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 2026-09-28, from What Is Triple Witching? Volume & Volatility.
| strike | contracts_k | strike_minus_close | pct_from_close |
|---|---|---|---|
| $746 | 1488.3 | -0.56 | 0.08 |
| $747 | 1482.4 | 0.44 | 0.06 |
| $745 | 1096.8 | -1.56 | 0.21 |
| $748 | 858.4 | 1.44 | 0.19 |
| $744 | 613.3 | -2.56 | 0.34 |
| $750 | 568 | 3.44 | 0.46 |
| $749 | 393.1 | 2.44 | 0.33 |
| $743 | 391.3 | -3.56 | 0.48 |
| $740 | 277.1 | -6.56 | 0.88 |
| $742 | 270.4 | -4.56 | 0.61 |
| $751 | 206.3 | 4.44 | 0.59 |
| $741 | 174.4 | -5.56 | 0.74 |
- Rows × columns
- 12 × 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 |
|---|---|---|---|
strike |
text | 12 distinct values ($740, $741, $742…) | |
contracts_k |
number | 174.4 to 1,488.3 | count |
strike_minus_close |
number | -6.56 to 4.44 | US dollars |
pct_from_close |
number | 0.06 to 0.88 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH spy_close AS (
SELECT toFloat64(argMax(close, window_start)) AS px
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-06-18 09:30:00', 'America/New_York')
AND window_start < toDateTime('2026-06-18 16:00:00', 'America/New_York')
),
strikes AS (
SELECT toFloat64(substring(ticker, length(ticker) - 7, 8)) / 1000 AS strike,
sum(toFloat64(size)) AS contracts
FROM global_markets.options_trades
WHERE ticker LIKE 'O:SPY260618%'
AND sip_timestamp >= '2026-06-18 08:00:00'
AND sip_timestamp < '2026-06-19 01:00:00'
GROUP BY strike
)
SELECT concat('$', 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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