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.
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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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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