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.
| contract | is_put | first_price | last_price | multiple | contracts_for_a_thousand | bought_end_value_usd | sold_net_loss_usd | trades |
|---|---|---|---|---|---|---|---|---|
| O:NVDA260629P00200000 | 1 | 0.01 | 4.95 | 495 | 1000 | 495000 | 494000 | 4650 |
| O:AAPL260724P00240000 | 1 | 0.01 | 0.34 | 34 | 1000 | 34000 | 33000 | 119 |
| O:MU260710P00100000 | 1 | 0.05 | 1 | 20 | 200 | 20000 | 19000 | 81 |
| O:TSLA260610P00397500 | 1 | 1.28 | 15.95 | 12.5 | 7 | 11165 | 11461 | 10801 |
| O:QQQ260610P00707000 | 1 | 1.26 | 14.74 | 11.7 | 7 | 10318 | 10698 | 14669 |
- Rows × columns
- 5 × 9
- 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 |
|---|---|---|---|
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.
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 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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