Iceberg Orders Explained: Hidden Liquidity
Average shares per print, monthly, MSFT and KOseries ·
2026-08-06 · 90×4
The busiest price and size pairing, half hour by half hourscalar ·
2026-08-06 · 1×367
How the Put/Call Ratio Is Calculated
Daily single stock put/call ratio against its 21 session averageseries ·
2026-08-06 · 84×4
Where the daily ratio actually sits, twelve months of sessionsranking ·
2026-08-06 · 3×4
Monthly median put/call ratio: broad market ETFs against single stocksseries ·
2026-08-06 · 12×4
Daily put/call volume ratio, SPY against AAPL, July 2026series ·
2026-08-06 · 22×4
Put and call volume for eight household names, July 2026ranking ·
2026-08-06 · 8×4
How Mutual Fund NAV Is Calculated: Example
Share of SPY's session volume by half hour, June 2026 averageseries ·
2026-08-06 · 13×2
Average move from the 11:30 a.m. ET European close to the 4:00 p.m. close, Q2 2026ranking ·
2026-08-06 · 5×3
One session's price path, SPY every 15 minutes on June 17, 2026series ·
2026-08-06 · 27×2
Distance from the 10:00 a.m. ET price to the close, SPY, by monthseries ·
2026-08-06 · 12×4
ETF Premium and Discount to NAV, Explained
How far seven ETFs travel in a regular session, first half of 2026ranking ·
2026-08-06 · 7×3
Median session move by month, 2026 first halfseries ·
2026-08-06 · 6×4
Average minute bar range by ET clock time, second quarter 2026series ·
2026-08-06 · 26×4
Median move before and after European markets close, first half of 2026ranking ·
2026-08-06 · 4×3
Do Stocks Fall When a Lockup Expires?
Average daily volume before and after the 180 day mark, 2023-2024 IPOsranking ·
2026-08-06 · 6×4
Short-marked share of reported volume, 30 days either side of the markranking ·
2026-08-06 · 6×3
RDDT daily close and volume around its 180 day mark, Aug to Oct 2024series ·
2026-08-06 · 53×3
Price change over the 30 days before and after the 180 day markranking ·
2026-08-06 · 6×3
Do Stock Gaps Always Get Filled? The Data
Average one-minute range and volume by time of day, 2025series ·
2026-08-06 · 26×3
Same-session gap fill rate by gap size, eight large caps, 2021 to 2026ranking ·
2026-08-06 · 5×3
Gap fill rate by how heavy the gap day's volume wasranking ·
2026-08-06 · 3×4
Share of 1%+ gaps filled, by how long you waitranking ·
2026-08-06 · 4×3
Box Spread Options and the Implied Loan Rate
Annualised cost of a hypothetical 10 cent fill error on a ten point boxranking ·
2026-08-06 · 12×2
Where SPY option volume sits, by strike distance from spot (June 2026)ranking ·
2026-08-06 · 5×3
A ten point box valued at every level SPY closed at in June 2026table ·
2026-08-06 · 8×5
Net delta of a SPY box as the upper strike widens (June 1, 2026)ranking ·
2026-08-06 · 9×4
When Does a Stock Split Take Effect?
