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One 0DTE contract, all day: SPY's busiest same-day call and put, July 6, 2026

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 2026-08-11, from What Is 0DTE? Zero Days to Expiry Options.

as of series 14×4read in context →
One 0DTE contract, all day: SPY's busiest same-day call and put, July 6, 2026 — 14 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_timecall_751_priceput_750_pricespy_vs_751_strike
09:300.71.88-1.75
10:000.332.19-2.59
10:300.491.08-1.13
11:000.40.83-0.96
11:300.570.48-0.29
12:000.520.42-0.27
12:300.450.48-0.47
13:000.430.44-0.43
13:300.420.47-0.52
14:000.290.52-0.74
14:300.760.170.37
15:001.010.060.83
15:301.290.031.21
16:000.570.010.47
Rows × columns
14 × 4
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for One 0DTE contract, all day: SPY's busiest same-day call and put, July 6, 2026, derived from the stored result.
ColumnTypeRangeNotes
et_time date 09:30 to 16:00
call_751_price number 0.29 to 1.29 US dollars
put_750_price number 0.01 to 2.19 US dollars
spy_vs_751_strike number -2.59 to 1.21 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.

the exact SQL behind every number 
SELECT formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') AS et_time,
       round(anyIf(close, ticker = 'O:SPY260706C00751000'), 2) AS call_751_price,
       round(anyIf(close, ticker = 'O:SPY260706P00750000'), 2) AS put_750_price,
       round(anyIf(close, ticker = 'SPY') - 751, 2) AS spy_vs_751_strike
FROM (
    SELECT window_start, ticker, close
    FROM global_markets.options_minute_aggs
    WHERE window_start >= toDateTime('2026-07-06 09:30:00', 'America/New_York')
      AND window_start < toDateTime('2026-07-06 16:01:00', 'America/New_York')
      AND ticker IN ('O:SPY260706C00751000', 'O:SPY260706P00750000')
    UNION ALL
    SELECT window_start, ticker, close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= toDateTime('2026-07-06 09:30:00', 'America/New_York')
      AND window_start < toDateTime('2026-07-06 16:01:00', 'America/New_York')
      AND ticker = 'SPY'
)
WHERE toMinute(window_start) % 30 = 0
GROUP BY et_time, window_start
ORDER BY window_start

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