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The five biggest first-print-to-last-print multiples of June, priced from both chairs (six liquid roots, 50+ trades)

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 The Best and Worst Thousand Dollars of June 2026.

as of table 5×9read in context →
The five biggest first-print-to-last-print multiples of June, priced from both chairs (six liquid roots, 50+ trades) — 5 rows by 9 columns, computed from US exchange, SIP and OPRA data.
contractis_putfirst_pricelast_pricemultiplecontracts_for_a_thousandbought_end_value_usdsold_net_loss_usdtrades
O:NVDA260629P0020000010.014.9549510004950004940004650
O:AAPL260724P0024000010.010.343410003400033000119
O:MU260710P0010000010.05120200200001900081
O:TSLA260610P0039750011.2815.9512.57111651146110801
O:QQQ260610P0070700011.2614.7411.77103181069814669
Rows × columns
5 × 9
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 The five biggest first-print-to-last-print multiples of June, priced from both chairs (six liquid roots, 50+ trades), derived from the stored result.
ColumnTypeRangeNotes
contract text 5 distinct values
is_put number every row is 1
first_price number 0.01 to 1.28 US dollars
last_price number 0.34 to 15.95 US dollars
multiple number 11.7 to 495
contracts_for_a_thousand number 7 to 1,000 count
bought_end_value_usd number 10,318 to 495,000 US dollars
sold_net_loss_usd number 10,698 to 494,000 US dollars
trades number 81 to 14,669 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.

the exact SQL behind every number 
SELECT ticker AS contract,
    substring(ticker, -9, 1) = 'P' AS is_put,
    round(first_px, 2) AS first_price,
    round(last_px, 2) AS last_price,
    round(last_px / first_px, 1) AS multiple,
    toUInt32(floor(1000 / (first_px * 100))) AS contracts_for_a_thousand,
    round(floor(1000 / (first_px * 100)) * last_px * 100, 0) AS bought_end_value_usd,
    round(1000 * (last_px / first_px) - 1000, 0) AS sold_net_loss_usd,
    trades
FROM (
    SELECT ticker,
        toFloat64(argMin(price, (sip_timestamp, price))) AS first_px,
        toFloat64(argMax(price, (sip_timestamp, price))) AS last_px,
        count() AS trades
    FROM global_markets.options_trades
    WHERE ((startsWith(ticker, 'O:MU') AND length(ticker) = 19) OR (startsWith(ticker, 'O:NVDA') AND length(ticker) = 21) OR (startsWith(ticker, 'O:TSLA') AND length(ticker) = 21) OR (startsWith(ticker, 'O:SPY') AND length(ticker) = 20) OR (startsWith(ticker, 'O:QQQ') AND length(ticker) = 20) OR (startsWith(ticker, 'O:AAPL') AND length(ticker) = 21))
      AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
    GROUP BY ticker
    HAVING count() >= 50 AND argMin(price, (sip_timestamp, price)) > 0
)
ORDER BY multiple DESC, contract ASC
LIMIT 5

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More from this analysisThe Best and Worst Thousand Dollars of June 2026
The loss pile by root: contracts down 90%+ from first print, share of the pile, and each root's ten-baggers table 6×6 → Calibration: every month of 2026 computed identically, SPY and NVDA, open-to-close and range table 6×6 → The ride, session by session: daily turnover, last price, and the thousand-dollar position's mark series 10×6 → The most expensive ticket to zero: the priciest contract that ended at two cents or less scalar 1×5 → The entry receipt: the winner's first print, its second, and every penny print of its June life (one row) scalar 1×11 → The full distribution: for every jackpot, thousands of near-total losses (put/call split included) scalar 1×10 → See all 2,170 queries →