STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

3,256 answered market questions

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TSLA Implied Volatility: IV Now & Its History
TSLA ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. TSLA vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. TSLA at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, ending lower.
Trading Options Inside an IRA: How It Works
Near the money put premium as a percent of the cash it locks upranking · 2026-10-04 · 5×3Preview: 5 ranked values, smallest first. Next declared ex dividend dates and the cash at stake per contractseries · 2026-10-04 · 2×4Preview: a 2-point series, ending lower. What one fully collateralized contract ties up, by underlyingranking · 2026-10-04 · 6×4Preview: 6 ranked values, largest first. Average call delta by strike versus spot, one week or less to expirationranking · 2026-10-04 · 6×3Preview: 6 ranked values, smallest first.
The Rule of 16 in Options, and When It Breaks
Does a Monday move like three calendar days? SPY by weekdayranking · 2026-10-04 · 5×4Preview: 5 ranked values, smallest first. The largest single session against a typical one, by nametable · 2026-10-04 · 6×5 Implied volatility divided by 16, next to the realized daily moveranking · 2026-10-04 · 6×4Preview: 6 ranked values, largest first. How far SPY travels over one session, and over sixty threeranking · 2026-10-04 · 7×4Preview: 7 ranked values, smallest first.
Straddle vs Strangle: Break-Evens and Margin
How often SPY moved a given distance over 21 sessionsranking · 2026-10-04 · 8×2Preview: 8 ranked values, largest first. One-month expected move priced by the option marketranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first.
Stocks With the Highest Option Premiums
Premium as a percent of strike by tenor, against the square root of time estimateranking · 2026-10-04 · 5×3Preview: 5 ranked values, smallest first. The same calls ranked by premium as a percent of strikeranking · 2026-10-04 · 12×4Preview: 12 ranked values, largest first. Near the money 30 day calls ranked by dollar premiumtable · 2026-10-04 · 12×5 Percent of strike leaders at a 100 contract floor, with the flow behind themranking · 2026-10-04 · 12×3Preview: 12 ranked values, largest first.
Stock Splits vs Fractional Shares Explained
AAPL prints by trade size, one to ten shares, June 10 2026 sessionranking · 2026-10-04 · 10×2Preview: 10 ranked values, smallest first. NVDA strike ladder and share price across its June 2024 splitseries · 2026-10-04 · 10×5Preview: a 10-point series, ending higher. Forward stock splits at liquid US names, past three yearsranking · 2026-10-04 · 12×3Preview: 12 ranked values, smallest first. Price weighting across ten large US names, latest closeranking · 2026-10-04 · 10×3Preview: 10 ranked values, largest first.
Stock Repair Strategy: A Real NKE Example
The repair, priced: strikes, cost, breakeven and capranking · 2026-10-04 · 9×3Preview: 9 ranked values, smallest first. The 1x2 priced at every short strike above the moneytable · 2026-10-04 · 3×7 Profit or loss per share at expiration: repair vs plain sharesranking · 2026-10-04 · 11×4Preview: 11 ranked values, smallest first. NKE weekly close against its 52-week high closeseries · 2026-10-04 · 53×4Preview: a 16-point series, ending higher. Call implied volatility by strike for the same expirationranking · 2026-10-04 · 5×4Preview: 5 ranked values, smallest first.
SPY Implied Volatility: IV Now & Its History
SPY ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. SPY vs QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×3Preview: a 16-point series, ending lower. SPY at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, roughly flat.
QQQ Implied Volatility: IV Now & Its History
QQQ ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. QQQ vs SPY: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×3Preview: a 16-point series, ending lower. QQQ at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, ending lower.
PLTR Implied Volatility: IV Now & Its History
PLTR ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. PLTR vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. PLTR at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, ending lower.
Which Options Expire on Each Weekday
SPY expiration dates per weekday, by month, since October 2021series · 2026-10-04 · 60×6Preview: a 16-point series, ending lower. Expiration dates reached, by weekday, trailing yearseries · 2026-10-04 · 5×5Preview: a 5-point series, ending higher. Option classes grouped by how many weekdays they expired on, trailing quarterranking · 2026-10-04 · 4×2Preview: 4 ranked values, largest first.
