What Is Dividend Yield? What's Normal in 2026
Payout ratio by yield band: US payers, $1B+ market cap, latest snapshottable ·
2026-08-15 · 4×6
Dividend yield across the US market: $1B+ market cap, $5+ share price, latest snapshotscalar ·
2026-08-15 · 1×62,079
Conagra (CAG): price, quarterly dividend, and yield, month-end 2023-07 to 2026-06series ·
2026-08-15 · 36×5
Trade Markouts Explained: Execution Quality
Effective spread split into realized spread and adverse selection, by half hourseries ·
2026-08-15 · 13×5
INTC markout curve, June 10 2026, measured from two reference basesranking ·
2026-08-15 · 5×4
The same curve, split by print size: small fills against blocksranking ·
2026-08-15 · 5×4
The Option Greeks Explained: Delta to Rho
One SPY $740 call's price over its 7-week life (expired Jun 18 2026)series ·
2026-08-15 · 31×2
Median greeks by time to expiration: every near-the-money US option, July 15, 2026table ·
2026-08-15 · 5×6
The 3-5-7 Rule in Options, Examined
One-day move profile, seven household names, July 2025 to June 2026table ·
2026-08-15 · 7×6
S&P 500 tracker (SPY): down sessions by calendar year, 2016 to mid-2026table ·
2026-08-15 · 11×5
Worst five-session stretch and deepest in-window drawdown, July 2025 to June 2026ranking ·
2026-08-15 · 7×4
How to Become a Registered Market Maker
Average quoted spread across six household names, midday July 16 2026ranking ·
2026-08-15 · 6×3
Quoted spread through one session, AAPL and KO, July 16 2026series ·
2026-08-15 · 26×3
Venues publishing a bid in AAPL over one half hour, July 16 2026ranking ·
2026-08-15 · 16×4
Listed AAPL option contracts by expiration, July 16 2026series ·
2026-08-15 · 24×4
Highest IV Rank Stocks Right Now
Where IV percentile sits furthest above IV rank, latest sessiontable ·
2026-08-15 · 12×6
How the screened universe distributes across IV rank, latest sessiontable ·
2026-08-15 · 9×7
The top-ranked name's implied volatility by week, with its 52-week high and lowseries ·
2026-08-15 · 53×4
Highest IV rank, screened US underlyings, latest options sessionseries ·
2026-08-15 · 15×7
IV rank and IV percentile for twelve widely held tickers, latest sessionseries ·
2026-08-15 · 12×7
What $1,000 a Month in Dividends Takes
S&P 500 tracker distributions per share, by calendar year (2015-2025)ranking ·
2026-08-15 · 11×3
Payout ratio by yield band: US payers, $1B+ market cap, latest snapshottable ·
2026-08-15 · 4×5
Capital needed for $12,000 a year of distributions, by fund yieldtable ·
2026-08-15 · 10×5
Conagra (CAG): price, quarterly dividend, and yield, month-end 2023-07 to 2026-06series ·
2026-08-15 · 36×5
Why stocks drop on the ex-dividend date
KO: dividend per share against the realised opening drop, every ex-date 2021 to 2025series ·
2026-08-14 · 20×4
Opening drop per dollar of dividend paid, ex-dates 2021 to 2025ranking ·
2026-08-14 · 10×4
