STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

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IV Rank vs IV Percentile: Formulas Explained
The same session scored at five different lookback windowsranking · 2026-08-22 · 5×4Preview: 5 ranked values, smallest first. Current, 52 week low and 52 week high ATM IV for each nametable · 2026-08-22 · 8×6 AAPL at the money implied volatility, weekly, trailing 52 weeksseries · 2026-08-22 · 53×5Preview: a 16-point series, ending higher. One stock, one session, three definitions of the IV inputtable · 2026-08-22 · 3×6
How to Read an Options Symbol (OSI Format)
One eight-digit field, from single-dollar strikes to index levelstable · 2026-08-22 · 4×6 One expiration, four strikes: every OSI field cut out of the symboltable · 2026-08-22 · 8×7
How Big Is the OPRA Options Quote Feed?
One session, two tapes: every options NBBO update vs. every stock NBBO updatescalar · 2026-08-22 · 1×96.07 SPY's 2026-expiry option chain: one root's share of the quote firehosescalar · 2026-08-22 · 1×13164 The five busiest SPY option contracts of the session, symbol unpackedseries · 2026-08-22 · 5×7Preview: a 5-point series, roughly flat.
Historical Volatility vs Implied Volatility
SPY: monthly implied volatility against the next month's realized volatilityseries · 2026-08-22 · 18×4Preview: a 16-point series, roughly flat. Average implied volatility against next-month realized volatility, by nametable · 2026-08-22 · 6×5 Annualized historical volatility over three lookback windowsranking · 2026-08-22 · 6×4Preview: 6 ranked values, largest first. AAPL realized volatility: 20-session against 60-session lookbackseries · 2026-08-22 · 72×3Preview: a 16-point series, ending higher.
COIN Implied Volatility: IV Now & Its History
COIN ATM implied volatility by time to expiration: latest sessionranking · 2026-08-22 · 4×3Preview: 4 ranked values, largest first. COIN vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-08-22 · 50×4Preview: a 16-point series, ending lower. COIN at-the-money implied volatility by session: trailing 90 daysseries · 2026-08-22 · 62×2Preview: a 16-point series, ending higher.
Cash Settled vs Physical Delivery Options
SPY: widest open print to close print gaps on monthly expiration Fridays since 2021ranking · 2026-08-22 · 12×4Preview: 12 ranked values, smallest first. How close SPY closes to a whole dollar strike, expiration Fridays vs every other sessionranking · 2026-08-22 · 4×4Preview: 4 ranked values, smallest first. Dividend owed per assigned contract, recent ex dividend datesseries · 2026-08-22 · 6×3Preview: a 6-point series, ending lower. What 100 shares per contract is worth, six household namesseries · 2026-08-22 · 6×3Preview: a 6-point series, ending lower.
Broker Exercise Cut-Off Times Explained
Monthly expirations where the post close print crossed a whole dollarranking · 2026-08-22 · 6×3Preview: 6 ranked values, largest first. How close expiring AAPL contracts finish to the strikeranking · 2026-08-22 · 6×2Preview: 6 ranked values, smallest first. NVDA on July 17, 2026: the close and the post close windowtable · 2026-08-22 · 30×3 Average move between the 4:00 p.m. close and 5:30 p.m. ETranking · 2026-08-22 · 6×4Preview: 6 ranked values, largest first.
AMD Implied Volatility: IV Now & Its History
AMD ATM implied volatility by time to expiration: latest sessionranking · 2026-08-22 · 4×3Preview: 4 ranked values, smallest first. AMD vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-08-22 · 50×4Preview: a 16-point series, ending lower. AMD at-the-money implied volatility by session: trailing 90 daysseries · 2026-08-22 · 62×2Preview: a 16-point series, ending higher.
AAPL Implied Volatility: IV Now & Its History
AAPL ATM implied volatility by time to expiration: latest sessionranking · 2026-08-22 · 4×3Preview: 4 ranked values, smallest first. AAPL vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-08-22 · 50×4Preview: a 16-point series, ending lower. AAPL at-the-money implied volatility by session: trailing 90 daysseries · 2026-08-22 · 62×2Preview: a 16-point series, ending higher.