Completed forward splits of 3-for-1 or larger: selected large-cap names, 2022 to 2026ranking ·
2026-08-05 · 12×4
US-listed splits by ratio band, 2021 to mid-2026: the 25% line in the dataranking ·
2026-08-05 · 5×3
NVDA around its 10-for-1 split: regular-session close and volume, June 3 to June 14, 2024series ·
2026-08-05 · 10×4
Effective dates by weekday: US-listed splits, 2021 to mid-2026series ·
2026-08-05 · 5×3
What Is Maximum Drawdown? Depth vs Recovery
Same fund, five lookback windows: SPY maximum drawdown by sample length to July 31, 2026ranking ·
2026-08-05 · 5×3
Completed SPY drawdowns since 2016: depth, days falling, days climbing backtable ·
2026-08-05 · 8×5
SPY underwater curve: month end close against its running peak, 2016 to 2026series ·
2026-08-05 · 127×2
Maximum drawdown against annualized volatility: eight large caps, five years to July 31, 2026ranking ·
2026-08-05 · 8×3
Put-Call Parity Explained, With Real Numbers
Call and put implied volatility near the money across AAPL monthly expirations, June 16 2026series ·
2026-08-05 · 7×6
Call and put implied volatility at matched AAPL strikes, Sep 18 2026 expiryranking ·
2026-08-05 · 15×4
Local A-Share Data Lake for AI Agents
Who left the tape: March 2021 symbols by daily dollar volume, checked against late July 2026ranking ·
2026-08-05 · 5×4
Survivorship, measured: March cohorts of US symbols still trading in late July 2026table ·
2026-08-05 · 10×5
One week of the US minute tape: symbols and bars per session, Jul 20-24, 2026series ·
2026-08-05 · 5×4
How to Calculate Covered Call Returns
Median implied volatility on near-the-money AAPL calls, by monthseries ·
2026-08-05 · 24×2
Median implied volatility on 20 to 45 day near-the-money calls, July 2026ranking ·
2026-08-05 · 5×3
AAPL call delta by strike distance, 20 to 45 days to expiry, July 2026ranking ·
2026-08-05 · 5×3
AAPL by month: the stock's move against the same move capped at 5%series ·
2026-08-05 · 24×3
When Is the COT Report Released?
Units versus dollars: seven funds tracking the markets the COT covers, July 2026ranking ·
2026-08-04 · 7×4
SPY: the move from Tuesday's close to Friday 3:30 pm ET, week by week, Aug 2025 to Jul 2026series ·
2026-08-04 · 48×4
How far seven markets travel between Tuesday's close and Friday 3:30 pm ET, Aug 2024 to Jul 2026table ·
2026-08-04 · 7×5
Where Friday volume sits on the clock: SPY, 15-minute buckets, full Friday sessions over the past yearseries ·
2026-08-04 · 26×3
What Happens If an Option Expires In the Money
Friday close to Monday's first minute: absolute overnight move, 2023 to July 2026ranking ·
2026-08-04 · 8×4
How close Friday closes land to a whole-dollar strike: seven names, 2023 to July 2026ranking ·
2026-08-04 · 5×3
Absolute move over the final 30 minutes of Friday sessions, 2023 to July 2026ranking ·
2026-08-04 · 8×4
Cash behind one contract: 100 shares at each name's close in the last week of July 2026ranking ·
2026-08-04 · 8×2
US Market Hours and Daylight Saving Time
London and Frankfurt distance from New York, session by session, March to April 2026series ·
2026-08-04 · 29×6
The New York open on two clocks: month-end sessions, August 2024 to July 2026series ·
2026-08-04 · 24×6
The 9:30 New York open in eight cities: US summer clock against US winter clock, 2026table ·
2026-08-04 · 8×5
London and Tokyo distance from New York, session by session, October to November 2025series ·
2026-08-04 · 25×6
IV Term Structure: What the Curve Tells You
NVDA term structure either side of the February 26, 2025 report: median near-the-money IV by expiry bandranking ·
2026-08-04 · 5×4
NVDA front band vs 91-180 day band: median near-the-money IV per session, Feb 10 to Mar 14, 2025series ·
2026-08-04 · 24×4
IV term structure, six liquid names: median near-the-money implied volatility by expiry band, June 2026ranking ·
2026-08-04 · 5×4
Share of sessions with an inverted curve: front band above the 91-180 day band, twelve months to July 31, 2026ranking ·
2026-08-04 · 10×4
How Stock Splits Affect Your Options
US stock splits by year: forward and reverse counts, 2017 through July 2026ranking ·
2026-08-04 · 10×3
One off cash distributions by size: payments, tickers and median amount since 2021table ·
2026-08-04 · 5×5
Most common forward split ratios since 2020, and how each one adjusts a contractranking ·
2026-08-04 · 10×4
What one 100 share contract covers after a non whole split ratio, 2020 to July 2026ranking ·
2026-08-04 · 10×4
What Is the High-Low Index? Market Breadth
Record High Percent and its 10-day average (the High-Low Index), 40-name basketseries ·
2026-08-04 · 68×4
New 52-week highs and lows each session: 40 large-cap US names, April to July 2026series ·
2026-08-04 · 77×4
How thin the denominator gets: sessions bucketed by names at a 52-week extremetable ·
2026-08-04 · 3×5
Two breadth measures, same basket: 10-day High-Low Index vs 10-day advancing shareseries ·
2026-08-04 · 68×4
When Companies Announce Dividend Raises
Share of annual raises declared in the same month as the prior raise, by yearranking ·
2026-08-03 · 10×4
Dividend raises by declaration month: US recurring quarterly payers, July 2015 to July 2026ranking ·
2026-08-03 · 12×3
JNJ dividend raises: declaration date, old rate, new rate, 2016 to 2026table ·
2026-08-03 · 11×5
Typical raise month by company: twelve dividend growers, raises since 2016series ·
2026-08-03 · 12×5
Declaration record by year: recurring dividends, count, and days from declaration to ex-datetable ·
2026-08-03 · 11×5
Can an AI Trading Track Record Be Verified?
