STRASMORE/EXPLORE 2,173 QUERIES 22Y EQUITIES · 12Y OPTIONS

2,173 answered market questions

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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 · 36×5Preview: a 16-point series, ending higher.
Trade Markouts Explained: Execution Quality
Effective spread split into realized spread and adverse selection, by half hourseries · 2026-08-15 · 13×5Preview: a 13-point series, ending lower. INTC markout curve, June 10 2026, measured from two reference basesranking · 2026-08-15 · 5×4Preview: 5 ranked values, largest first. The same curve, split by print size: small fills against blocksranking · 2026-08-15 · 5×4Preview: 5 ranked values, largest first.
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 · 31×2Preview: a 16-point series, ending higher. 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 · 7×4Preview: 7 ranked values, smallest first.
How to Become a Registered Market Maker
Average quoted spread across six household names, midday July 16 2026ranking · 2026-08-15 · 6×3Preview: 6 ranked values, smallest first. Quoted spread through one session, AAPL and KO, July 16 2026series · 2026-08-15 · 26×3Preview: a 16-point series, ending lower. Venues publishing a bid in AAPL over one half hour, July 16 2026ranking · 2026-08-15 · 16×4Preview: 16 ranked values, largest first. Listed AAPL option contracts by expiration, July 16 2026series · 2026-08-15 · 24×4Preview: a 16-point series, ending lower.
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 · 53×4Preview: a 16-point series, roughly flat. Highest IV rank, screened US underlyings, latest options sessionseries · 2026-08-15 · 15×7Preview: a 15-point series, roughly flat. IV rank and IV percentile for twelve widely held tickers, latest sessionseries · 2026-08-15 · 12×7Preview: a 12-point series, ending higher.
What $1,000 a Month in Dividends Takes
S&P 500 tracker distributions per share, by calendar year (2015-2025)ranking · 2026-08-15 · 11×3Preview: 11 ranked values, smallest first. 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 · 36×5Preview: a 16-point series, ending higher.
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 · 20×4Preview: a 16-point series, roughly flat. Opening drop per dollar of dividend paid, ex-dates 2021 to 2025ranking · 2026-08-14 · 10×4Preview: 10 ranked values, largest first. Pooled opening drop per dollar paid, by calendar yearranking · 2026-08-14 · 5×3Preview: 5 ranked values, largest first. Quarterly dividend against ordinary overnight moves, 2021 to 2025ranking · 2026-08-14 · 10×4Preview: 10 ranked values, smallest first.
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 · 6×2Preview: 6 ranked values, largest first. 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 · 8×4Preview: 8 ranked values, largest first.
What Is the VIX? What It Really Measures
Median daily percent change: VXX against SPY, by calendar yearranking · 2026-08-14 · 7×4Preview: 7 ranked values, smallest first. SPY at-the-money implied volatility by time to expiry, July 15, 2026ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first. SPY at-the-money implied volatility near 30 days to expiry, monthly averages (Jul 2025 to Jul 2026)series · 2026-08-14 · 13×6Preview: a 13-point series, ending higher. Implied daily move against the realized daily move: SPY, month by monthseries · 2026-08-14 · 13×6Preview: a 13-point series, roughly flat.
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 · 8×4Preview: a 8-point series, roughly flat. Every quarterly witching session since September 2024: market-wide regular-hours dollar volume vs. the month's other sessionsseries · 2026-08-14 · 8×4Preview: a 8-point series, ending lower. Dollar volume by half hour: witching Thursday (Jun 18, 2026) vs. the ordinary Friday before it (Jun 12)series · 2026-08-14 · 13×3Preview: a 13-point series, roughly flat.
Risk-free rate in the Sharpe ratio
Annualized risk premium: subtract monthly, or annualize each leg firstranking · 2026-08-14 · 5×4Preview: 5 ranked values, largest first. Three-month Treasury bill yield by calendar yearranking · 2026-08-14 · 22×4Preview: 16 ranked values, largest first. Monthly return, monthly risk-free rate and the excess, 2020 to 2024series · 2026-08-14 · 60×4Preview: a 16-point series, roughly flat. Sharpe ratio on a matched rate series against one fixed rateranking · 2026-08-14 · 5×4Preview: 5 ranked values, largest first.
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 · 6×3Preview: 6 ranked values, smallest first. Share of one minute windows carrying at least N shares (June 2026)ranking · 2026-08-14 · 9×3Preview: 9 ranked values, smallest first. How fast the tape drains a queue, by time of day (AAPL, June 2026)series · 2026-08-14 · 26×3Preview: a 16-point series, ending lower. Distinct best bid prices per quarter hour (AAPL and KO, 10 June 2026)series · 2026-08-14 · 26×3Preview: a 16-point series, ending lower.
Market Data Timestamps: SIP vs Exchange Clocks
Off exchange AAPL prints by reporting delay, 10 June 2026ranking · 2026-08-14 · 5×3Preview: 5 ranked values, largest first. 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 · 11×4Preview: 11 ranked values, largest first. Prints that change bar when you switch clocks, by bar lengthranking · 2026-08-14 · 4×3Preview: 4 ranked values, largest first.
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 · 2×4Preview: 2 ranked values, largest first. At-the-money implied volatility across six names (Jul 6 2026, Jul-17 expiry)ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first.
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 · 25×4Preview: 16 ranked values, largest first. Options bid-ask spreads by product: median basis points, July 2, 2026 regular hoursranking · 2026-08-14 · 5×4Preview: 5 ranked values, smallest first.
