OTC Markets Tiers and SEC Rule 15c2-11
Distinct exchange-listed symbols printing a trade each month, 2021 and 2022series ·
2026-08-11 · 24×2
Exchange-listed symbols with a recent SEC periodic report, June 2026scalar ·
2026-08-11 · 1×313,024
Macro Picture Entering H2 2026, With Receipts
SPY month by month in H1 2026: regular-hours open-to-close return per monthranking ·
2026-08-11 · 6×4
The labor market, monthly: unemployment, participation, average hourly earnings, with ingest receiptstable ·
2026-08-11 · 6×5
Model-based inflation expectations by horizon, monthlyranking ·
2026-08-11 · 6×4
The Treasury curve at each month-end of H1 2026: bill, 2-year, 10-year, and the spreads between themtable ·
2026-08-11 · 6×8
CPI year-over-year, computed from the index against the same month a year earliertable ·
2026-08-11 · 6×5
CPI month-over-month, computed from the index against the prior monthranking ·
2026-08-11 · 6×3
The as-of receipts: every June print on file, the July CPI column armed as the next tripwirescalar ·
2026-08-11 · 1×51
How to De-Vig Betting Odds Into Probabilities
Implied probability by quote format, illustrative quotesranking ·
2026-08-11 · 5×2
De-vig methods on one lopsided market, -750 against +475ranking ·
2026-08-11 · 4×3
Book sum and overround on four illustrative marketsranking ·
2026-08-11 · 4×3
Dividend Reinvestment Plans (DRIPs) Explained
Days from ex-dividend date to cash: six household dividend payersranking ·
2026-08-11 · 6×4
KO: ex-dividend close against the pay date close, 2021 to 2026series ·
2026-08-11 · 22×5
Reinvestment events a year: a monthly payer against a quarterly payerranking ·
2026-08-11 · 10×3
How often listed payers distribute, trailing yearranking ·
2026-08-11 · 5×3
Why Trading Volume Dies at Midday: U-Shape
Share of regular-session volume by half hour, SPY and AAPLseries ·
2026-08-10 · 13×3
Average one-minute SPY range in basis points, by half hourseries ·
2026-08-10 · 13×3
SPY open, midday and close volume against an average minute, by yearranking ·
2026-08-10 · 8×4
Open, midday and close volume against an average session minuteranking ·
2026-08-10 · 6×4
When Do Options Expire? Friday 4 PM ET & Daily
Who owns Wednesday: roots by distinct Wednesday-dated expirations, July 6-9, 2026 tapetable ·
2026-08-10 · 8×5
SPY options volume by June 2026 expiration date: a new expiry every sessionseries ·
2026-08-10 · 21×2
NVDA options volume by June 2026 expiration date: top six expiriesseries ·
2026-08-10 · 6×2
The July 2026 holiday move: SPY volume in contracts expiring Thursday July 2 vs Friday July 3scalar ·
2026-08-10 · 1×212.84
The rest of 2026, measured: each month's busiest forward expiration date, July 6-9 tapeseries ·
2026-08-10 · 6×5
June 2026 SPY options volume by days-to-expiry at the time of the tradeseries ·
2026-08-10 · 4×3
Options volume by expiration weekday: all US options traded June 1 - July 9, 2026series ·
2026-08-10 · 5×5
The daily-expiration club: every root with an expiry on all 21 June 2026 sessionsranking ·
2026-08-10 · 11×3
What Is Triple Witching? Volume & Volatility
Witching Thursday vs. the two ordinary Fridays before it: US option contracts traded, and the same-day-expiring shareseries ·
2026-08-10 · 3×4
SPY on witching sessions vs. the same month's other sessions: intraday range and net move (% of the open)series ·
2026-08-10 · 8×5
Every quarterly witching session since September 2024: market-wide share volume vs. the month's other sessionsseries ·
2026-08-10 · 8×5
SPY's expiring June 18, 2026 series: contracts traded by strike, and each strike's distance from the closing priceranking ·
2026-08-10 · 12×4
