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

Iceberg Orders Explained: Hidden Liquidity
Average shares per print, monthly, MSFT and KOseries · 2026-08-06 · 90×4Preview: a 16-point series, ending lower. 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 · 84×4Preview: a 16-point series, ending lower. Where the daily ratio actually sits, twelve months of sessionsranking · 2026-08-06 · 3×4Preview: 3 ranked values, largest first. Monthly median put/call ratio: broad market ETFs against single stocksseries · 2026-08-06 · 12×4Preview: a 12-point series, roughly flat. Daily put/call volume ratio, SPY against AAPL, July 2026series · 2026-08-06 · 22×4Preview: a 16-point series, ending higher. Put and call volume for eight household names, July 2026ranking · 2026-08-06 · 8×4Preview: 8 ranked values, largest first.
How Mutual Fund NAV Is Calculated: Example
Share of SPY's session volume by half hour, June 2026 averageseries · 2026-08-06 · 13×2Preview: a 13-point series, ending higher. Average move from the 11:30 a.m. ET European close to the 4:00 p.m. close, Q2 2026ranking · 2026-08-06 · 5×3Preview: 5 ranked values, largest first. One session's price path, SPY every 15 minutes on June 17, 2026series · 2026-08-06 · 27×2Preview: a 16-point series, ending lower. Distance from the 10:00 a.m. ET price to the close, SPY, by monthseries · 2026-08-06 · 12×4Preview: a 12-point series, roughly flat.
ETF Premium and Discount to NAV, Explained
How far seven ETFs travel in a regular session, first half of 2026ranking · 2026-08-06 · 7×3Preview: 7 ranked values, largest first. Median session move by month, 2026 first halfseries · 2026-08-06 · 6×4Preview: a 6-point series, roughly flat. Average minute bar range by ET clock time, second quarter 2026series · 2026-08-06 · 26×4Preview: a 16-point series, ending lower. Median move before and after European markets close, first half of 2026ranking · 2026-08-06 · 4×3Preview: 4 ranked values, largest first.
Do Stocks Fall When a Lockup Expires?
Average daily volume before and after the 180 day mark, 2023-2024 IPOsranking · 2026-08-06 · 6×4Preview: 6 ranked values, smallest first. Short-marked share of reported volume, 30 days either side of the markranking · 2026-08-06 · 6×3Preview: 6 ranked values, largest first. RDDT daily close and volume around its 180 day mark, Aug to Oct 2024series · 2026-08-06 · 53×3Preview: a 16-point series, ending higher. Price change over the 30 days before and after the 180 day markranking · 2026-08-06 · 6×3Preview: 6 ranked values, largest first.
Do Stock Gaps Always Get Filled? The Data
Average one-minute range and volume by time of day, 2025series · 2026-08-06 · 26×3Preview: a 16-point series, ending lower. Same-session gap fill rate by gap size, eight large caps, 2021 to 2026ranking · 2026-08-06 · 5×3Preview: 5 ranked values, largest first. Gap fill rate by how heavy the gap day's volume wasranking · 2026-08-06 · 3×4Preview: 3 ranked values, largest first. Share of 1%+ gaps filled, by how long you waitranking · 2026-08-06 · 4×3Preview: 4 ranked values, largest first.
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 · 12×2Preview: 12 ranked values, largest first. Where SPY option volume sits, by strike distance from spot (June 2026)ranking · 2026-08-06 · 5×3Preview: 5 ranked values, largest first. 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 · 9×4Preview: 9 ranked values, smallest first.
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 · 12×4Preview: 12 ranked values, largest first. US-listed splits by ratio band, 2021 to mid-2026: the 25% line in the dataranking · 2026-08-05 · 5×3Preview: 5 ranked values, largest first. NVDA around its 10-for-1 split: regular-session close and volume, June 3 to June 14, 2024series · 2026-08-05 · 10×4Preview: a 10-point series, ending higher. Effective dates by weekday: US-listed splits, 2021 to mid-2026series · 2026-08-05 · 5×3Preview: a 5-point series, ending lower.
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 · 5×3Preview: 5 ranked values, smallest first. 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 · 127×2Preview: a 16-point series, roughly flat. Maximum drawdown against annualized volatility: eight large caps, five years to July 31, 2026ranking · 2026-08-05 · 8×3Preview: 8 ranked values, largest first.
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 · 7×6Preview: a 7-point series, ending lower. Call and put implied volatility at matched AAPL strikes, Sep 18 2026 expiryranking · 2026-08-05 · 15×4Preview: 15 ranked values, smallest first.
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 · 5×4Preview: 5 ranked values, largest first. 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 · 5×4Preview: a 5-point series, ending lower.
How to Calculate Covered Call Returns
Median implied volatility on near-the-money AAPL calls, by monthseries · 2026-08-05 · 24×2Preview: a 16-point series, roughly flat. Median implied volatility on 20 to 45 day near-the-money calls, July 2026ranking · 2026-08-05 · 5×3Preview: 5 ranked values, largest first. AAPL call delta by strike distance, 20 to 45 days to expiry, July 2026ranking · 2026-08-05 · 5×3Preview: 5 ranked values, largest first. AAPL by month: the stock's move against the same move capped at 5%series · 2026-08-05 · 24×3Preview: a 16-point series, roughly flat.
When Is the COT Report Released?
