chain_breadth
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 2026-09-24, from what-historical-tick-data-costs.
| symbol | contracts_priced | contracts_traded | traded_pct |
|---|---|---|---|
| SPY | 5111 | 5111 | 100 |
| TSLA | 2754 | 2754 | 100 |
| MSFT | 1997 | 1997 | 100 |
| NVDA | 1992 | 1992 | 100 |
| AAPL | 1544 | 1544 | 100 |
| KO | 475 | 475 | 100 |
- Rows × columns
- 6 × 4
- 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 | 6 distinct values (AAPL, KO, MSFT…) | |
contracts_priced |
number | 475 to 5,111 | count |
contracts_traded |
number | 475 to 5,111 | count |
traded_pct |
number | every row is 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.
SELECT
underlying_symbol AS symbol,
count() AS contracts_priced,
countIf(volume > 0) AS contracts_traded,
round(100 * countIf(volume > 0) / count(), 1) AS traded_pct
FROM global_markets.options_greeks
WHERE date = '2026-08-19'
AND underlying_symbol IN ('SPY', 'AAPL', 'NVDA', 'MSFT', 'KO', 'TSLA')
GROUP BY underlying_symbol
ORDER BY contracts_priced DESC
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