{"slug":"tesla-bitcoin-purchase-2021","qid":"options_feb8","label":"TSLA options on February 8, 2021 vs the prior 20 sessions: contracts and put/call mix","post_title":"Tesla's Bitcoin 10-K: Feb 8, 2021 on the Tape","post_url":"/blog/tesla-bitcoin-purchase-2021#q-options_feb8","columns":["event_contracts_m","prior_avg_contracts_m","volume_multiple","baseline_sessions","event_put_call","baseline_put_call","callward_shift"],"rows":[{"event_contracts_m":0.85,"prior_avg_contracts_m":1.09,"volume_multiple":0.78,"baseline_sessions":20,"event_put_call":0.52,"baseline_put_call":0.7,"callward_shift":0.18}],"shape":"scalar","sql":"WITH daily AS (\n    SELECT\n        toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session,\n        toFloat64(sum(size)) AS contracts,\n        toFloat64(sumIf(size, option_type = 'P')) AS put_contracts,\n        toFloat64(sumIf(size, option_type = 'C')) AS call_contracts\n    FROM global_markets.options_trades\n    WHERE ticker LIKE 'O:TSLA2%'\n      AND sip_timestamp >= toDateTime('2021-01-08 00:00:00') AND sip_timestamp < toDateTime('2021-02-09 01:00:00')\n    GROUP BY session\n)\nSELECT\n    round(maxIf(contracts, session = toDate('2021-02-08')) / 1e6, 2) AS event_contracts_m,\n    round(avgIf(contracts, session < toDate('2021-02-08')) / 1e6, 2) AS prior_avg_contracts_m,\n    round(maxIf(contracts, session = toDate('2021-02-08')) / avgIf(contracts, session < toDate('2021-02-08')), 2) AS volume_multiple,\n    countIf(session < toDate('2021-02-08')) AS baseline_sessions,\n    round(maxIf(put_contracts, session = toDate('2021-02-08')) / maxIf(call_contracts, session = toDate('2021-02-08')), 2) AS event_put_call,\n    round(sumIf(put_contracts, session < toDate('2021-02-08')) / sumIf(call_contracts, session < toDate('2021-02-08')), 2) AS baseline_put_call,\n    round(sumIf(put_contracts, session < toDate('2021-02-08')) / sumIf(call_contracts, session < toDate('2021-02-08')) - maxIf(put_contracts, session = toDate('2021-02-08')) / maxIf(call_contracts, session = toDate('2021-02-08')), 2) AS callward_shift\nFROM daily\nHAVING countIf(session = toDate('2021-02-08')) > 0 AND countIf(session < toDate('2021-02-08')) > 0","computed_at":"2026-07-26T06:14:47.604860+00:00","elapsed":0.990237334}