{"slug":"why-options-orders-dont-get-filled","qid":"thin_strikes","label":"Apple option activity by strike distance, 20 to 45 days to expiry, May and June 2026","post_title":"Why Your Options Order Isn't Getting Filled","post_url":"/blog/why-options-orders-dont-get-filled#q-thin_strikes","columns":["moneyness_bucket","median_daily_volume","share_under_10_lots_pct"],"rows":[{"moneyness_bucket":"0% to 2% from spot","median_daily_volume":354,"share_under_10_lots_pct":2},{"moneyness_bucket":"2% to 5% from spot","median_daily_volume":177,"share_under_10_lots_pct":8.8},{"moneyness_bucket":"5% to 10% from spot","median_daily_volume":147,"share_under_10_lots_pct":13.2},{"moneyness_bucket":"10% to 20% from spot","median_daily_volume":59,"share_under_10_lots_pct":24.4},{"moneyness_bucket":"more than 20% from spot","median_daily_volume":6,"share_under_10_lots_pct":55.4}],"shape":"ranking","sql":"SELECT\n    moneyness_bucket,\n    round(quantileExact(0.5)(toFloat64(volume)), 0) AS median_daily_volume,\n    round(100 * countIf(volume < 10) / count(), 1)  AS share_under_10_lots_pct\nFROM\n(\n    SELECT\n        abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) AS gap,\n        multiIf(gap < 0.02, '0% to 2% from spot',\n                gap < 0.05, '2% to 5% from spot',\n                gap < 0.10, '5% to 10% from spot',\n                gap < 0.20, '10% to 20% from spot',\n                            'more than 20% from spot') AS moneyness_bucket,\n        multiIf(gap < 0.02, 1, gap < 0.05, 2, gap < 0.10, 3, gap < 0.20, 4, 5) AS bucket_order,\n        volume\n    FROM global_markets.options_greeks\n    WHERE underlying_symbol = 'AAPL'\n      AND date >= '2026-05-01'\n      AND date <  '2026-07-01'\n      AND days_to_expiry BETWEEN 20 AND 45\n      AND underlying_close > 0\n)\nGROUP BY moneyness_bucket\nORDER BY min(bucket_order)","computed_at":"2026-08-07T15:21:15.174877+00:00","elapsed":0.002735495}