Options Approval Levels: What Each Tier Allows
Every $5 call spread on the same AAPL expiration: risk against maximum gainranking · 2026-10-04 · 7×3Preview: 7 ranked values, largest first. Largest single-session move, open to close, since 2016ranking · 2026-10-04 · 6×4Preview: 6 ranked values, largest first. What a covered call collects across strikes: AAPL, about one month outtable · 2026-10-04 · 6×5 Cash needed to hold 100 shares, six household namesranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first.
Option Expiration Cycles Explained
Third Friday expirations over the next fourteen months, by underlyings listing themranking · 2026-10-04 · 13×3Preview: 13 ranked values, largest first. Monthly expirations beyond 300 days out, by underlyings listing themranking · 2026-10-04 · 13×2Preview: 13 ranked values, largest first. Listed expiration dates, one broad lineup against a thinner chainranking · 2026-10-04 · 6×4Preview: 6 ranked values, largest first. Every expiration listed on the AAPL chain, with contracts on each dateseries · 2026-10-04 · 25×4Preview: a 16-point series, ending lower.
Open-Source GEX Dashboard: How It Works
The same chain, a different question: in the money value by settlement priceranking · 2026-10-04 · 23×2Preview: 16 ranked values, largest first. Gross SPY call and put gamma against the net, trailing 60 calendar daysseries · 2026-10-04 · 41×5Preview: a 16-point series, ending higher. Signed SPY gamma exposure by expiry, next three weeksranking · 2026-10-04 · 11×4Preview: 11 ranked values, largest first. SPY gamma exposure by strike, latest session, contracts inside 30 daystable · 2026-10-04 · 23×5
NVDA Implied Volatility: IV Now & Its History
NVDA ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. NVDA vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. NVDA at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, ending lower.
NDX vs QQQ Options: Which One to Trade?
QQQ on the latest session: at-the-money IV, contracts traded and total volumescalar · 2026-10-04 · 1×719.9 QQQ ex-dividend dates and cash per share, most recent firstseries · 2026-10-04 · 9×4Preview: a 9-point series, ending lower. QQQ expiration dates that traded, by weekday, over the last ~45 daysranking · 2026-10-04 · 5×2Preview: 5 ranked values, smallest first. Contract size: one QQQ contract from the latest daily closescalar · 2026-10-04 · 1×4749.58
MSTR Implied Volatility: IV Now & Its History
MSTR ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. MSTR vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. MSTR at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, ending lower.
MSFT Implied Volatility: IV Now & Its History
MSFT ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. MSFT vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. MSFT at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, ending lower.
META Implied Volatility: IV Now & Its History
META ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. META vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. META at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, roughly flat.
LEAPS vs Margin Loan: The Financing Cost
Parity-implied financing rate by expiry, deep ITM AAPL strikesranking · 2026-10-04 · 10×4Preview: 10 ranked values, smallest first. AAPL LEAPS calls and puts at matching strikes, one recent sessiontable · 2026-10-04 · 5×9 Implied financing rate at each AAPL LEAPS strike, versus the 1-year Treasurytable · 2026-10-04 · 5×5 AAPL dividends in the twelve months before the pricing sessionseries · 2026-10-04 · 4×3Preview: a 4-point series, ending higher.
IV Rank vs IV Percentile: Formulas Explained
IV rank vs IV percentile, eight liquid names, 52 week lookbacktable · 2026-10-04 · 8×5 The same session scored at five different lookback windowsranking · 2026-10-04 · 5×4Preview: 5 ranked values, largest first. Current, 52 week low and 52 week high ATM IV for each nametable · 2026-10-04 · 8×6 AAPL at the money implied volatility, weekly, trailing 52 weeksseries · 2026-10-04 · 53×5Preview: a 16-point series, roughly flat. One stock, one session, three definitions of the IV inputtable · 2026-10-04 · 3×6
How to Read an Options Symbol (OSI Format)
One eight-digit field, from single-dollar strikes to index levelstable · 2026-10-04 · 4×6 One expiration, four strikes: every OSI field cut out of the symboltable · 2026-10-04 · 8×7
How Big Is the OPRA Options Quote Feed?
