Traded per-contract records by underlying, August 2021 onward
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 2026-10-07, from What Breaks an Options Backtest.
| symbol | contract_count | distinct_contracts | contract_days_readable | distinct_contracts_readable | coverage_from | coverage_to |
|---|---|---|---|---|---|---|
| SPY | 9651004 | 433443 | 9.65 million | 433.44 thousand | Jun 2014 | Oct 2026 |
| NVDA | 3887480 | 117996 | 3.89 million | 118.00 thousand | Jun 2014 | Oct 2026 |
| AAPL | 2933737 | 85981 | 2.93 million | 85.98 thousand | Jun 2014 | Oct 2026 |
| MSFT | 2552633 | 79832 | 2.55 million | 79.83 thousand | Jun 2014 | Oct 2026 |
| KO | 710501 | 33059 | 710.50 thousand | 33.06 thousand | Jun 2014 | Oct 2026 |
- Rows × columns
- 5 × 7
- 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 |
|---|---|---|---|
symbol |
text | 5 distinct values (AAPL, KO, MSFT…) | |
contract_count |
number | 710,501 to 9,651,004 | count |
distinct_contracts |
number | 33,059 to 433,443 | count |
contract_days_readable |
text | 5 distinct values (2.55 million, 2.93 million, 3.89 million…) | |
distinct_contracts_readable |
text | 5 distinct values | |
coverage_from |
text | 1 distinct value (Jun 2014) | |
coverage_to |
text | 1 distinct value (Oct 2026) |
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
underlying_symbol AS symbol,
count() AS contract_count,
countDistinct(ticker) AS distinct_contracts,
formatReadableQuantity(count()) AS contract_days_readable,
formatReadableQuantity(countDistinct(ticker)) AS distinct_contracts_readable,
formatDateTime(min(date), '%b %Y') AS coverage_from,
formatDateTime(max(date), '%b %Y') AS coverage_to
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO')
AND iv_converged = 1
AND volume > 0
GROUP BY symbol
ORDER BY contract_count DESC
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