Market Recap: July 27, 2026, The Day in Numbers
July 28 through 31 on the calendar: closures, ex-dividends, splits, the Friday expiry, and the short-interest lagscalar ·
2026-08-01 · 1×60
Ex-dividends, splits, listings, news, and the July 27 SEC filing mixscalar ·
2026-08-01 · 1×1491
Treasury curve prints on file, July 22 through July 27series ·
2026-08-01 · 4×5
SPY day move in trailing context (open-to-close, June 26 through July 27)scalar ·
2026-08-01 · 1×4-0.79
SPY's median spread ranked against every July session through the 27th, tightest firstscalar ·
2026-08-01 · 1×40.27
Sector ETFs, July 27 close vs July 24 close, rankedranking ·
2026-08-01 · 11×3
SPY / QQQ / DIA / IWM: July 27 vs the July 24 close, regular hourstable ·
2026-08-01 · 4×10
Stocks NBBO update count: July 27 vs July 24, with named-ticker updates (millions)scalar ·
2026-08-01 · 1×6553.53
Options NBBO tape: total updates vs the stock tape, plus the SPY root slice, July 27scalar ·
2026-08-01 · 1×310.38
Options tape: contracts, call share, same-day share vs Friday, busiest SPY contractscalar ·
2026-08-01 · 1×1211.07
Eight mega-caps: change vs July 24 and regular-hours dollars, July 27table ·
2026-08-01 · 8×5
Biggest gainers and decliners: July 27 close vs July 24 close, $5M+ traded, splits excludedranking ·
2026-08-01 · 16×4
Liquid-tape breadth: July 27 close vs July 24 close, $1M-traded filterscalar ·
2026-08-01 · 1×63,880
Market Data Skills for AI Agents
Trading sessions per month: SPY bars, July 2025 through June 2026series ·
2026-08-01 · 12×4
Where the volume sits: share of June 2026 volume by half hour, New York timeseries ·
2026-08-01 · 32×3
One company, two tickers: share class volume split, June 2026ranking ·
2026-08-01 · 6×4
Minute bars per session: nine widely held names, June 2026series ·
2026-08-01 · 9×4
How Risky Is Options Trading? The Mechanics
Weekend gaps: prior close to next open, six widely held names, August 2024 to July 2026table ·
2026-08-01 · 6×5
One AAPL call through its final month: closing premium split into intrinsic value and time valueseries ·
2026-08-01 · 23×5
Same AAPL call, same window: session moves for the contract and for the stockseries ·
2026-08-01 · 23×3
AAPL contracts trading on their own expiration day: share finishing out of the money, six monthly cyclesranking ·
2026-08-01 · 6×4
Does Dividend Capture Actually Work?
Quarterly dividend as a share of price vs typical daily move: ten large payers, Jul 2023 to Jun 2026ranking ·
2026-08-01 · 10×4
Coca-Cola (KO): overnight decline vs dividend on each ex-dividend date, Sep 2023 to Jun 2026series ·
2026-08-01 · 12×4
Ex-dividend openings sorted by decline as a multiple of the dividend: US quarterly payers, Jan 2024 to Jun 2026ranking ·
2026-08-01 · 5×3
Overnight decline vs dividend paid: ten large payers, 12 ex-dividend dates each, Jul 2023 to Jun 2026table ·
2026-08-01 · 10×5
Covered Call ETFs: the Real Tradeoff
Three years of total return, split into price change and distributions: July 2023 to June 2026table ·
2026-08-01 · 8×7
Total return by calendar year: a Nasdaq index fund vs a Nasdaq covered call fundranking ·
2026-08-01 · 4×3
Price path indexed to 100: two index funds and their covered call counterparts, month endsseries ·
2026-08-01 · 36×5
Can You Trade US Stocks 24 Hours a Day?
Shares printed by New York clock hour: AAPL, MSFT, NVDA, SPY and TSLA, week of July 13, 2026series ·
2026-08-01 · 16×3
AAPL quoted spread by New York clock hour, July 14, 2026: median and 90th percentile minuteranking ·
2026-08-01 · 7×4
Share of weekly volume by session window: seven household names, week of July 13, 2026ranking ·
2026-08-01 · 7×4
NVDA on July 14, 2026: price and volume in 30 minute buckets, 4:00 a.m. to 8:00 p.m. ETseries ·
2026-08-01 · 32×3
AI Daily Market Research Reports: What Breaks
SPY: average overnight repricing vs average regular-session move, monthlyseries ·
2026-08-01 · 24×3
What the next session did: 36 large caps bucketed by the prior day's move, Aug 2024 to Jul 2026table ·
2026-08-01 · 5×5
When headlines actually land: article counts by ET clock hour, July 2026ranking ·
2026-08-01 · 24×4
Headline coverage by size of daily move: 36 large caps, May to July 2026ranking ·
2026-08-01 · 5×4
Daily turnover in the top ten movers: fixed 36 name large-cap list, July 2026series ·
2026-08-01 · 21×3
What Is the Efficient Market Hypothesis?
