STRASMORE/EXPLORE 2,170 QUERIES

The entry receipt: the winner's first print, its second, and every penny print of its June life (one row)

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 scalar 1×11read in context →
first print date
2026-06-15
first print et
09:49:30
first price
0.01
first print contracts
2
penny prints in june
1
penny contracts in june
2
second price
2.44
seconds to second print
101
month last price
4.95
second print multiple to last
2
thousand at second print end usd
1,980
Rows × columns
1 × 11
Period covered
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 entry receipt: the winner's first print, its second, and every penny print of its June life (one row), derived from the stored result.
ColumnTypeRangeNotes
first_print_date date 2026-06-15
first_print_et text 1 distinct value (09:49:30)
first_price number every row is 0.01 US dollars
first_print_contracts number every row is 2 count
penny_prints_in_june number every row is 1
penny_contracts_in_june number every row is 2 count
second_price number every row is 2.44 US dollars
seconds_to_second_print number every row is 101
month_last_price number every row is 4.95 US dollars
second_print_multiple_to_last number every row is 2
thousand_at_second_print_end_usd number every row is 1,980 US dollars

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
    toString(toDate(min(sip_timestamp))) AS first_print_date,
    formatDateTime(toTimeZone(min(sip_timestamp), 'America/New_York'), '%H:%i:%S') AS first_print_et,
    round(anyIf(price, rn = 1), 2) AS first_price,
    toUInt64(anyIf(size, rn = 1)) AS first_print_contracts,
    countIf(price <= 0.011) AS penny_prints_in_june,
    toUInt64(sumIf(size, price <= 0.011)) AS penny_contracts_in_june,
    round(anyIf(price, rn = 2), 2) AS second_price,
    toUInt32(dateDiff('second', min(sip_timestamp), anyIf(sip_timestamp, rn = 2))) AS seconds_to_second_print,
    round(argMax(price, (sip_timestamp, price)), 2) AS month_last_price,
    round(argMax(price, (sip_timestamp, price)) / anyIf(price, rn = 2), 1) AS second_print_multiple_to_last,
    round(floor(1000 / (anyIf(price, rn = 2) * 100)) * argMax(price, (sip_timestamp, price)) * 100, 0) AS thousand_at_second_print_end_usd
FROM (
    SELECT sip_timestamp, toFloat64(price) AS price, size,
        row_number() OVER (ORDER BY sip_timestamp, price) AS rn
    FROM global_markets.options_trades
    WHERE ticker = 'O:NVDA260629P00200000'
      AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
)

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More from this analysisThe Best and Worst Thousand Dollars of June 2026
The most expensive ticket to zero: the priciest contract that ended at two cents or less scalar 1×5 The full distribution: for every jackpot, thousands of near-total losses (put/call split included) scalar 1×10 The ride, session by session: daily turnover, last price, and the thousand-dollar position's mark series 10×6 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 five biggest first-print-to-last-print multiples of June, priced from both chairs (six liquid roots, 50+ trades) table 5×9 See all 2,170 queries →