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

2,173 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

Self-Hosted A-Share Quant Workbench, Explained
What crossing the spread costs: average quoted spread, six US listings, midday 17 June 2026ranking · 2026-08-13 · 6×2Preview: 6 ranked values, smallest first. How far the price travels inside one minute: KO, by New York clock time, 17 June 2026series · 2026-08-13 · 18×2Preview: a 16-point series, ending higher.
Brier Score: How to Grade a Forecast
Brier score of the market's own stated probability, by underlyingranking · 2026-08-13 · 6×4Preview: 6 ranked values, smallest first. The market's Brier score across expiry horizons, SPYranking · 2026-08-13 · 6×4Preview: 6 ranked values, smallest first. SPY option deltas against how often those contracts finished in the moneyranking · 2026-08-13 · 10×4Preview: 10 ranked values, smallest first.
Ratio Spreads: Breakevens and Naked Risk
AAPL 25-session moves since January 2021, by sizeranking · 2026-08-13 · 6×3Preview: 6 ranked values, largest first.
Pairs Trading and Cointegration Explained
Weekly z score of the KO/PEP spread, hedge ratio fitted on 2023 onlyseries · 2026-08-13 · 105×2Preview: a 16-point series, ending higher. Where the KO/PEP spread sat twenty sessions later, by starting z score (2019-2025)ranking · 2026-08-13 · 6×4Preview: 6 ranked values, smallest first. Daily-return correlation vs price-level correlation, five familiar pairs (2024-2025)ranking · 2026-08-13 · 5×3Preview: 5 ranked values, largest first. Hedge ratio refitted each calendar year, two sector pairsranking · 2026-08-13 · 7×3Preview: 7 ranked values, smallest first.
Implied Volatility vs Vega: The Difference
Where vega peaks: AAPL vega and IV across strikes, 20 to 45 days out (July 2026)ranking · 2026-08-13 · 12×4Preview: 12 ranked values, largest first. Same underlying, same IV, rising vega: AAPL by days to expiry (July 2026)ranking · 2026-08-13 · 14×4Preview: 14 ranked values, largest first. Contract days behind the weekly IV series, by monthseries · 2026-08-13 · 12×5Preview: a 12-point series, ending higher. One input, three levels: weekly average IV for AAPL, NVDA and KO (20 to 45 days out)series · 2026-08-13 · 53×5Preview: a 16-point series, ending higher.
Half-Penny Tick Sizes Under Rule 612
Average quoted spread and time on the penny floor, pinned sessionranking · 2026-08-13 · 8×3Preview: 8 ranked values, smallest first. Share of the session spent at each quoted spread, three namesranking · 2026-08-13 · 5×4Preview: 5 ranked values, largest first. Share of each 15 minute bucket spent at a one cent quoted spreadseries · 2026-08-13 · 30×3Preview: a 16-point series, ending higher. What one cent is worth, as a share of the closing priceranking · 2026-08-13 · 8×3Preview: 8 ranked values, largest first.
Heston Model and the Volatility Smile
How far at-the-money implied volatility itself travelled (Jan to Jun 2026)ranking · 2026-08-12 · 6×4Preview: 6 ranked values, largest first. Near-the-money implied volatility by time to expiry (Jan to Jun 2026)ranking · 2026-08-12 · 6×3Preview: 6 ranked values, smallest first. SPY implied volatility by strike distance, 20 to 45 days to expiry (Jan to Jun 2026)ranking · 2026-08-12 · 13×4Preview: 13 ranked values, largest first. Put-side versus call-side implied volatility, 20 to 45 days (Jan to Jun 2026)ranking · 2026-08-12 · 6×4Preview: 6 ranked values, smallest first. Daily at-the-money implied volatility, SPY and NVDA (Apr to Jun 2026)series · 2026-08-12 · 62×3Preview: a 16-point series, ending higher.
PCAP Market Data: How Market Replay Works
Trade prints per second across the electronic day, June 10 2026series · 2026-08-12 · 64×3Preview: a 16-point series, roughly flat. One minute of AAPL quotes, second by second, 09:30 ET on June 10 2026series · 2026-08-12 · 60×3Preview: a 16-point series, roughly flat. Quote messages per trade, 09:30 to 10:00 ET on June 10 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. AAPL quote clocks, SIP stamp minus exchange stamp, 09:30 to 11:00 ET on June 10 2026series · 2026-08-12 · 9×4Preview: a 9-point series, ending higher.
