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SPY's expiring June 18, 2026 series: contracts traded by strike, and each strike's distance from the closing price

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 2026-08-10, from What Is Triple Witching? Volume & Volatility.

as of ranking 12×4read in context →
SPY's expiring June 18, 2026 series: contracts traded by strike, and each strike's distance from the closing price — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
strikecontracts_kstrike_minus_closepct_from_close
$7461488.3-0.560.08
$7471482.40.440.06
$7451096.8-1.560.21
$748858.41.440.19
$744613.3-2.560.34
$7505683.440.46
$749393.12.440.33
$743391.3-3.560.48
$740277.1-6.560.88
$742270.4-4.560.61
$751206.34.440.59
$741174.4-5.560.74
Rows × columns
12 × 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 SPY's expiring June 18, 2026 series: contracts traded by strike, and each strike's distance from the closing price, derived from the stored result.
ColumnTypeRangeNotes
strike text 12 distinct values ($740, $741, $742…)
contracts_k number 174.4 to 1,488.3 count
strike_minus_close number -6.56 to 4.44 US dollars
pct_from_close number 0.06 to 0.88 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.

the exact SQL behind every number
WITH spy_close AS (
    SELECT toFloat64(argMax(close, window_start)) AS px
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-06-18 09:30:00', 'America/New_York')
      AND window_start < toDateTime('2026-06-18 16:00:00', 'America/New_York')
),
strikes AS (
    SELECT toFloat64(substring(ticker, length(ticker) - 7, 8)) / 1000 AS strike,
           sum(toFloat64(size)) AS contracts
    FROM global_markets.options_trades
    WHERE ticker LIKE 'O:SPY260618%'
      AND sip_timestamp >= '2026-06-18 08:00:00'
      AND sip_timestamp < '2026-06-19 01:00:00'
    GROUP BY strike
)
SELECT concat('$', toString(toInt32(s.strike))) AS strike,
       round(s.contracts / 1000, 1) AS contracts_k,
       round(s.strike - c.px, 2) AS strike_minus_close,
       round(abs(s.strike - c.px) / c.px * 100, 2) AS pct_from_close
FROM strikes AS s
CROSS JOIN spy_close AS c
ORDER BY s.contracts DESC, s.strike ASC
LIMIT 12

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