one_lot_share

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 2026-09-17, from the-390-rule-in-options-trading.

Rows × columns

6 × 4

Computed

2026-09-17

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

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 2026-09-17, and the query below is what returned them.

SELECT
    underlying_symbol                                AS symbol,
    round(100 * countIf(size = 1) / count(), 1)      AS one_lot_pct,
    round(100 * countIf(size <= 5) / count(), 1)     AS five_or_fewer_pct,
    count()                                          AS trade_count
FROM global_markets.options_trades
WHERE underlying_symbol IN ('SPY', 'QQQ', 'AAPL', 'NVDA', 'TSLA', 'AMZN')
  AND sip_timestamp >= toDateTime('2026-09-10 13:30:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-09-10 20:30:00', 'UTC')
GROUP BY symbol
ORDER BY one_lot_pct DESC