How Annual Dividend Per Share Is Calculated
Declared amount against split-restated amount, per quarterseries · 2026-08-14 · 56×4Preview: a 16-point series, ending higher. Eight quarterly declarations, ex-date and pay dateseries · 2026-08-14 · 8×4Preview: a 8-point series, ending higher. Trailing four payments against the indicated rate, by quarterseries · 2026-08-14 · 16×4Preview: a 16-point series, ending higher. One set of payments, four annual dividend totalsranking · 2026-08-14 · 4×3Preview: 4 ranked values, smallest first. Ex-date to pay date across US cash dividends, by yearranking · 2026-08-14 · 7×4Preview: 7 ranked values, smallest first.
Bootstrapping Backtest Confidence Bands
Variance ratio by block length: does SPY variance scale like independent draws?ranking · 2026-08-14 · 7×3Preview: 7 ranked values, largest first. 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 · 6×4Preview: 6 ranked values, largest first.
Why Market Makers Lose Money: Adverse Selection
AAPL prints by distance from the midpoint: share of volume and 60 second markoutranking · 2026-08-13 · 4×3Preview: 4 ranked values, smallest first. How much of the spread survives: AAPL markout curve, 1 second to 5 minutesranking · 2026-08-13 · 6×3Preview: 6 ranked values, smallest first. AAPL fills by print size: credit at the fill and value 60 seconds laterranking · 2026-08-13 · 4×4Preview: 4 ranked values, largest first. How far the price travels while a position waits: SPY and NVDA, May 2026ranking · 2026-08-13 · 6×3Preview: 6 ranked values, smallest first.
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 · 5×5Preview: a 5-point series, ending higher. Median bid-ask spread on SPY same-day contracts quoted $1-$10, by ET hour: July 10, 2026ranking · 2026-08-13 · 7×4Preview: 7 ranked values, largest first. What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 2026ranking · 2026-08-13 · 5×4Preview: 5 ranked values, largest first. 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 · 7×4Preview: 7 ranked values, largest first. 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 · 5×2Preview: 5 ranked values, largest first. At-the-money SPY vega grows with time to expiry (2026-07-13)ranking · 2026-08-13 · 4×2Preview: 4 ranked values, smallest first. The SPY $740 call's implied volatility spiked when SPY fell, early June 2026series · 2026-08-13 · 31×2Preview: a 16-point series, ending higher.
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 · 4×2Preview: 4 ranked values, smallest first. SPY put IV rises as strikes fall: the volatility skew (2026-07-13)ranking · 2026-08-13 · 5×2Preview: 5 ranked values, smallest first. SPY at-the-money implied volatility, month by month (Jul 2025 – Jul 2026)series · 2026-08-13 · 13×2Preview: a 13-point series, ending lower. At-the-money implied volatility by stock (2026-07-13)ranking · 2026-08-13 · 7×2Preview: 7 ranked values, largest first.
What Is Gamma Exposure (GEX)? Dealer Hedging
July 6, 2026: top roots by same-day-expiry options volumeranking · 2026-08-13 · 8×3Preview: 8 ranked values, largest first. Same-day SPY contracts by strike: the ten busiest, July 6, 2026ranking · 2026-08-13 · 10×4Preview: 10 ranked values, largest first. July 6, 2026: whole-tape options volume by days to expiryranking · 2026-08-13 · 5×3Preview: 5 ranked values, largest first.
What Are Put Options?
One SPY $740 put vs the stock's distance from the strike (expired Jun 18 2026)series · 2026-08-13 · 31×3Preview: a 16-point series, ending lower. The same put at SPY's June peak vs its June troughseries · 2026-08-13 · 2×6Preview: a 2-point series, ending lower. The SPY put's delta stayed negative through its whole lifeseries · 2026-08-13 · 31×2Preview: a 16-point series, ending higher.
Wash Sale Rule and Options: The 61-Day Window
How many trading sessions fit inside a 61 day wash sale windowseries · 2026-08-13 · 30×4Preview: a 16-point series, roughly flat. One full 61 day wash sale window on the tape: AAPL, Dec 1 2025 through Jan 30 2026series · 2026-08-13 · 42×3Preview: a 16-point series, ending lower. Average call and put delta by strike distance, AAPL, 20 to 45 days to expiry, June 2026ranking · 2026-08-13 · 5×4Preview: 5 ranked values, largest first. Every December session and how far its wash sale window reaches into the new yearseries · 2026-08-13 · 22×4Preview: a 16-point series, ending higher.
Self-Match Prevention and Wash Trades
Venues quoting and printing the same stock in one 15-minute windowranking · 2026-08-13 · 6×3Preview: 6 ranked values, largest first. Trade condition flags on one full sessionranking · 2026-08-13 · 10×3Preview: 10 ranked values, largest first. Option contracts with volume on one underlying, June 2026series · 2026-08-13 · 21×3Preview: a 16-point series, ending lower. Prints per 15-minute bucket, one full sessionseries · 2026-08-13 · 64×2Preview: a 16-point series, ending lower.
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 · 12×3Preview: 12 ranked values, largest first.
spy_open_ramp

spy_open_ramp

most recentas of series 46×3read in context →
spy_open_ramp — 46 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timecontract_volumeactive_pct
09:1500
09:1600
09:1700
09:1800
09:1900
09:2000
09:2100
09:2200
09:2300
09:2400
09:2500
09:2600
09:2700
09:2800
09:2900
09:3079450100
09:317850100
09:3226796100
09:3345414100
09:3415329100
09:3549108100
09:3618352100
09:3731470100
09:3820996100
09:3936490100
09:4042035100
09:4121718100
09:4228877100
09:4339642100
09:4435376100
09:4541167100
09:4640783100
09:4754856100
09:4829440100
09:4951570100
09:5028752100
09:5129558100
09:5231180100
09:5321258100
09:5420868100
09:5522009100
09:5634339100
09:5718496100
09:5825615100
09:5927794100
10:0035862100
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
$