When Do 0DTE Options Trade? By the Hour
Median bid-ask spread on SPY same-day contracts quoted $1-$10, by ET hour: July 10, 2026ranking ·
2026-08-13 · 7×4
What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 2026ranking ·
2026-08-13 · 5×4
0DTE contract volume, share of all options volume, and flow rate by ET hour: Friday, July 10, 2026table ·
2026-08-13 · 7×5
Same-day calls vs. puts by ET hour, and the put share of 0DTE volume: July 10, 2026ranking ·
2026-08-13 · 7×4
Same-day options volume by underlying: the ten heaviest names, July 10, 2026table ·
2026-08-13 · 10×5
What Is Gamma Exposure (GEX)? Dealer Hedging
July 6, 2026: top roots by same-day-expiry options volumeranking ·
2026-08-13 · 8×3
Same-day SPY contracts by strike: the ten busiest, July 6, 2026ranking ·
2026-08-13 · 10×4
July 6, 2026: whole-tape options volume by days to expiryranking ·
2026-08-13 · 5×3
Self-Match Prevention and Wash Trades
Venues quoting and printing the same stock in one 15-minute windowranking ·
2026-08-13 · 6×3
Trade condition flags on one full sessionranking ·
2026-08-13 · 10×3
Option contracts with volume on one underlying, June 2026series ·
2026-08-13 · 21×3
Prints per 15-minute bucket, one full sessionseries ·
2026-08-13 · 64×2
Market Recap: Week of July 20, 2026
Next week on the calendar: closures, ex-dividends, splits, and the expiry pullscalar ·
2026-08-12 · 1×60
SPY median quoted spread and NBBO updates per session, regular hours, July 20-24series ·
2026-08-12 · 5×5
SPY by session: close, change, and share volume, July 20-24series ·
2026-08-12 · 5×4
Options contracts, same-day share, and call share by session, July 20-24series ·
2026-08-12 · 5×5
SEC filings by session and form type, July 20-24series ·
2026-08-12 · 5×5
Advancers and decliners per session, names with $5M+ traded, July 20-24series ·
2026-08-12 · 5×5
Top names by regular-hours dollar volume, full week July 20-24ranking ·
2026-08-12 · 8×3
Daily short-volume file coverage: tickers on file and short shares, July 20-24series ·
2026-08-12 · 5×4
Session verification: sessions, bars, holiday rows, up and down closes, next closurescalar ·
2026-08-12 · 1×95
The week's corporate calendar: dividends, splits, listings, newsscalar ·
2026-08-12 · 1×917,144
SPY's week in trailing-year context (open-to-close weekly returns)scalar ·
2026-08-12 · 1×5-1.1
SPY / QQQ / DIA / IWM: week of July 20 vs the July 17 close, with the prior week's changetable ·
2026-08-12 · 4×5
Sector ETFs, full-week change: July 24 close vs July 17 closeranking ·
2026-08-12 · 11×3
Treasury curve by session, July 17 print through July 24series ·
2026-08-12 · 6×6
Weekly movers: ten biggest gainers and decliners, regular-hours closes, $5M+ traded, splits excludedtable ·
2026-08-12 · 20×6
Weekly breadth: July 24 regular close vs July 17 regular close, names with $5M+ traded during the weekscalar ·
2026-08-12 · 1×62,437
What Is the Put-Call Ratio? A Data Guide
A decade of SPY put-call ratios: median, low and high of the daily reading by yeartable ·
2026-08-11 · 12×5
Put-call ratio by underlying: five of the most active names, June 2026ranking ·
2026-08-11 · 5×3
Market-wide put-call ratio by day: every listed US option, June 1 through July 10, 2026series ·
2026-08-11 · 28×4
The June 2026 put-call range: median, high and low of the daily market-wide ratioscalar ·
2026-08-11 · 1×50.793
Index-linked vs single-stock options: put-call ratio by population, June 2026ranking ·
2026-08-11 · 3×4
Put-call ratio by days to expiration: every listed US option, June 2026ranking ·
2026-08-11 · 5×4
Quote-Driven vs Order-Driven Markets
Quoted spread and displayed size at the NBBO, one June 2026 hourranking ·
2026-08-11 · 5×3
AAPL option trade sizes, one June 2026 sessionranking ·
2026-08-11 · 5×4
Share of consolidated volume reported off exchange, by monthseries ·
2026-08-11 · 12×5
How US share volume concentrates across symbols, May 2026ranking ·
2026-08-11 · 5×4
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
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
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
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
Price-Time Priority vs Pro-Rata Fills
Quote updates per second and average quoted spread, ten minutes on 17 June 2026ranking ·
2026-08-08 · 5×3
Average shares per trade print, June 2026ranking ·
2026-08-08 · 8×2
AAPL option prints by contract count, 17 June 2026ranking ·
2026-08-08 · 5×2
AAPL trade prints by share count, 17 June 2026ranking ·