Contract volume by expiration date: all US options traded June 1-18, 2026, top eight expiriesranking ·
2026-08-10 · 8×2
The closing-cross window (3:59-4:00 p.m. ET): dollar volume on witching day vs. a typical June 2026 sessionscalar ·
2026-08-10 · 1×556.1
The Vendor Display Rule: SEC Rule 603(c)
Consolidated spread vs single venue spread, AAPL, June 17 2026series ·
2026-08-10 · 90×4
Where AAPL trades printed, June 17 2026, 10:00 to 11:30 ETranking ·
2026-08-10 · 17×3
Which venue held the national best bid in AAPL, June 17 2026, 10:00 to 11:30 ETranking ·
2026-08-10 · 16×3
International Fund NAV: Fair Value Pricing
The overnight and New York halves of the day, year by yearranking ·
2026-08-10 · 6×3
Foreign listings during New York hours, sorted by the US large cap moveranking ·
2026-08-10 · 5×4
Average move by New York half hour, two foreign listingsseries ·
2026-08-10 · 25×3
Where the daily move lands: overnight gap versus the New York sessionranking ·
2026-08-10 · 6×3
How Futures Margin Works: SPAN and Calls
SPY typical and largest daily move, month by month since 2019series ·
2026-08-10 · 91×4
Short term Treasury yields, the reference a stock margin loan is priced offseries ·
2026-08-10 · 91×4
One day move size across six household names, five years to July 2026ranking ·
2026-08-10 · 6×3
A decade of SPY daily closing moves, sorted into size bucketsranking ·
2026-08-10 · 6×3
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking ·
2026-08-10 · 5×2
KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series ·
2026-08-10 · 42×4
Contango and Roll Yield in Commodity ETFs
Two listed crude oil funds, calendar year price changeranking ·
2026-08-10 · 5×4
Both funds rebased to 100 at the start of the window, month by monthseries ·
2026-08-10 · 60×4
The financing leg: 3 month and 1 year Treasury yields by monthseries ·
2026-08-10 · 91×4
SIP Feeds vs Direct Exchange Feeds
Which venues sat on the bid side of the quote record, KO on June 16, 2026ranking ·
2026-08-09 · 17×3
Quote update traffic across five household tickers, 10:00 to 11:00 a.m. ET on June 16, 2026table ·
2026-08-09 · 5×5
US equity exchanges that feed the consolidated tapetable ·
2026-08-09 · 18×4
Venue clock to consolidated tape clock, KO quotes on June 16, 2026series ·
2026-08-09 · 15×4
Reg T Margin vs Portfolio Margin Explained
SPY realized volatility and worst session, by calendar yearranking ·
2026-08-09 · 20×4
SPY daily moves and drawdown, February to April 2020series ·
2026-08-09 · 45×4
Worst one-session and five-session declines since January 2015ranking ·
2026-08-09 · 6×3
Average implied volatility by strike distance from spot, SPY, May to June 2026ranking ·
2026-08-09 · 9×3
Pin Risk at Options Expiration Explained
How far the Friday close lands from the nearest whole dollarranking ·
2026-08-09 · 10×3
AAPL's final half hour on its tightest monthly expiration close since 2025series ·
2026-08-09 · 30×5
Midpoint Peg Orders Explained: Half-Cent Fills
Sub-penny print share by reporting route, off exchange against lit exchangeranking ·
2026-08-09 · 6×3
Share of trades printed off the penny grid, 10:00 to 11:00 a.m. ET, June 17 2026ranking ·
2026-08-09 · 6×3
BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026series ·
2026-08-09 · 16×3
Average NBBO spread and the midpoint saving, 10:00 to 11:00 a.m. ET, June 17 2026ranking ·
2026-08-09 · 6×3
Maker-Taker Fees and Rebates Explained
Where one liquid name's shares printed, by venue (Jul 15, 2026)ranking ·
2026-08-09 · 12×3
Registered US stock exchanges and their participant codestable ·
2026-08-09 · 18×5
One hour of NBBO spreads, measured in mils (Jul 15, 2026)ranking ·
2026-08-09 · 4×3
