The ride, session by session: daily turnover, last price, and the thousand-dollar position's mark
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.
| date | contracts_traded | day_premium_usd_m | day_last_price | position_value_usd | pct_of_peak |
|---|---|---|---|---|---|
| 2026-06-15 | 385 | 0.06 | 1.4 | 140000 | 18.8 |
| 2026-06-16 | 343 | 0.06 | 2.19 | 219000 | 29.4 |
| 2026-06-17 | 334 | 0.08 | 2.87 | 287000 | 38.5 |
| 2026-06-18 | 1177 | 0.16 | 1.27 | 127000 | 17 |
| 2026-06-22 | 4505 | 0.41 | 1.06 | 106000 | 14.2 |
| 2026-06-23 | 9718 | 2.86 | 3.6 | 360000 | 48.3 |
| 2026-06-24 | 3114 | 1.03 | 4.33 | 433000 | 58.1 |
| 2026-06-25 | 4780 | 2.94 | 5.25 | 525000 | 70.5 |
| 2026-06-26 | 3815 | 2.43 | 7.45 | 745000 | 100 |
| 2026-06-29 | 1717 | 1.08 | 4.95 | 495000 | 66.4 |
- Rows × columns
- 10 × 6
- Period covered
- to
- 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 |
|---|---|---|---|
date |
date | 2026-06-15 to 2026-06-29 | |
contracts_traded |
number | 334 to 9,718 | count |
day_premium_usd_m |
number | 0.06 to 2.94 | US dollars |
day_last_price |
number | 1.06 to 7.45 | US dollars |
position_value_usd |
number | 106,000 to 745,000 | US dollars |
pct_of_peak |
number | 14.2 to 100 | percent |
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.
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
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