2026-08-08 · 5×2
Iceberg Orders Explained: Hidden Liquidity
Most repeated price and size pairings, AAPL, June 17, 2026table ·
2026-08-06 · 12×5
Every AAPL print on June 17, 2026, grouped by trade sizeranking ·
2026-08-06 · 6×4
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
Market Recap: July 30, 2026, The Day in Numbers
Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closurescalar ·
2026-08-02 · 1×7390
Seven names: RTH median quoted spread in basis points, with quote-quality counts, July 30table ·
2026-08-02 · 7×5
July 31 and August 3 on the calendar: closures, ex-dividends, splits, the Friday expiry, and the short-interest lagscalar ·
2026-08-02 · 1×60
Ex-dividends, splits, listings, news, and the July 30 SEC filing mixscalar ·
2026-08-02 · 1×14200
Treasury curve prints on file, July 27 through July 30series ·
2026-08-02 · 4×5
SPY's median spread ranked against every July session, tightest firstscalar ·
2026-08-02 · 1×40.27
Stocks NBBO update count: July 30 vs July 29, with named-ticker updates (millions)scalar ·
2026-08-02 · 1×6560.75
Options NBBO tape: total updates vs the stock tape, plus the SPY root slice, July 30scalar ·
2026-08-02 · 1×310.32
Top 6 by dollars traded, top 4 by shares traded: July 30 regular hourstable ·
2026-08-01 · 10×5
SPY day move in trailing context (open-to-close, June 30 through July 30)scalar ·
2026-08-01 · 1×40.77
Sector ETFs, July 30 close vs July 29 close, rankedranking ·
2026-08-01 · 11×3
SPY / QQQ / DIA / IWM: July 30 vs the July 29 close, regular hourstable ·
2026-08-01 · 4×10
Options tape: contracts, call share, same-day share vs Wednesday, busiest SPY contractscalar ·
2026-08-01 · 1×1210.93
Eight mega-caps: change vs July 29 and regular-hours dollars, July 30table ·
2026-08-01 · 8×5
Biggest gainers and decliners: July 30 close vs July 29 close, $5M+ traded, splits excludedranking ·
2026-08-01 · 16×4
Liquid-tape breadth: July 30 close vs July 29 close, $1M-traded filterscalar ·
2026-08-01 · 1×63,782
Market Recap: July 29, 2026, The Day in Numbers
Top 6 by dollars traded, top 4 by shares traded: July 29 regular hourstable ·
2026-08-01 · 10×5
Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closurescalar ·
2026-08-01 · 1×7390
Seven names: RTH median quoted spread in basis points, with quote-quality counts, July 29table ·
2026-08-01 · 7×5
July 30 and 31 on the calendar: closures, ex-dividends, splits, the Friday expiry, and the short-interest lagscalar ·
2026-08-01 · 1×60
How the whole qualifying universe traded this week, bucketed by relative volume
How the whole qualifying universe traded this week, bucketed by relative volume
| rvol_bucket | names | pct_of_universe | universe_names |
|---|---|---|---|
| 10x or more | 0 | 0 | 508 |
| 5x to 10x | 2 | 0.4 | 508 |
| 3x to 5x | 3 | 0.6 | 508 |
| 2x to 3x | 6 | 1.2 | 508 |
| 1.5x to 2x | 2 | 0.4 | 508 |
| 1x to 1.5x | 10 | 2 | 508 |
| below 1x | 485 | 95.5 | 508 |
the exact SQL behind every number
WITH sess AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(toFloat64(volume)) AS vol,
sum(toFloat64(close) * toFloat64(volume)) AS dollars
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= now() - INTERVAL 70 DAY
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
AND ticker NOT IN ('SPCX')
GROUP BY ticker, d
),
cal AS (
SELECT d, row_number() OVER (ORDER BY d DESC) AS rn
FROM (SELECT DISTINCT d FROM sess)
),
per_name AS (
SELECT s.ticker AS ticker,
avgIf(s.vol, c.rn <= 5) AS adv_recent,
avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,
sumIf(s.dollars, c.rn <= 5) AS dollar_recent,
countIf(c.rn <= 5) AS recent_sessions,
countIf(c.rn BETWEEN 6 AND 45) AS base_sessions
FROM sess s INNER JOIN cal c ON s.d = c.d
GROUP BY s.ticker
HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35
),
scored AS (
SELECT ticker,
multiIf(adv_recent / adv_base >= 10, 1,
adv_recent / adv_base >= 5, 2,
adv_recent / adv_base >= 3, 3,
adv_recent / adv_base >= 2, 4,
adv_recent / adv_base >= 1.5, 5,
adv_recent / adv_base >= 1, 6, 7) AS bucket_key
FROM per_name
),
buckets AS (
SELECT arrayJoin([(1, '10x or more'), (2, '5x to 10x'), (3, '3x to 5x'), (4, '2x to 3x'),
(5, '1.5x to 2x'), (6, '1x to 1.5x'), (7, 'below 1x')]) AS bk
)
SELECT bk.2 AS rvol_bucket,
countIf(scored.bucket_key = bk.1) AS names,
round(100.0 * countIf(scored.bucket_key = bk.1) / count(), 1) AS pct_of_universe,
count() AS universe_names
FROM scored CROSS JOIN buckets
GROUP BY bk
ORDER BY bk.1 ASC
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