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What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 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 When Do 0DTE Options Trade? By the Hour.

as of ranking 5×4read in context →
What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 2026 — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
premium_bucketpct_of_10am_contractspct_of_3pm_contractspct_of_3pm_premium_dollars
under $0.1017.133.80.8
$0.10-0.502734.96.1
$0.50-237.419.613.5
$2-1015.19.125.4
$10 and up3.42.654.2
Rows × columns
5 × 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 What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 2026, derived from the stored result.
ColumnTypeRangeNotes
premium_bucket text 5 distinct values ($0.10-0.50, $0.50-2, $10 and up…)
pct_of_10am_contracts number 3.4 to 37.4 percent
pct_of_3pm_contracts number 2.6 to 34.9 percent
pct_of_3pm_premium_dollars number 0.8 to 54.2 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 
SELECT multiIf(price < 0.10, 'under $0.10', price < 0.50, '$0.10-0.50', price < 2, '$0.50-2', price < 10, '$2-10', '$10 and up') AS premium_bucket,
       round(100.0 * sumIf(size, toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 10)
             / sum(sumIf(size, toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 10)) OVER (), 1) AS pct_of_10am_contracts,
       round(100.0 * sumIf(size, toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 15)
             / sum(sumIf(size, toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 15)) OVER (), 1) AS pct_of_3pm_contracts,
       round(100.0 * sumIf(price * size, toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 15)
             / sum(sumIf(price * size, toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 15)) OVER (), 1) AS pct_of_3pm_premium_dollars
FROM global_markets.options_trades
WHERE sip_timestamp >= toDateTime64('2026-07-10 13:30:00', 9)
  AND sip_timestamp < toDateTime64('2026-07-10 20:00:00', 9)
  AND substring(ticker, length(ticker) - 14, 6) = '260710'
  AND toHour(toTimeZone(sip_timestamp, 'America/New_York')) IN (10, 15)
GROUP BY premium_bucket
ORDER BY min(price)

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