Listed option series carrying data on one date, by underlying

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 2026-08-11, from Who Are the Biggest Market Makers?.

Rows × columns

5 × 4

Computed

2026-08-11

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

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 2026-08-11, and the query below is what returned them.

SELECT
    underlying_symbol                             AS symbol,
    count()                                       AS series_listed,
    countIf(volume > 0)                           AS series_traded,
    round(100 * countIf(volume > 0) / count(), 1) AS pct_traded
FROM global_markets.options_greeks
WHERE date = '2026-06-10'
  AND underlying_symbol IN ('SPY', 'AAPL', 'NVDA', 'MSFT', 'KO')
GROUP BY symbol
ORDER BY series_listed DESC