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.
- Rows × columns
- 1 × 4
- 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 |
|---|---|---|---|
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 ($450 call, expiry 2026-07-17) |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH
(
SELECT concat('$', 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)
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.