A 30 mil per share fee as basis points of notional, by price band (Jul 15, 2026)ranking ·
2026-08-09 · 6×3
How to Read a Futures Symbol (ESZ6, CLF27)
Volume around one quarterly expiry: SPY June 19 vs September 18, 2026series ·
2026-08-09 · 38×3
Delivery years live at the same time on one option calendar (SPY, July 2026)ranking ·
2026-08-09 · 3×4
Where long-dated option volume lands, by expiry month coderanking ·
2026-08-09 · 11×3
How Event Contracts Settle: Payout and Fees
Final-day call prices by where the strike sat against the priceranking ·
2026-08-09 · 12×3
Traded price against intrinsic value, by days to expirytable ·
2026-08-09 · 30×4
Where SPY option volume sits across the last 30 days of contract lifetable ·
2026-08-09 · 30×2
Cost Basis Methods: FIFO vs Specific ID
Cheapest to dearest monthly lot in 2024, five household tickersranking ·
2026-08-09 · 5×3
Twelve monthly AAPL lots, first regular session of each month of 2024series ·
2026-08-09 · 12×3
Realized gain per share on each 2024 lot, sold at the same June 2025 priceseries ·
2026-08-09 · 12×3
How Options Adjust After Mergers & Spinoffs
One deliverable, two companies: GE and GE HealthCare after the spinseries ·
2026-08-09 · 61×5
Near-the-money implied volatility into a cash close (ATVI, 2023)series ·
2026-08-09 · 83×4
A target stock pinning to its cash deal price (ATVI, 2023)series ·
2026-08-09 · 83×4
Why Are Spreads Wider at the Open? Real Data
Window guard: the UTC session filter maps to a 9:30 a.m. ET start on both ends of the rolling windowscalar ·
2026-08-08 · 1×2570
Share of quote updates at the one-cent minimum spread, by half hour (regular hours, ET)series ·
2026-08-08 · 13×4
Median spread each half hour, as a multiple of each name's tightest bucket (regular hours, ET)series ·
2026-08-08 · 13×4
Session by session: how often, and by how much, the open ran wider than middaytable ·
2026-08-08 · 3×6
Median quoted spread by phase of the trading day, in basis points (ET clock)ranking ·
2026-08-08 · 5×4
The opening premium priced: median and 90th-percentile spread at the open (9:30-10:00 ET) vs. midday (12:00-14:00 ET)table ·
2026-08-08 · 3×12
MU: median quoted spread by half hour on July 7, 2026 (ET, regular hours)series ·
2026-08-08 · 13×5
MU into July 7, 2026: prior regular-session close, opening print, overnight gapscalar ·
2026-08-08 · 1×3984.31
When Did the US Stock Market Start? 1792
Trading sessions by day of the week, calendar year 2019series ·
2026-08-08 · 7×3
Where SPY volume lands inside the day, 30 minute buckets, October 2024series ·
2026-08-08 · 32×3
The single busiest clock minute of the month, October 2024ranking ·
2026-08-08 · 5×3
Weekdays with no US equity session, 2014 through 2023ranking ·
2026-08-08 · 10×2
Stop Order vs Stop-Limit Order: How Each Fills
Average one-minute high-low range by time of dayseries ·
2026-08-08 · 13×3
Sessions that gapped through a 2% stop, and whether the limit price tradedranking ·
2026-08-08 · 5×3
NVDA's largest gap-down opens and the 30 minutes that followedseries ·
2026-08-08 · 8×3
How often each stock opened below the prior closeranking ·
2026-08-08 · 5×3
Professional vs Non-Professional Market Data
US equity and options venues in the exchange reference listranking ·
2026-08-08 · 6×3
AAPL quote messages per 15 minutes, pinned session of Jun 16, 2026series ·
2026-08-08 · 36×2
Listed option contracts that traded on Jun 16, 2026, by underlyingranking ·
2026-08-08 · 5×4
Quote message rate by symbol, 10:00 to 11:00 a.m. ET on Jun 16, 2026ranking ·
2026-08-08 · 5×3
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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