Pooled opening drop per dollar paid, by calendar yearranking ·
2026-08-14 · 5×3
Quarterly dividend against ordinary overnight moves, 2021 to 2025ranking ·
2026-08-14 · 10×4
What Is Volatility Skew? The Smile, Measured
SPY implied volatility by strike: OTM puts below spot, OTM calls above, July 15, 2026ranking ·
2026-08-14 · 6×2
OTM put IV vs OTM call IV across every active underlying, July 15, 2026scalar ·
2026-08-14 · 1×4348
Steepest INVERTED skew: OTM calls pricier than OTM puts, July 15, 2026ranking ·
2026-08-14 · 8×4
What Is the VIX? What It Really Measures
Median daily percent change: VXX against SPY, by calendar yearranking ·
2026-08-14 · 7×4
SPY at-the-money implied volatility by time to expiry, July 15, 2026ranking ·
2026-08-14 · 6×3
SPY at-the-money implied volatility near 30 days to expiry, monthly averages (Jul 2025 to Jul 2026)series ·
2026-08-14 · 13×6
Implied daily move against the realized daily move: SPY, month by monthseries ·
2026-08-14 · 13×6
Triple Witching 2026 Dates and Volume Data
SPY on witching sessions vs. the same month's other sessions: intraday range and net move (% of the open)series ·
2026-08-14 · 8×4
Every quarterly witching session since September 2024: market-wide regular-hours dollar volume vs. the month's other sessionsseries ·
2026-08-14 · 8×4
Dollar volume by half hour: witching Thursday (Jun 18, 2026) vs. the ordinary Friday before it (Jun 12)series ·
2026-08-14 · 13×3
Risk-free rate in the Sharpe ratio
Annualized risk premium: subtract monthly, or annualize each leg firstranking ·
2026-08-14 · 5×4
Three-month Treasury bill yield by calendar yearranking ·
2026-08-14 · 22×4
Monthly return, monthly risk-free rate and the excess, 2020 to 2024series ·
2026-08-14 · 60×4
Sharpe ratio on a matched rate series against one fixed rateranking ·
2026-08-14 · 5×4
Does Modifying an Order Lose Queue Priority?
How often the quoted spread sits at a single cent (10 June 2026 session)ranking ·
2026-08-14 · 6×3
Share of one minute windows carrying at least N shares (June 2026)ranking ·
2026-08-14 · 9×3
How fast the tape drains a queue, by time of day (AAPL, June 2026)series ·
2026-08-14 · 26×3
Distinct best bid prices per quarter hour (AAPL and KO, 10 June 2026)series ·
2026-08-14 · 26×3
Market Data Timestamps: SIP vs Exchange Clocks
Off exchange AAPL prints by reporting delay, 10 June 2026ranking ·
2026-08-14 · 5×3
The same twelve prints, ranked by venue clock and by tape clocktable ·
2026-08-14 · 12×7
SIP receive lag by venue, AAPL, 10 June 2026 (microseconds)ranking ·
2026-08-14 · 11×4
Prints that change bar when you switch clocks, by bar lengthranking ·
2026-08-14 · 4×3
Why Some Options Cost So Much More
One near-money call each, premium as a share of the stock (Jul 6 2026)ranking ·
2026-08-14 · 2×4
At-the-money implied volatility across six names (Jul 6 2026, Jul-17 expiry)ranking ·
2026-08-14 · 6×3
How Much Does It Cost to Trade Options?
