STRASMORE/EXPLORE 2,648 QUERIES

options_market

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 2026-09-26, from spy-vs-voo-vs-splg.

as of ranking 3×3read in context →
options_market — 3 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickerdistinct_contractsoption_volume_millions
SPY1180843.7
VOO14850.1
SPLG00
Rows × columns
3 × 3
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_market, derived from the stored result.
ColumnTypeRangeNotes
ticker text 3 distinct values (SPLG, SPY, VOO)
distinct_contracts number 0 to 11,808 count
option_volume_millions number 0 to 43.7 count

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
    f.fund                                   AS ticker,
    toUInt32(ifNull(o.contracts, 0))         AS distinct_contracts,
    round(ifNull(o.opt_volume, 0) / 1e6, 1)  AS option_volume_millions
FROM
(
    SELECT arrayJoin(['SPY', 'VOO', 'SPLG']) AS fund
) AS f
LEFT JOIN
(
    SELECT
        underlying_symbol,
        countDistinct(ticker) AS contracts,
        sum(volume)           AS opt_volume
    FROM global_markets.options_greeks
    WHERE underlying_symbol IN ('SPY', 'VOO', 'SPLG')
      AND date >= '2026-09-01'
      AND date <  '2026-09-19'
      AND volume > 0
    GROUP BY underlying_symbol
) AS o ON o.underlying_symbol = f.fund
ORDER BY option_volume_millions DESC
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