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.
- 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.
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
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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