Units versus dollars: seven funds tracking the markets the COT covers, July 2026ranking · 2026-08-04 · 7×4Preview: 7 ranked values, largest first. SPY: the move from Tuesday's close to Friday 3:30 pm ET, week by week, Aug 2025 to Jul 2026series · 2026-08-04 · 48×4Preview: a 16-point series, roughly flat. 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 · 26×3Preview: a 16-point series, ending lower.
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 · 8×4Preview: 8 ranked values, largest first. How close Friday closes land to a whole-dollar strike: seven names, 2023 to July 2026ranking · 2026-08-04 · 5×3Preview: 5 ranked values, smallest first. Absolute move over the final 30 minutes of Friday sessions, 2023 to July 2026ranking · 2026-08-04 · 8×4Preview: 8 ranked values, largest first. Cash behind one contract: 100 shares at each name's close in the last week of July 2026ranking · 2026-08-04 · 8×2Preview: 8 ranked values, largest first.
US Market Hours and Daylight Saving Time
London and Frankfurt distance from New York, session by session, March to April 2026series · 2026-08-04 · 29×6Preview: a 16-point series, ending lower. The New York open on two clocks: month-end sessions, August 2024 to July 2026series · 2026-08-04 · 24×6Preview: a 16-point series, ending higher. 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 · 25×6Preview: a 16-point series, roughly flat.
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 · 5×4Preview: 5 ranked values, largest first. NVDA front band vs 91-180 day band: median near-the-money IV per session, Feb 10 to Mar 14, 2025series · 2026-08-04 · 24×4Preview: a 16-point series, ending higher. IV term structure, six liquid names: median near-the-money implied volatility by expiry band, June 2026ranking · 2026-08-04 · 5×4Preview: 5 ranked values, smallest first. Share of sessions with an inverted curve: front band above the 91-180 day band, twelve months to July 31, 2026ranking · 2026-08-04 · 10×4Preview: 10 ranked values, largest first.
How Stock Splits Affect Your Options
US stock splits by year: forward and reverse counts, 2017 through July 2026ranking · 2026-08-04 · 10×3Preview: 10 ranked values, smallest first. 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 · 10×4Preview: 10 ranked values, largest first. What one 100 share contract covers after a non whole split ratio, 2020 to July 2026ranking · 2026-08-04 · 10×4Preview: 10 ranked values, smallest first.
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 · 68×4Preview: a 16-point series, ending higher. New 52-week highs and lows each session: 40 large-cap US names, April to July 2026series · 2026-08-04 · 77×4Preview: a 16-point series, ending lower. 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 · 68×4Preview: a 16-point series, ending lower.
When Companies Announce Dividend Raises
Share of annual raises declared in the same month as the prior raise, by yearranking · 2026-08-03 · 10×4Preview: 10 ranked values, smallest first. Dividend raises by declaration month: US recurring quarterly payers, July 2015 to July 2026ranking · 2026-08-03 · 12×3Preview: 12 ranked values, largest first. 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 · 12×5Preview: a 12-point series, ending lower. 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 · 6×3Preview: 6 ranked values, largest first. 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 · 13×3Preview: a 13-point series, ending higher. Six US index funds, identical window: price return, January 2 to June 30, 2026ranking · 2026-08-03 · 6×3Preview: 6 ranked values, largest first.
Does Sell in May and Go Away Work?
Growth of one dollar: holding all year vs holding only November through Aprilranking · 2026-08-03 · 21×3Preview: 16 ranked values, smallest first. 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 · 21×3Preview: 16 ranked values, smallest first. 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 · 19×3Preview: 16 ranked values, smallest first.
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 · 7×4Preview: 7 ranked values, smallest first. $10,000 in the S&P 500 tracker: price only vs dividends reinvested, year-end 2006 to July 2026ranking · 2026-08-03 · 20×4Preview: 16 ranked values, smallest first. Price return vs total return by holding period: S&P 500 tracker, windows ending July 31, 2026ranking · 2026-08-03 · 5×4Preview: 5 ranked values, smallest first. S&P 500 tracker by calendar year: price return vs the points added by reinvested dividendsranking · 2026-08-03 · 20×3Preview: 16 ranked values, smallest first.
Nikkei 225 Options and SQ Settlement
SPY implied volatility vs the volatility realized in the following monthseries · 2026-08-03 · 23×5Preview: a 16-point series, roughly flat. Implied vs realized volatility, six heavily traded US underlyings, twelve months to June 30, 2026ranking · 2026-08-03 · 6×4Preview: 6 ranked values, largest first. 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 · 16×4Preview: a 16-point series, ending lower. Opening prints on settlement morning, May 15, 2026: twelve large US constituentsranking · 2026-08-03 · 12×3Preview: 12 ranked values, largest first.
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 · 8×3Preview: 8 ranked values, smallest first. 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 · 13×4Preview: 13 ranked values, largest first. Top-decile put/call readings per month, grouped by how the S&P 500 tracker movedranking · 2026-08-03 · 4×4Preview: 4 ranked values, smallest first.
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 · 12×3Preview: 12 ranked values, smallest first. NVDA: the ten largest overnight moves, July 2024 to June 2026ranking · 2026-08-03 · 10×3Preview: 10 ranked values, smallest first.
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 · 53×2Preview: a 16-point series, ending lower. Reddit share volume by window, counted in days from the March 20, 2024 pricing dateranking · 2026-08-03 · 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
$