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

2,173 answered market questions

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OTC Markets Tiers and SEC Rule 15c2-11
Distinct exchange-listed symbols printing a trade each month, 2021 and 2022series · 2026-08-11 · 24×2Preview: a 16-point series, ending higher. 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 · 6×4Preview: 6 ranked values, smallest first. 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 · 6×4Preview: 6 ranked values, smallest first. 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 · 6×3Preview: 6 ranked values, largest first. 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 · 5×2Preview: 5 ranked values, largest first. De-vig methods on one lopsided market, -750 against +475ranking · 2026-08-11 · 4×3Preview: 4 ranked values, largest first. Book sum and overround on four illustrative marketsranking · 2026-08-11 · 4×3Preview: 4 ranked values, smallest first.
Dividend Reinvestment Plans (DRIPs) Explained
Days from ex-dividend date to cash: six household dividend payersranking · 2026-08-11 · 6×4Preview: 6 ranked values, largest first. KO: ex-dividend close against the pay date close, 2021 to 2026series · 2026-08-11 · 22×5Preview: a 16-point series, ending lower. Reinvestment events a year: a monthly payer against a quarterly payerranking · 2026-08-11 · 10×3Preview: 10 ranked values, smallest first. How often listed payers distribute, trailing yearranking · 2026-08-11 · 5×3Preview: 5 ranked values, largest first.
Why Trading Volume Dies at Midday: U-Shape
Share of regular-session volume by half hour, SPY and AAPLseries · 2026-08-10 · 13×3Preview: a 13-point series, ending lower. Average one-minute SPY range in basis points, by half hourseries · 2026-08-10 · 13×3Preview: a 13-point series, ending lower. SPY open, midday and close volume against an average minute, by yearranking · 2026-08-10 · 8×4Preview: 8 ranked values, smallest first. Open, midday and close volume against an average session minuteranking · 2026-08-10 · 6×4Preview: 6 ranked values, smallest first.
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 · 21×2Preview: a 16-point series, ending higher. NVDA options volume by June 2026 expiration date: top six expiriesseries · 2026-08-10 · 6×2Preview: a 6-point series, ending lower. 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 · 6×5Preview: a 6-point series, ending lower. June 2026 SPY options volume by days-to-expiry at the time of the tradeseries · 2026-08-10 · 4×3Preview: a 4-point series, ending lower. Options volume by expiration weekday: all US options traded June 1 - July 9, 2026series · 2026-08-10 · 5×5Preview: a 5-point series, ending higher. The daily-expiration club: every root with an expiry on all 21 June 2026 sessionsranking · 2026-08-10 · 11×3Preview: 11 ranked values, largest first.
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 · 3×4Preview: a 3-point series, ending higher. SPY on witching sessions vs. the same month's other sessions: intraday range and net move (% of the open)series · 2026-08-10 · 8×5Preview: a 8-point series, ending higher. Every quarterly witching session since September 2024: market-wide share volume vs. the month's other sessionsseries · 2026-08-10 · 8×5Preview: a 8-point series, roughly flat. SPY's expiring June 18, 2026 series: contracts traded by strike, and each strike's distance from the closing priceranking · 2026-08-10 · 12×4Preview: 12 ranked values, largest first. Contract volume by expiration date: all US options traded June 1-18, 2026, top eight expiriesranking · 2026-08-10 · 8×2Preview: 8 ranked values, largest first. 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 · 90×4Preview: a 16-point series, ending lower. Where AAPL trades printed, June 17 2026, 10:00 to 11:30 ETranking · 2026-08-10 · 17×3Preview: 16 ranked values, largest first. Which venue held the national best bid in AAPL, June 17 2026, 10:00 to 11:30 ETranking · 2026-08-10 · 16×3Preview: 16 ranked values, largest first.
International Fund NAV: Fair Value Pricing
The overnight and New York halves of the day, year by yearranking · 2026-08-10 · 6×3Preview: 6 ranked values, smallest first. Foreign listings during New York hours, sorted by the US large cap moveranking · 2026-08-10 · 5×4Preview: 5 ranked values, smallest first. Average move by New York half hour, two foreign listingsseries · 2026-08-10 · 25×3Preview: a 16-point series, ending lower. Where the daily move lands: overnight gap versus the New York sessionranking · 2026-08-10 · 6×3Preview: 6 ranked values, largest first.
How Futures Margin Works: SPAN and Calls
SPY typical and largest daily move, month by month since 2019series · 2026-08-10 · 91×4Preview: a 16-point series, ending higher. Short term Treasury yields, the reference a stock margin loan is priced offseries · 2026-08-10 · 91×4Preview: a 16-point series, ending higher. One day move size across six household names, five years to July 2026ranking · 2026-08-10 · 6×3Preview: 6 ranked values, largest first. A decade of SPY daily closing moves, sorted into size bucketsranking · 2026-08-10 · 6×3Preview: 6 ranked values, largest first.
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking · 2026-08-10 · 5×2Preview: 5 ranked values, largest first. KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series · 2026-08-10 · 42×4Preview: a 16-point series, roughly flat.
Contango and Roll Yield in Commodity ETFs
Two listed crude oil funds, calendar year price changeranking · 2026-08-10 · 5×4Preview: 5 ranked values, largest first. Both funds rebased to 100 at the start of the window, month by monthseries · 2026-08-10 · 60×4Preview: a 16-point series, ending higher. The financing leg: 3 month and 1 year Treasury yields by monthseries · 2026-08-10 · 91×4Preview: a 16-point series, ending higher.