Options trade size distribution on July 2, 2026 (whole-tape contracts per print)scalar ·
2026-08-14 · 1×41
SPY options vs. SPY stock on one session: quote count, trade count, and median quoted spreadscalar ·
2026-08-14 · 1×10462.93M
SPY options quoted-spread distribution: percentiles in basis pointsscalar ·
2026-08-14 · 1×635.51
SPY options quote quality: valid, one-sided, and locked/crossed recordsscalar ·
2026-08-14 · 1×7463.20M
SPY options median spread by expiration date, near-the-money strikes onlyranking ·
2026-08-14 · 25×4
Options bid-ask spreads by product: median basis points, July 2, 2026 regular hoursranking ·
2026-08-14 · 5×4
How Annual Dividend Per Share Is Calculated
Declared amount against split-restated amount, per quarterseries ·
2026-08-14 · 56×4
Eight quarterly declarations, ex-date and pay dateseries ·
2026-08-14 · 8×4
Trailing four payments against the indicated rate, by quarterseries ·
2026-08-14 · 16×4
One set of payments, four annual dividend totalsranking ·
2026-08-14 · 4×3
Ex-date to pay date across US cash dividends, by yearranking ·
2026-08-14 · 7×4
Bootstrapping Backtest Confidence Bands
Variance ratio by block length: does SPY variance scale like independent draws?ranking ·
2026-08-14 · 7×3
One position, one year at a time: SPY annualized Sharpe by calendar yeartable ·
2026-08-14 · 14×5
Measured Sharpe dispersion across non-overlapping SPY windows, 2006 to 2025table ·
2026-08-14 · 5×6
Lag-one autocorrelation: signed returns against absolute returns, 2016 to 2025ranking ·
2026-08-14 · 6×4
Why Market Makers Lose Money: Adverse Selection
AAPL prints by distance from the midpoint: share of volume and 60 second markoutranking ·
2026-08-13 · 4×3
How much of the spread survives: AAPL markout curve, 1 second to 5 minutesranking ·
2026-08-13 · 6×3
AAPL fills by print size: credit at the fill and value 60 seconds laterranking ·
2026-08-13 · 4×4
How far the price travels while a position waits: SPY and NVDA, May 2026ranking ·
2026-08-13 · 6×3
When Do 0DTE Options Trade? By the Hour
Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026series ·
2026-08-13 · 5×5
Median bid-ask spread on SPY same-day contracts quoted $1-$10, by ET hour: July 10, 2026ranking ·
2026-08-13 · 7×4
What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 2026ranking ·
2026-08-13 · 5×4
0DTE contract volume, share of all options volume, and flow rate by ET hour: Friday, July 10, 2026table ·
2026-08-13 · 7×5
Same-day calls vs. puts by ET hour, and the put share of 0DTE volume: July 10, 2026ranking ·
2026-08-13 · 7×4
Same-day options volume by underlying: the ten heaviest names, July 10, 2026table ·
2026-08-13 · 10×5
What Is Option Vega? Volatility Sensitivity
SPY call vega peaks at the money (~30 days out, 2026-07-13)ranking ·
2026-08-13 · 5×2
At-the-money SPY vega grows with time to expiry (2026-07-13)ranking ·
2026-08-13 · 4×2
The SPY $740 call's implied volatility spiked when SPY fell, early June 2026series ·
2026-08-13 · 31×2
What Is Implied Volatility? IV, Explained
ATM implied volatility across every actively traded underlying, July 15, 2026scalar ·
2026-08-13 · 1×5753
SPY at-the-money IV by time to expiry: the term structure (2026-07-13)ranking ·
2026-08-13 · 4×2
SPY put IV rises as strikes fall: the volatility skew (2026-07-13)ranking ·
2026-08-13 · 5×2
SPY at-the-money implied volatility, month by month (Jul 2025 – Jul 2026)series ·
2026-08-13 · 13×2
At-the-money implied volatility by stock (2026-07-13)ranking ·
2026-08-13 · 7×2
What Is Gamma Exposure (GEX)? Dealer Hedging
July 6, 2026: top roots by same-day-expiry options volumeranking ·
2026-08-13 · 8×3
Same-day SPY contracts by strike: the ten busiest, July 6, 2026ranking ·
2026-08-13 · 10×4
July 6, 2026: whole-tape options volume by days to expiryranking ·
2026-08-13 · 5×3
What Are Put Options?
