The full distribution: for every jackpot, thousands of near-total losses (put/call split included)
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.
contracts with 50 trades
30,951
put contracts
14,994
up 100x plus
1
up 10x plus
14
up 10x puts
14
up 10x calls
0
down 90 pct plus
9,385
down 90 calls
4,403
down 90 call share pct
46.9
ended at two cents or less
8,949
- Rows × columns
- 1 × 10
- 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 |
|---|---|---|---|
contracts_with_50_trades |
number | every row is 30,951 | count |
put_contracts |
number | every row is 14,994 | count |
up_100x_plus |
number | every row is 1 | |
up_10x_plus |
number | every row is 14 | |
up_10x_puts |
number | every row is 14 | |
up_10x_calls |
number | every row is 0 | |
down_90_pct_plus |
number | every row is 9,385 | percent |
down_90_calls |
number | every row is 4,403 | |
down_90_call_share_pct |
number | every row is 46.9 | percent |
ended_at_two_cents_or_less |
number | every row is 8,949 |
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
count() AS contracts_with_50_trades,
countIf(substring(ticker, -9, 1) = 'P') AS put_contracts,
countIf(last_px / first_px >= 100) AS up_100x_plus,
countIf(last_px / first_px >= 10) AS up_10x_plus,
countIf(last_px / first_px >= 10 AND substring(ticker, -9, 1) = 'P') AS up_10x_puts,
countIf(last_px / first_px >= 10 AND substring(ticker, -9, 1) = 'C') AS up_10x_calls,
countIf(last_px / first_px <= 0.1) AS down_90_pct_plus,
countIf(last_px / first_px <= 0.1 AND substring(ticker, -9, 1) = 'C') AS down_90_calls,
round(100.0 * countIf(last_px / first_px <= 0.1 AND substring(ticker, -9, 1) = 'C') / countIf(last_px / first_px <= 0.1), 1) AS down_90_call_share_pct,
countIf(last_px <= 0.02) AS ended_at_two_cents_or_less
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
)
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