m number every row is 3.14 count
week_put_call_ratio number every row is 0.8 ratio or rate
premium_notional_busd number every row is 1.71 US dollars
busiest_contract text 1 distinct value ($450 call, expiry 2026-07-17)

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 
WITH
    (
        SELECT concat('$', toString(round(toFloat64(toUInt32OrZero(substring(ticker, 14, 8))) / 1000, 2)),
               if(substring(ticker, 13, 1) = 'P', ' put', ' call'),
               ', expiry 20', substring(ticker, 7, 2), '-', substring(ticker, 9, 2), '-', substring(ticker, 11, 2))
        FROM global_markets.options_trades
        WHERE startsWith(ticker, 'O:SPCX') AND length(ticker) = 21
          AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 00:00:00', 9)
        GROUP BY ticker ORDER BY sum(size) DESC LIMIT 1
    ) AS busiest_name
SELECT
    round(sum(size) / 1e6, 2) AS contracts_traded_m,
    round(toFloat64(sumIf(size, substring(ticker, 13, 1) = 'P')) / toFloat64(sumIf(size, substring(ticker, 13, 1) = 'C')), 2) AS week_put_call_ratio,
    round(sum(toFloat64(price) * size) * 100 / 1e9, 2) AS premium_notional_busd,
    busiest_name AS busiest_contract
FROM global_markets.options_trades
WHERE startsWith(ticker, 'O:SPCX') AND length(ticker) = 21
  AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 00:00:00', 9)

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The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisSPCX: The Week It Went Underwater
Print-size anatomy and quote census: full week scalar 1×5 → SPCX, week of July 6, 2026: the slide, receipted scalar 1×14 → Rank receipt: the week's dollar volume against every other ticker scalar 1×3 → The week's news flow: counts, plus the three storyline receipts, quoted verbatim scalar 1×9 → The symbol's trading history by month: the gap and the new entity's arrival series 12×5 → The week's heaviest tickers by regular-hours dollar volume: where the newcomer now sits ranking 12×4 → See all 2,170 queries →