The index against the names inside it: calendar years 2021 to 2025, a 34-name large-cap baskettable ·
2026-07-31 · 5×5
What followed each kind of session: next-day outcome by the prior day's move, same twelve namesranking ·
2026-07-31 · 5×4
Lag-one autocorrelation of daily returns: twelve household names, July 2021 to June 2026ranking ·
2026-07-31 · 12×4
What Is Max Pain in Options? The Real Math
SPY contracts traded by strike, July 17 2026 expiryranking ·
2026-07-31 · 22×3
Minimising strike vs settlement close: SPY monthly expirations, Feb to Jul 2026table ·
2026-07-31 · 6×5
The six lowest-payout candidate strikes, SPY July 17 2026 expiryranking ·
2026-07-31 · 6×2
Total payout to option holders at each candidate settlement price, SPY July 17 2026table ·
2026-07-31 · 36×2
US Stock Market Hours Around the World
The US trading day converted into ten local clocks: static illustrative reference, July 2026table ·
2026-07-31 · 10×6
Local time of the 9:30 a.m. New York open, January against July: static illustrative reference for 2026ranking ·
2026-07-31 · 6×4
The Wheel Strategy: How the Loop Works
SPY's closing price across the contract window, May 1 to Jun 15 2026series ·
2026-07-31 · 31×2
The wheel pair at entry, the SPY peak, the dip, and the final sessiontable ·
2026-07-31 · 4×5
The SPY $740 put split into intrinsic and time value, daily to Jun 15 2026series ·
2026-07-31 · 31×3
Both legs of the wheel: SPY $740 put vs $740 call, same Jun 18 2026 expiryseries ·
2026-07-31 · 31×3
The 8-4-3 Rule for Mutual Funds, Explained
An illustrative $10,000 SPY stake from year end 2005, marked at each year endranking ·
2026-07-31 · 21×3
Annualized SPY price growth over rolling eight-year windows, by starting year endranking ·
2026-07-31 · 14×3
SPY calendar-year price change vs the 12% assumption, 2006-2025ranking ·
2026-07-31 · 20×3
Multi-Agent AI Trading Systems: What Is Real
The window decides the answer: SPY calendar-year price return and intra-year high-to-low range, 2016-2025ranking ·
2026-07-31 · 10×4
Where the money trades: US dollar volume by liquidity rank tier, regular hours, June 30 2026ranking ·
2026-07-31 · 5×4
How big a typical session is: SPY close-to-close moves by size band, calendar 2025ranking ·
2026-07-31 · 5×3
The cost floor: median quoted spread in basis points of the midpoint, regular hours, June 22-26 2026ranking ·
2026-07-31 · 6×4
Monthly Dividend Stocks Explained
Trailing yield by payment schedule: liquid US-listed payers, twelve months of cash through June 2026ranking ·
2026-07-31 · 4×4
Liquid monthly payers grouped by the change in their monthly rate over three years, with each group's current yieldtable ·
2026-07-31 · 4×5
Share of a full year's dividend cash arriving in each month: one monthly payer and one quarterly payer, 2025 pay datesseries ·
2026-07-31 · 12×4
Recurring cash dividends by declared schedule: every payer on file, July 2025 through June 2026table ·
2026-07-31 · 5×5
Look-Ahead Bias: The Backtest Killer
Survivorship in the universe: names trading each year, share still listed in July 2026, and median returntable ·
2026-07-31 · 10×6
Same-bar decision vs a one-session lag: SPY, average session gain, 2016-2025table ·
2026-07-31 · 10×5
The hindsight ceiling: SPY buy and hold, the same year without its biggest up days, and perfect one-day foresighttable ·
2026-07-31 · 10×5
Kelly Criterion Position Sizing, Measured
Kelly inputs from daily closes, 2016 through 2025: win rate, average gain, average loss, and the fraction the formula returnstable ·
2026-07-31 · 6×5
The same Kelly calculation on the S&P 500 tracker, year by year, 2016 through 2025table ·
2026-07-31 · 10×5
One decade of S&P 500 daily returns compounded at eight fixed bet sizes: ending wealth and worst drawdownranking ·
2026-07-31 · 8×3
How to Read an Option Chain, Column by Column
Where the trading happened: SPY contract volume by strike, August 21 2026 expiry, July 15 2026ranking ·
2026-07-31 · 8×3
Median quoted bid and ask by strike: SPY calls expiring August 21 2026, regular session of July 15 2026table ·
2026-07-31 · 7×5