Options Volume vs. Open Interest, Explained
Volume accumulates live: July 6, 2026 in half-hour buckets (ET), with a running totalseries · 2026-08-12 · 14×3Preview: a 14-point series, ending higher. Top 10 underlying roots by contracts traded, July 6, 2026table · 2026-08-12 · 10×5 One day of the US options tape: Monday, July 6, 2026scalar · 2026-08-12 · 1×860.6 July 6, 2026 volume by time to expiration: the tape is short-dated, the listed universe is nottable · 2026-08-12 · 5×5 Ten sessions of one long-dated contract: the SPY $620 put expiring 2026-12-18series · 2026-08-12 · 10×3Preview: a 10-point series, roughly flat. The ten busiest option contracts of July 6, 2026table · 2026-08-12 · 10×5
MBO vs MBP Order Book Data Explained
Trade size mix in the same window (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)ranking · 2026-08-12 · 5×4Preview: 5 ranked values, largest first. What changed between consecutive top-of-book messages (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)ranking · 2026-08-12 · 4×3Preview: 4 ranked values, smallest first. Top-of-book messages against prints, 10:00 to 10:30 a.m. ET, June 16, 2026ranking · 2026-08-12 · 5×4Preview: 5 ranked values, largest first.
Market Recap: Week of July 20, 2026
Next week on the calendar: closures, ex-dividends, splits, and the expiry pullscalar · 2026-08-12 · 1×60 SPY median quoted spread and NBBO updates per session, regular hours, July 20-24series · 2026-08-12 · 5×5Preview: a 5-point series, ending higher. SPY by session: close, change, and share volume, July 20-24series · 2026-08-12 · 5×4Preview: a 5-point series, roughly flat. Options contracts, same-day share, and call share by session, July 20-24series · 2026-08-12 · 5×5Preview: a 5-point series, ending higher. SEC filings by session and form type, July 20-24series · 2026-08-12 · 5×5Preview: a 5-point series, roughly flat. Advancers and decliners per session, names with $5M+ traded, July 20-24series · 2026-08-12 · 5×5Preview: a 5-point series, roughly flat. Top names by regular-hours dollar volume, full week July 20-24ranking · 2026-08-12 · 8×3Preview: 8 ranked values, largest first. Daily short-volume file coverage: tickers on file and short shares, July 20-24series · 2026-08-12 · 5×4Preview: a 5-point series, roughly flat. Session verification: sessions, bars, holiday rows, up and down closes, next closurescalar · 2026-08-12 · 1×95 The week's corporate calendar: dividends, splits, listings, newsscalar · 2026-08-12 · 1×917,144 SPY's week in trailing-year context (open-to-close weekly returns)scalar · 2026-08-12 · 1×5-1.1 SPY / QQQ / DIA / IWM: week of July 20 vs the July 17 close, with the prior week's changetable · 2026-08-12 · 4×5 Sector ETFs, full-week change: July 24 close vs July 17 closeranking · 2026-08-12 · 11×3Preview: 11 ranked values, largest first. Treasury curve by session, July 17 print through July 24series · 2026-08-12 · 6×6Preview: a 6-point series, ending higher. Weekly movers: ten biggest gainers and decliners, regular-hours closes, $5M+ traded, splits excludedtable · 2026-08-12 · 20×6 Weekly breadth: July 24 regular close vs July 17 regular close, names with $5M+ traded during the weekscalar · 2026-08-12 · 1×62,437
How to Estimate Queue Position From L2 Data
How AAPL prints break down by trade size, June 10 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread and time at a one cent spread, midday June 10 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, smallest first. Top of book messages against prints on the tape, AAPL, June 10 2026series · 2026-08-12 · 8×4Preview: a 8-point series, ending higher. The best bid and the price levels it visited, AAPL, 15 minute bucketsseries · 2026-08-12 · 24×3Preview: a 16-point series, ending lower.
Held vs Not-Held Orders: Broker Discretion
Distance from AAPL's daily VWAP to that morning's opening printseries · 2026-08-12 · 9×2Preview: a 9-point series, ending higher. Average gap between the daily VWAP and the open, June 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, largest first. Share of AAPL prints and volume by trade size, June 17 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread by half hour, AAPL and KO, June 17 2026series · 2026-08-12 · 15×3Preview: a 15-point series, ending higher.
How Fractional Shares Hit the Tape
Small AAPL print sizes: five sessions in January 2026 against five in July 2026table · 2026-08-12 · 26×3 Average shares per print by month, September 2025 through July 2026series · 2026-08-12 · 11×5Preview: a 11-point series, ending lower. Odd lots, round lots and sub-one-share prints across six names, July 8 to 10, 2026ranking · 2026-08-12 · 6×4Preview: 6 ranked values, largest first. AAPL average print size across the February 2026 boundaryseries · 2026-08-12 · 19×4Preview: a 16-point series, roughly flat.
How Buffer ETFs Work: Caps and Resets
A 15% cap and 9% buffer, seen from three entry pointsranking · 2026-08-12 · 21×4Preview: 16 ranked values, smallest first. SPY calendar-year price return against a 15% cap and 9% bufferranking · 2026-08-12 · 12×3Preview: 12 ranked values, smallest first. Remaining buffer and remaining cap by entry pointranking · 2026-08-12 · 11×3Preview: 11 ranked values, smallest first. Compounding the index against the buffered payoff, net of a 0.79% feeranking · 2026-08-12 · 12×3Preview: 12 ranked values, smallest first.