One session, two tapes: every options NBBO update vs. every stock NBBO updatescalar · 2026-10-04 · 1×97.99 SPY's 2026-expiry option chain: one root's share of the quote firehosescalar · 2026-10-04 · 1×13352.9 The five busiest SPY option contracts of the session, symbol unpackedseries · 2026-10-04 · 5×7Preview: a 5-point series, roughly flat.
Historical Volatility vs Implied Volatility
SPY: monthly implied volatility against the next month's realized volatilityseries · 2026-10-04 · 18×4Preview: a 16-point series, ending higher. Average implied volatility against next-month realized volatility, by nametable · 2026-10-04 · 6×5 Annualized historical volatility over three lookback windowsranking · 2026-10-04 · 6×4Preview: 6 ranked values, largest first. AAPL realized volatility: 20-session against 60-session lookbackseries · 2026-10-04 · 72×3Preview: a 16-point series, ending higher.
Event Contracts vs Stock Options
The same $700 at expiry: a YES contract against a $100/$105 call verticaltable · 2026-10-04 · 31×3 One at-the-money AAPL call, tracked against its stock from May 2026series · 2026-10-04 · 23×3Preview: a 16-point series, ending lower. Call delta across strikes, 20 to 45 days to expiryranking · 2026-10-04 · 10×2Preview: 10 ranked values, largest first. What an at-the-money call costs, as a percent of the share priceranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first.
Which ETFs Have 0DTE Options?
The thin end of the screen: funds with the fewest covered weekdays (September 2026)ranking · 2026-10-04 · 12×3Preview: 12 ranked values, largest first. ETFs ranked by weekday coverage of dated option expirations (chain as of September 2026)table · 2026-10-04 · 15×8 Busiest screened funds by option contract volume (September 2026)ranking · 2026-10-04 · 12×2Preview: 12 ranked values, largest first. Every dated expiration for the leading screened fund (September 2026)series · 2026-10-04 · 20×5Preview: a 16-point series, roughly flat.
COIN Implied Volatility: IV Now & Its History
COIN ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. COIN vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. COIN at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, ending lower.
Cash Settled vs Physical Delivery Options
SPY: widest open print to close print gaps on monthly expiration Fridays since 2021ranking · 2026-10-04 · 12×4Preview: 12 ranked values, smallest first. How close SPY closes to a whole dollar strike, expiration Fridays vs every other sessionranking · 2026-10-04 · 4×4Preview: 4 ranked values, smallest first. Dividend owed per assigned contract, recent ex dividend datesseries · 2026-10-04 · 6×3Preview: a 6-point series, ending lower. What 100 shares per contract is worth, six household namesseries · 2026-10-04 · 6×3Preview: a 6-point series, ending lower.
Best Stocks for Day Trading Options (Ranked)
Daily options contract volume, SPY vs QQQ vs IWM vs NVDA, last 20 sessionsseries · 2026-10-04 · 20×6Preview: a 16-point series, ending lower.
Large single-session SPY declines by calendar year

Large single-session SPY declines by calendar year

most recentas of ranking 11×3read in context →
Large single-session SPY declines by calendar year — 11 rows by 3 columns, computed from US exchange, SIP and OPRA data.
yearsessions_down_2pctworst_day_pct
202024-10.94
202223-4.35
201814-4.18
20258-5.85
20216-2.44
20165-3.64
20195-3.01
20244-2.98
20262-2.58
20231-2.01
20170-1.77
the exact SQL behind every number
SELECT
    toYear(session_date)   AS year,
    countIf(ret_pct <= -2) AS sessions_down_2pct,
    round(min(ret_pct), 2) AS worst_day_pct
FROM
(
    SELECT
        session_date,
        c,
        lagInFrame(c) OVER (ORDER BY session_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_c,
        if(prev_c > 0, round(100 * (c / prev_c - 1), 2), NULL)                                  AS ret_pct
    FROM
    (
        SELECT
            date                   AS session_date,
            toFloat64(max(close))  AS c
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date >= '2016-01-01'
          AND date < today()
        GROUP BY date
    )
)
WHERE ret_pct IS NOT NULL
GROUP BY year
ORDER BY sessions_down_2pct DESC, year ASC
$