The ride, session by session: daily turnover, last price, and the thousand-dollar position's mark

WITH (
    SELECT (ticker, first_px)
    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 last_px / first_px DESC, ticker ASC
    LIMIT 1
) AS winner
SELECT toDate(sip_timestamp) AS date,
    toUInt64(sum(size)) AS contracts_traded,
    round(sum(toFloat64(price) * toFloat64(size)) * 100 / 1e6, 2) AS day_premium_usd_m,
    round(toFloat64(argMax(price, (sip_timestamp, price))), 2) AS day_last_price,
    round(floor(1000 / (winner.2 * 100)) * toFloat64(argMax(price, (sip_timestamp, price))) * 100, 0) AS position_value_usd,
    round(100 * toFloat64(argMax(price, (sip_timestamp, price))) / max(toFloat64(argMax(price, (sip_timestamp, price)))) OVER (), 1) AS pct_of_peak
FROM global_markets.options_trades
WHERE ticker = winner.1
  AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
GROUP BY date
ORDER BY date ASC