spy_open_ramp

Name: spy_open_ramp
Creator: Strasmore
Published: 2026-08-26
License: https://www.strasmore.com/terms/

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 2026-08-26, from what-time-do-options-start-trading.

as of 2026-08-26 series 46×3read in context →

spy_open_ramp — 46 rows by 3 columns, computed 2026-08-26 from US exchange, SIP and OPRA data.
et_time	contract_volume	active_pct
09:15	0	0
09:16	0	0
09:17	0	0
09:18	0	0
09:19	0	0
09:20	0	0
09:21	0	0
09:22	0	0
09:23	0	0
09:24	0	0
09:25	0	0
09:26	0	0
09:27	0	0
09:28	0	0
09:29	0	0
09:30	79450	100
09:31	7850	100
09:32	26796	100
09:33	45414	100
09:34	15329	100
09:35	49108	100
09:36	18352	100
09:37	31470	100
09:38	20996	100
09:39	36490	100
09:40	42035	100
09:41	21718	100
09:42	28877	100
09:43	39642	100
09:44	35376	100
09:45	41167	100
09:46	40783	100
09:47	54856	100
09:48	29440	100
09:49	51570	100
09:50	28752	100
09:51	29558	100
09:52	31180	100
09:53	21258	100
09:54	20868	100
09:55	22009	100
09:56	34339	100
09:57	18496	100
09:58	25615	100
09:59	27794	100
10:00	35862	100

Rows × columns: 46 × 3
Period covered: 09:15 to 10:00
Computed: 2026-08-26
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_open_ramp, derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	09:15 to 10:00
`contract_volume`	number	0 to 79,450	count
`active_pct`	number	0 to 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 2026-08-26, and the query below is what returned them.

the exact SQL behind every number

WITH tape AS
(
    SELECT
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
      + toMinute(toTimeZone(window_start, 'America/New_York'))              AS minute_of_day,
        countDistinct(toDate(toTimeZone(window_start, 'America/New_York'))) AS days_traded,
        sum(volume)                                                         AS contracts
    FROM global_markets.options_minute_aggs
    WHERE startsWith(ticker, 'O:SPY')
      AND length(ticker) = 20
      AND window_start >= today() - 12
      AND window_start <  today() - 2
    GROUP BY minute_of_day
)
SELECT
    formatDateTime(toDateTime('2026-01-01 00:00:00') + grid.minute_of_day * 60, '%H:%i')         AS et_time,
    toUInt64(round(ifNull(t.contracts, 0) / greatest((SELECT max(days_traded) FROM tape), 1)))   AS contract_volume,
    round(100 * ifNull(t.days_traded, 0) / greatest((SELECT max(days_traded) FROM tape), 1), 1)  AS active_pct
FROM
(
    SELECT 555 + arrayJoin(range(46)) AS minute_of_day
) AS grid
LEFT JOIN tape AS t ON t.minute_of_day = grid.minute_of_day
ORDER BY grid.minute_of_day

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysiswhat-time-do-options-start-trading

session_clock series 21×3 → early_closes series 2×6 → One SPY $600 LEAPS call's price over two years (expired Jan 16 2026) series 470×2 → 2s10s spread, monthly average: last 20 years series 240×2 → Growth of $100 in the 1x SOXX vs the 3x SOXL, Jan 2 to Jul 13 2026 series 131×3 → SPY underwater curve: month end close against its running peak, 2016 to 2026 series 127×2 → See all 2,173 queries →