{"slug":"why-options-orders-dont-get-filled","qid":"trade_sizes","label":"Apple option trades on June 17 2026: share of prints vs share of contracts, by trade size","post_title":"Why Your Options Order Isn't Getting Filled","post_url":"/blog/why-options-orders-dont-get-filled#q-trade_sizes","columns":["size_bucket","share_of_trades_pct","share_of_volume_pct"],"rows":[{"size_bucket":"1 contract","share_of_trades_pct":48.48,"share_of_volume_pct":7.83},{"size_bucket":"2 to 5","share_of_trades_pct":31.02,"share_of_volume_pct":16.39},{"size_bucket":"6 to 20","share_of_trades_pct":15.5,"share_of_volume_pct":26.95},{"size_bucket":"21 to 100","share_of_trades_pct":4.56,"share_of_volume_pct":32.15},{"size_bucket":"over 100","share_of_trades_pct":0.44,"share_of_volume_pct":16.67}],"shape":"ranking","sql":"WITH\n    (\n        SELECT count()\n        FROM global_markets.options_trades\n        WHERE underlying_symbol = 'AAPL'\n          AND sip_timestamp >= toDateTime('2026-06-17 00:00:00', 'UTC')\n          AND sip_timestamp <  toDateTime('2026-06-18 00:00:00', 'UTC')\n    ) AS day_prints,\n    (\n        SELECT sum(size)\n        FROM global_markets.options_trades\n        WHERE underlying_symbol = 'AAPL'\n          AND sip_timestamp >= toDateTime('2026-06-17 00:00:00', 'UTC')\n          AND sip_timestamp <  toDateTime('2026-06-18 00:00:00', 'UTC')\n    ) AS day_contracts\nSELECT\n    multiIf(size = 1,    '1 contract',\n            size <= 5,   '2 to 5',\n            size <= 20,  '6 to 20',\n            size <= 100, '21 to 100',\n                         'over 100')       AS size_bucket,\n    round(100 * count()   / day_prints, 2) AS share_of_trades_pct,\n    round(100 * sum(size) / day_contracts, 2) AS share_of_volume_pct\nFROM global_markets.options_trades\nWHERE underlying_symbol = 'AAPL'\n  AND sip_timestamp >= toDateTime('2026-06-17 00:00:00', 'UTC')\n  AND sip_timestamp <  toDateTime('2026-06-18 00:00:00', 'UTC')\nGROUP BY size_bucket\nORDER BY min(size)","computed_at":"2026-08-07T15:21:14.990986+00:00","elapsed":0.003014204}