Median quoted spread and the cost of a $25,000 round trip: midday hour, July 15, 2026ranking ·
2026-08-03 · 6×3
SPY holding-period outcomes since 2015: 5th percentile, median, 95th percentiletable ·
2026-08-03 · 4×7
How far SPY travels from its opening print, by ET half hour, first half of 2026series ·
2026-08-03 · 13×3
Six US index funds, identical window: price return, January 2 to June 30, 2026ranking ·
2026-08-03 · 6×3
Does Sell in May and Go Away Work?
Growth of one dollar: holding all year vs holding only November through Aprilranking ·
2026-08-03 · 21×3
The seasonal gap by era: average half-year returns and the spread between themtable ·
2026-08-03 · 3×6
S&P 500 tracker: May to October vs November to April, season by seasonranking ·
2026-08-03 · 21×3
Average S&P 500 tracker return by calendar month, May 2005 through April 2026table ·
2026-08-03 · 12×5
SPY distributions by ex-dividend month: inside the May to October window vs outside itranking ·
2026-08-03 · 19×3
Price Return vs Total Return: The Real Gap
Annualized price return vs total return over ten years: seven household names, to July 31, 2026ranking ·
2026-08-03 · 7×4
$10,000 in the S&P 500 tracker: price only vs dividends reinvested, year-end 2006 to July 2026ranking ·
2026-08-03 · 20×4
Price return vs total return by holding period: S&P 500 tracker, windows ending July 31, 2026ranking ·
2026-08-03 · 5×4
S&P 500 tracker by calendar year: price return vs the points added by reinvested dividendsranking ·
2026-08-03 · 20×3
Nikkei 225 Options and SQ Settlement
SPY implied volatility vs the volatility realized in the following monthseries ·
2026-08-03 · 23×5
Implied vs realized volatility, six heavily traded US underlyings, twelve months to June 30, 2026ranking ·
2026-08-03 · 6×4
Median theta and implied volatility by days to expiry: near-the-money SPY contracts, H1 2026table ·
2026-08-03 · 60×4
SPY on monthly settlement Fridays: the opening gap, and where the session went afterwardsseries ·
2026-08-03 · 16×4
Opening prints on settlement morning, May 15, 2026: twelve large US constituentsranking ·
2026-08-03 · 12×3
Is a High Put/Call Ratio Bullish?
Put/call volume ratio percentiles: single-stock basket vs index ETFs, 2022 to July 2026ranking ·
2026-08-03 · 8×3
S&P 500 tracker moves after each fifth of the equity put/call ratio, 2022 to July 2026table ·
2026-08-03 · 5×7
Put/call volume ratio by underlying: January 1 to July 31, 2026ranking ·
2026-08-03 · 13×4
Top-decile put/call readings per month, grouped by how the S&P 500 tracker movedranking ·
2026-08-03 · 4×4
How to Find a Stock's Earnings Date
Spacing between each name's eight biggest overnight moves, July 2024 to June 2026table ·
2026-08-03 · 7×5
Where fiscal quarters actually end: statement periods by calendar month, July 2023 to June 2026ranking ·
2026-08-03 · 12×3
NVDA: the ten largest overnight moves, July 2024 to June 2026ranking ·
2026-08-03 · 10×3
How to Find a Lockup Expiration Date
Weekly average daily volume: Reddit's first year of trading, March 2024 to March 2025series ·
2026-08-03 · 53×2
Reddit share volume by window, counted in days from the March 20, 2024 pricing dateranking ·
2026-08-03 · 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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