Implied volatility by strike: SPY options expiring August 21 2026, as of July 15 2026ranking ·
2026-07-31 · 11×3
SPY option volume by time to expiration, July 15 2026ranking ·
2026-07-31 · 5×4
One expiration of the SPY chain: closing prices and delta by strike, August 21 2026 expiry, as of July 15 2026table ·
2026-07-31 · 8×6
Covered Call vs Cash-Secured Put
Both positions at four moments: entry, three weeks in, the SPY high, and the June diptable ·
2026-07-31 · 4×5
What each strike paid on May 1, 2026: SPY June 18 calls and puts side by sideranking ·
2026-07-31 · 8×3
Covered call vs cash-secured put: profit and loss per share, same strike, same expiryseries ·
2026-07-31 · 29×3
American vs European Options Explained
Index roots vs ETF roots: contracts traded on July 6, 2026, with exercise styleranking ·
2026-07-31 · 8×3
July 6, 2026: contracts traded per 15 minutes, S&P 500 index options vs SPY optionsseries ·
2026-07-31 · 27×3
0DTE Options Strategies: How They Trade
Same-day options volume by premium paid: whole US tape, July 10, 2026ranking ·
2026-07-31 · 5×4
Median gamma, theta and delta by time to expiry: near-the-money US options, July 15, 2026table ·
2026-07-31 · 4×5
How July 10's same-day SPY contracts finished: expired at zero vs. settled with valueranking ·
2026-07-31 · 2×4
SPY intraday travel: close, high and low against the open, June 1 to July 10, 2026series ·
2026-07-31 · 28×5
Trading US 0DTE Options From Japan
Same-day options volume by Japan Standard Time hour: all US-listed options, Friday July 10, 2026ranking ·
2026-07-31 · 7×4
Median bid-ask spread on SPY same-day contracts quoted $1-$10, by Japan Standard Time hour: July 10, 2026ranking ·
2026-07-31 · 7×4
Japanese local time of each US session boundary, January against July: static illustrative reference for 2026series ·
2026-07-31 · 4×4
The US trading day converted into Japan Standard Time: static illustrative reference, July 2026series ·
2026-07-31 · 6×5
SPCX: SpaceX's First Month on the Public Market
The whole SPCX tape in one row: prints, print sizes, and the quote censusscalar ·
2026-07-27 · 1×1241.01
Symbol-reuse receipt: thirteen months of SPCX minute bars, May 2026 is absent entirelyseries ·
2026-07-27 · 12×5
Where the contracts landed: call and put volume by strike buckettable ·
2026-07-27 · 19×5
The seasoning curve: regular-hours spread by session, per-update and time-weightedseries ·
2026-07-27 · 12×8
June 30 anchors: a mega-cap, SPCX, and a thin small-cap, same session, same mathtable ·
2026-07-27 · 3×6
FINRA off-exchange short volume by session: marked-short share and reported volumeseries ·
2026-07-27 · 12×4
The first short-interest print, with the old-entity cliff as its own receiptscalar ·
2026-07-27 · 1×923.34
The sessions: regular-hours close, close-over-close change, full-day volumeseries ·
2026-07-27 · 12×5
Every SpaceX 8-K filed in June 2026, with the opening lines of eachtable ·
2026-07-27 · 6×3
Options session by session: contracts, the call/put split, and the put/call ratioseries ·
2026-07-27 · 10×7
What it cost to trade the busiest contract: NBBO spread over its three sessionsseries ·
2026-07-27 · 3×6
SpaceX's options market in one row: totals, expiry structure, flagship contractsscalar ·
2026-07-27 · 1×2210
The information flow in one row: tagging switches on, feed composition, co-tagsscalar ·
2026-07-27 · 1×170
The month on one row: issue to close, with the extremes and their receiptsscalar ·
2026-07-27 · 1×22135
Listing day on one row: first quote, opening cross, closing cross, day totalsscalar ·
2026-07-27 · 1×142.24
SPY option volume, minute by minute into the 9:30 open
SPY option volume, minute by minute into the 9:30 open
| 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
More from this analysisWhat Time Do Options Start Trading?
US option contract volume by Eastern-time half hour
series 21×3
→
Scheduled open and close on every upcoming half day
series 2×6
→
SPY and SPX option volume by the minute, 15:45 to 16:25 ET
series 41×3
→
SPY implied volatility vs the volatility realized in the following month
series 23×5
→
See all 2,173 queries →