One SPY $740 put vs the stock's distance from the strike (expired Jun 18 2026)series ·
2026-08-13 · 31×3
The same put at SPY's June peak vs its June troughseries ·
2026-08-13 · 2×6
The SPY put's delta stayed negative through its whole lifeseries ·
2026-08-13 · 31×2
Wash Sale Rule and Options: The 61-Day Window
How many trading sessions fit inside a 61 day wash sale windowseries ·
2026-08-13 · 30×4
One full 61 day wash sale window on the tape: AAPL, Dec 1 2025 through Jan 30 2026series ·
2026-08-13 · 42×3
Average call and put delta by strike distance, AAPL, 20 to 45 days to expiry, June 2026ranking ·
2026-08-13 · 5×4
Every December session and how far its wash sale window reaches into the new yearseries ·
2026-08-13 · 22×4
Self-Match Prevention and Wash Trades
Venues quoting and printing the same stock in one 15-minute windowranking ·
2026-08-13 · 6×3
Trade condition flags on one full sessionranking ·
2026-08-13 · 10×3
Option contracts with volume on one underlying, June 2026series ·
2026-08-13 · 21×3
Prints per 15-minute bucket, one full sessionseries ·
2026-08-13 · 64×2
Self-Hosted A-Share Quant Workbench, Explained
The twelve biggest forward stock splits on US listings, 1 January to 13 August 2026ranking ·
2026-08-13 · 12×3
spy_open_ramp
spy_open_ramp
| et_time | contract_volume | active_pct |
|---|---|---|
| 09:15 | 0 | 0 |
| 09:16 | 0 | 0 |
| 09:17 | 0 | 0 |
| 09:18 | 0 | 0 |
| 09:19 | 0 | 0 |
| 09:20 | 0 | 0 |
| 09:21 | 0 | 0 |
| 09:22 | 0 | 0 |
| 09:23 | 0 | 0 |
| 09:24 | 0 | 0 |
| 09:25 | 0 | 0 |
| 09:26 | 0 | 0 |
| 09:27 | 0 | 0 |
| 09:28 | 0 | 0 |
| 09:29 | 0 | 0 |
| 09:30 | 79450 | 100 |
| 09:31 | 7850 | 100 |
| 09:32 | 26796 | 100 |
| 09:33 | 45414 | 100 |
| 09:34 | 15329 | 100 |
| 09:35 | 49108 | 100 |
| 09:36 | 18352 | 100 |
| 09:37 | 31470 | 100 |
| 09:38 | 20996 | 100 |
| 09:39 | 36490 | 100 |
| 09:40 | 42035 | 100 |
| 09:41 | 21718 | 100 |
| 09:42 | 28877 | 100 |
| 09:43 | 39642 | 100 |
| 09:44 | 35376 | 100 |
| 09:45 | 41167 | 100 |
| 09:46 | 40783 | 100 |
| 09:47 | 54856 | 100 |
| 09:48 | 29440 | 100 |
| 09:49 | 51570 | 100 |
| 09:50 | 28752 | 100 |
| 09:51 | 29558 | 100 |
| 09:52 | 31180 | 100 |
| 09:53 | 21258 | 100 |
| 09:54 | 20868 | 100 |
| 09:55 | 22009 | 100 |
| 09:56 | 34339 | 100 |
| 09:57 | 18496 | 100 |
| 09:58 | 25615 | 100 |
| 09:59 | 27794 | 100 |
| 10:00 | 35862 | 100 |
the exact SQL behind every number
WITH tape AS
(
SELECT
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS minute_of_day,
countDistinct(toDate(toTimeZone(window_start, 'America/New_York'))) AS days_traded,
sum(volume) AS contracts
FROM global_markets.options_minute_aggs
WHERE startsWith(ticker, 'O:SPY')
AND length(ticker) = 20
AND window_start >= today() - 12
AND window_start < today() - 2
GROUP BY minute_of_day
)
SELECT
formatDateTime(toDateTime('2026-01-01 00:00:00') + grid.minute_of_day * 60, '%H:%i') AS et_time,
toUInt64(round(ifNull(t.contracts, 0) / greatest((SELECT max(days_traded) FROM tape), 1))) AS contract_volume,
round(100 * ifNull(t.days_traded, 0) / greatest((SELECT max(days_traded) FROM tape), 1), 1) AS active_pct
FROM
(
SELECT 555 + arrayJoin(range(46)) AS minute_of_day
) AS grid
LEFT JOIN tape AS t ON t.minute_of_day = grid.minute_of_day
ORDER BY grid.minute_of_day
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