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.
| ticker | distinct_contracts | option_volume_millions |
|---|---|---|
| SPY | 11808 | 43.7 |
| VOO | 1485 | 0.1 |
| SPLG | 0 | 0 |
- Rows × columns
- 3 × 3
- 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 |
|---|---|---|---|
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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