Who Are the Biggest Market Makers?
Where Apple trades printed on June 10, 2026, by venueranking · 2026-08-11 · 15×3Preview: 15 ranked values, largest first. Quoted spread and quote traffic over fifteen minutes, June 10, 2026table · 2026-08-11 · 5×5 Listed option series carrying data on one date, by underlyingranking · 2026-08-11 · 5×4Preview: 5 ranked values, largest first. Share of Apple volume printed off exchange, by monthseries · 2026-08-11 · 12×2Preview: a 12-point series, ending lower.
What Is the Put-Call Ratio? A Data Guide
A decade of SPY put-call ratios: median, low and high of the daily reading by yeartable · 2026-08-11 · 12×5 Put-call ratio by underlying: five of the most active names, June 2026ranking · 2026-08-11 · 5×3Preview: 5 ranked values, largest first. Market-wide put-call ratio by day: every listed US option, June 1 through July 10, 2026series · 2026-08-11 · 28×4Preview: a 16-point series, ending lower. The June 2026 put-call range: median, high and low of the daily market-wide ratioscalar · 2026-08-11 · 1×50.793 Index-linked vs single-stock options: put-call ratio by population, June 2026ranking · 2026-08-11 · 3×4Preview: 3 ranked values, largest first. Put-call ratio by days to expiration: every listed US option, June 2026ranking · 2026-08-11 · 5×4Preview: 5 ranked values, largest first.
What Is 0DTE? Zero Days to Expiry Options
July 6, 2026: top roots by same-day-expiry options volumeranking · 2026-08-11 · 8×3Preview: 8 ranked values, largest first. The receipt: July 6, 2026 session completeness and OCC parse coveragescalar · 2026-08-11 · 1×6390 June 2026: whole-month options volume and its same-day-expiry sharescalar · 2026-08-11 · 1×41,477.9 How July 6's same-day SPY contracts finished: out of the money vs. in the moneytable · 2026-08-11 · 2×5 July 6, 2026: whole-tape options volume by days to expiryranking · 2026-08-11 · 5×3Preview: 5 ranked values, largest first. One 0DTE contract, all day: SPY's busiest same-day call and put, July 6, 2026series · 2026-08-11 · 14×4Preview: a 14-point series, ending higher. July 6, 2026: SPY's two busiest same-day contractsranking · 2026-08-11 · 2×3Preview: 2 ranked values, largest first.
DTE Meaning in Options: Days to Expiration
DTE menus compared: expirations traded and 0DTE share by underlying, July 8, 2026table · 2026-08-11 · 6×6 0DTE's rise: same-day share of SPY option volume, June 8-12 of each yearranking · 2026-08-11 · 7×4Preview: 7 ranked values, smallest first. The front of the curve: share of July 8, 2026 volume within a week of expiryscalar · 2026-08-11 · 1×361.8 Options volume by days to expiration: every US option traded July 8, 2026ranking · 2026-08-11 · 6×3Preview: 6 ranked values, largest first. DTE, worked on real contracts: SPY's most-traded option in each DTE band, July 8, 2026table · 2026-08-11 · 6×5 The price of time: at-the-money SPY call price by DTE, midday July 8, 2026series · 2026-08-11 · 11×3Preview: a 11-point series, ending lower.
The January Effect: Does It Still Work?
SPY share volume around the turn of the year, averaged since 2011ranking · 2026-08-11 · 19×3Preview: 16 ranked values, largest first. Distinct symbols printing at least one session, by yearranking · 2026-08-11 · 20×2Preview: 16 ranked values, smallest first. The tape by average dollar volume, June 2026ranking · 2026-08-11 · 5×3Preview: 5 ranked values, largest first. Every January on the daily tape, in trading sessionsranking · 2026-08-11 · 23×2Preview: 16 ranked values, smallest first.
Quote-Driven vs Order-Driven Markets
Quoted spread and displayed size at the NBBO, one June 2026 hourranking · 2026-08-11 · 5×3Preview: 5 ranked values, smallest first. AAPL option trade sizes, one June 2026 sessionranking · 2026-08-11 · 5×4Preview: 5 ranked values, largest first. Share of consolidated volume reported off exchange, by monthseries · 2026-08-11 · 12×5Preview: a 12-point series, ending higher. How US share volume concentrates across symbols, May 2026ranking · 2026-08-11 · 5×4Preview: 5 ranked values, largest first.
OTC Markets Tiers and SEC Rule 15c2-11
Sessions traded in June 2026, share of exchange-listed symbolsranking · 2026-08-11 · 5×2Preview: 5 ranked values, smallest 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
$