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 · 17×3Preview: 16 ranked values, largest first. 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 · 15×4Preview: a 15-point series, roughly flat.
Reg T Margin vs Portfolio Margin Explained
SPY realized volatility and worst session, by calendar yearranking · 2026-08-09 · 20×4Preview: 16 ranked values, smallest first. SPY daily moves and drawdown, February to April 2020series · 2026-08-09 · 45×4Preview: a 16-point series, ending lower. Worst one-session and five-session declines since January 2015ranking · 2026-08-09 · 6×3Preview: 6 ranked values, smallest first. Average implied volatility by strike distance from spot, SPY, May to June 2026ranking · 2026-08-09 · 9×3Preview: 9 ranked values, largest first.
Pin Risk at Options Expiration Explained
How far the Friday close lands from the nearest whole dollarranking · 2026-08-09 · 10×3Preview: 10 ranked values, largest first. AAPL's final half hour on its tightest monthly expiration close since 2025series · 2026-08-09 · 30×5Preview: a 16-point series, ending lower.
Midpoint Peg Orders Explained: Half-Cent Fills
Sub-penny print share by reporting route, off exchange against lit exchangeranking · 2026-08-09 · 6×3Preview: 6 ranked values, largest first. Share of trades printed off the penny grid, 10:00 to 11:00 a.m. ET, June 17 2026ranking · 2026-08-09 · 6×3Preview: 6 ranked values, largest first. BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026series · 2026-08-09 · 16×3Preview: a 16-point series, roughly flat. Average NBBO spread and the midpoint saving, 10:00 to 11:00 a.m. ET, June 17 2026ranking · 2026-08-09 · 6×3Preview: 6 ranked values, smallest first.
Maker-Taker Fees and Rebates Explained
Where one liquid name's shares printed, by venue (Jul 15, 2026)ranking · 2026-08-09 · 12×3Preview: 12 ranked values, largest first. 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 · 4×3Preview: 4 ranked values, smallest first. A 30 mil per share fee as basis points of notional, by price band (Jul 15, 2026)ranking · 2026-08-09 · 6×3Preview: 6 ranked values, largest first.
How to Read a Futures Symbol (ESZ6, CLF27)
Volume around one quarterly expiry: SPY June 19 vs September 18, 2026series · 2026-08-09 · 38×3Preview: a 16-point series, ending higher. Delivery years live at the same time on one option calendar (SPY, July 2026)ranking · 2026-08-09 · 3×4Preview: 3 ranked values, smallest first. Where long-dated option volume lands, by expiry month coderanking · 2026-08-09 · 11×3Preview: 11 ranked values, largest first.
How Event Contracts Settle: Payout and Fees
Final-day call prices by where the strike sat against the priceranking · 2026-08-09 · 12×3Preview: 12 ranked values, largest first. 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 · 5×3Preview: 5 ranked values, largest first. Twelve monthly AAPL lots, first regular session of each month of 2024series · 2026-08-09 · 12×3Preview: a 12-point series, ending higher. Realized gain per share on each 2024 lot, sold at the same June 2025 priceseries · 2026-08-09 · 12×3Preview: a 12-point series, ending lower.
How Options Adjust After Mergers & Spinoffs
One deliverable, two companies: GE and GE HealthCare after the spinseries · 2026-08-09 · 61×5Preview: a 16-point series, ending lower. Near-the-money implied volatility into a cash close (ATVI, 2023)series · 2026-08-09 · 83×4Preview: a 16-point series, ending lower. A target stock pinning to its cash deal price (ATVI, 2023)series · 2026-08-09 · 83×4Preview: a 16-point series, ending lower.
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 · 13×4Preview: a 13-point series, ending higher. Median spread each half hour, as a multiple of each name's tightest bucket (regular hours, ET)series · 2026-08-08 · 13×4Preview: a 13-point series, ending lower. 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 · 5×4Preview: 5 ranked values, largest first. 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 · 13×5Preview: a 13-point series, ending lower. 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 · 7×3Preview: a 7-point series, roughly flat. Where SPY volume lands inside the day, 30 minute buckets, October 2024series · 2026-08-08 · 32×3Preview: a 16-point series, roughly flat. The single busiest clock minute of the month, October 2024ranking · 2026-08-08 · 5×3Preview: 5 ranked values, largest first. Weekdays with no US equity session, 2014 through 2023ranking · 2026-08-08 · 10×2Preview: 10 ranked values, smallest first.
Stop Order vs Stop-Limit Order: How Each Fills
Average one-minute high-low range by time of dayseries · 2026-08-08 · 13×3Preview: a 13-point series, ending lower. Sessions that gapped through a 2% stop, and whether the limit price tradedranking · 2026-08-08 · 5×3Preview: 5 ranked values, smallest first. NVDA's largest gap-down opens and the 30 minutes that followedseries · 2026-08-08 · 8×3Preview: a 8-point series, ending higher. How often each stock opened below the prior closeranking · 2026-08-08 · 5×3Preview: 5 ranked values, largest first.
Professional vs Non-Professional Market Data
US equity and options venues in the exchange reference listranking · 2026-08-08 · 6×3Preview: 6 ranked values, largest first. AAPL quote messages per 15 minutes, pinned session of Jun 16, 2026series · 2026-08-08 · 36×2Preview: a 16-point series, ending higher. Listed option contracts that traded on Jun 16, 2026, by underlyingranking · 2026-08-08 · 5×4Preview: 5 ranked values, largest first. Quote message rate by symbol, 10:00 to 11:00 a.m. ET on Jun 16, 2026ranking · 2026-08-08 · 5×3Preview: 5 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
$