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Same-day SPY contracts by strike: the ten busiest, 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 2026-08-13, from What Is Gamma Exposure (GEX)? Dealer Hedging.

as of ranking 10×4read in context →
Same-day SPY contracts by strike: the ten busiest, July 6, 2026 — 10 rows by 4 columns, computed from US exchange, SIP and OPRA data.
strikecall_contracts_kput_contracts_ktotal_contracts_k
7511082.3735.21817.5
750739.6986.41725.9
752911323.41234.4
749332627.4959.4
753587.874.8662.6
748107457.4564.4
74760.2293.3353.5
74624160.8184.8
754163.313.2176.6
74510.1149.5159.6
Rows × columns
10 × 4
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 Same-day SPY contracts by strike: the ten busiest, July 6, 2026, derived from the stored result.
ColumnTypeRangeNotes
strike text 10 distinct values (745, 746, 747…)
call_contracts_k number 10.1 to 1,082.3 count
put_contracts_k number 13.2 to 986.4 count
total_contracts_k number 159.6 to 1,817.5 count

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 strike_label AS strike,
       round(sumIf(contracts, opt_type = 'C') / 1e3, 1) AS call_contracts_k,
       round(sumIf(contracts, opt_type = 'P') / 1e3, 1) AS put_contracts_k,
       round(sum(contracts) / 1e3, 1)                   AS total_contracts_k
FROM (
    SELECT substring(ticker, length(ticker) - 8, 1)              AS opt_type,
           toUInt32OrZero(substring(ticker, length(ticker) - 7, 8)) AS strike_thousandths,
           toString(intDiv(strike_thousandths, 1000))            AS strike_label,
           sum(toFloat64(volume))                                AS contracts
    FROM global_markets.options_minute_aggs
    WHERE window_start >= toDateTime('2026-07-06 08:00:00')
      AND window_start <  toDateTime('2026-07-07 04:00:00')
      AND startsWith(ticker, 'O:SPY260706')
    GROUP BY ticker, opt_type, strike_thousandths, strike_label
)
GROUP BY strike_label
ORDER BY sum(contracts) DESC
LIMIT 10

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