STRASMORE/EXPLORE 2,358 QUERIES

largest_prints

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 2026-09-18, from where-to-find-options-trade-data.

as of table 10×7read in context →
largest_prints — 10 rows by 7 columns, computed from US exchange, SIP and OPRA data.
contractprinted_at_etprint_priceprint_sizenotional_usdexchange_idcondition_codes
O:SPY250919P0053000011:23:087.9510900086.66 million57234
O:SPY251031P0055000011:23:0813.99109000152.49 million57234
O:SPY250919P0049000012:19:444.16216289.00 million56233
O:SPY250530C0058500012:04:1210.671500016.00 million44234
O:SPY250530P0058500012:04:125.47150008.21 million44234
O:SPY250630P0057000012:19:446.7108147.25 million56233
O:SPY250530C0059500010:42:413.7193193.46 million56233
O:SPY250530C0060500010:42:411.2293191.14 million56233
O:SPY250516P0058600009:35:012.6188812.32 million45232
O:SPY250516P0058700009:35:013.0588812.71 million45232
Rows × columns
10 × 7
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 largest_prints, derived from the stored result.
ColumnTypeRangeNotes
contract text 10 distinct values
printed_at_et text 5 distinct values (09:35:01, 10:42:41, 11:23:08…)
print_price number 1.22 to 13.99 US dollars
print_size number 8,881 to 109,000
notional_usd text 10 distinct values
exchange_id text 4 distinct values (44, 45, 56…)
condition_codes text 3 distinct values (232, 233, 234)

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
    ticker                                                                                        AS contract,
    formatDateTime(toTimeZone(argMax(sip_timestamp, (size, sip_timestamp)), 'America/New_York'), '%H:%i:%S') AS printed_at_et,
    round(toFloat64(argMax(price, (size, sip_timestamp))), 2)                                    AS print_price,
    max(size)                                                                                     AS print_size,
    formatReadableQuantity(toFloat64(argMax(price, (size, sip_timestamp))) * toFloat64(max(size)) * 100) AS notional_usd,
    toString(argMax(exchange, (size, sip_timestamp)))                                            AS exchange_id,
    replaceAll(replaceAll(toString(argMax(conditions, (size, sip_timestamp))), '[', ''), ']', '') AS condition_codes
FROM global_markets.options_trades
WHERE underlying_symbol = 'SPY'
  AND sip_timestamp >= '2025-05-15 00:00:00'
  AND sip_timestamp <  '2025-05-16 00:00:00'
GROUP BY ticker
ORDER BY print_size DESC, contract
LIMIT 10

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