SPCX: SpaceX Stock Price Decline From Peak
SPY vs SPCX open-to-close, regular hours, trailing three weeksseries · 2026-08-20 · 15×4Preview: a 15-point series, roughly flat. Stock quote spread and depth by session: the four weeks from listing and the trailing threeseries · 2026-08-20 · 33×5Preview: a 16-point series, ending lower. The arc on one row: issue price, first print, June peak, and the latest closescalar · 2026-08-20 · 1×15150 Options quote spread and size at the touch, the sessions on file in the past week and a halfseries · 2026-08-20 · 4×6Preview: a 4-point series, roughly flat. Put/call volume ratio by session, trailing three weeksseries · 2026-08-20 · 15×5Preview: a 15-point series, roughly flat. News-feed attention from listing day to the latest reading: counts, concentration, and the trailing weekscalar · 2026-08-20 · 1×14627 Latest complete session, half-hour path: closes, lows, and volumeseries · 2026-08-20 · 7×4Preview: a 7-point series, ending higher. Latest session on file: the busiest SPCX option contracts by volumetable · 2026-08-20 · 10×5 Sessions from listing to the first close below the first print: SPCX vs four recent IPOstable · 2026-08-20 · 5×11 Every SPCX filing in the EDGAR index since the June 12 listing, on one rowscalar · 2026-08-20 · 1×1119 Regular-hours session scoreboard: open, close, low, high, volume for every SPCX session since listingseries · 2026-08-20 · 47×7Preview: a 16-point series, ending lower.
What Is IV Crush? Measured on Real Earnings
The biggest one-day ATM implied volatility collapses, June 1 - July 15, 2026series · 2026-08-18 · 12×6Preview: a 12-point series, ending lower. AVGO at-the-money implied volatility, daily, around the June 2026 reportseries · 2026-08-18 · 15×3Preview: a 15-point series, ending lower. The filing receipt: Broadcom's 8-K, first week of June 2026scalar · 2026-08-18 · 1×21
Is High Implied Volatility Good? IV in Context
Implied volatility beside the movement each stock actually delivered over the prior 30 sessionsranking · 2026-08-17 · 11×4Preview: 11 ranked values, largest first. The same reading against each name's own 52-week implied volatility range (July 28, 2026)table · 2026-08-17 · 11×5 At-the-money implied volatility, eleven familiar tickers (July 28, 2026)ranking · 2026-08-17 · 11×2Preview: 11 ranked values, largest first. Where near-the-money implied volatility sat across the traded options market (July 28, 2026)ranking · 2026-08-17 · 6×4Preview: 6 ranked values, smallest first.
How Options Are Quoted in Volatility
One AAPL call: stock, premium and quoted vol, indexed to its first sessionseries · 2026-08-17 · 30×5Preview: a 16-point series, roughly flat. Quoted volatility and delta across strikes, AAPL calls with 20 to 45 days leftranking · 2026-08-17 · 11×3Preview: 11 ranked values, largest first. How far AAPL moves inside a single minute, by New York hourranking · 2026-08-17 · 12×4Preview: 12 ranked values, largest first. Typical daily move: option premium against quoted volatilityranking · 2026-08-17 · 6×4Preview: 6 ranked values, smallest first.
What Time Do Options Stop Trading?
Share of late session option volume printed after 4:00 p.m. ET, July 15, 2026ranking · 2026-08-16 · 7×3Preview: 7 ranked values, largest first. Last SPY and SPX option print, minutes past the 4:00 p.m. equity closeseries · 2026-08-16 · 12×4Preview: a 12-point series, roughly flat. Last SPY option print on each 1:00 p.m. ET early close since July 2024ranking · 2026-08-16 · 6×3Preview: 6 ranked values, smallest first. SPY and SPX option volume by the minute, 15:45 to 16:25 ETseries · 2026-08-16 · 41×3Preview: a 16-point series, ending lower.
When Is SQ Day for Nikkei 225 Options?
Opening prints against the previous close: settlement Friday vs an ordinary Fridayranking · 2026-08-16 · 8×3Preview: 8 ranked values, largest first. Share of SPY session volume printed in the opening minute, third Friday vs other Fridaysseries · 2026-08-16 · 11×4Preview: a 11-point series, ending higher. SPY volume by ET clock minute around the open, 13 March vs 20 March 2026series · 2026-08-16 · 46×3Preview: a 16-point series, ending higher.
How Delta Hedging Actually Works
Total daily movement versus net movement, June 2026ranking · 2026-08-16 · 4×4Preview: 4 ranked values, largest first. SPY at-the-money implied volatility against realized volatility, by monthseries · 2026-08-16 · 12×3Preview: a 12-point series, ending higher. Shares a 1% move forces per 100 at-the-money SPY contracts, by time left (June 2026)ranking · 2026-08-16 · 5×2Preview: 5 ranked values, largest first. Average call and put delta by strike distance from spot (SPY, 25 to 35 days to expiry, June 2026)ranking · 2026-08-16 · 11×3Preview: 11 ranked values, largest first.
The Option Greeks Explained: Delta to Rho
One SPY $740 call's price over its 7-week life (expired Jun 18 2026)series · 2026-08-15 · 31×2Preview: a 16-point series, ending higher. Median greeks by time to expiration: every near-the-money US option, July 15, 2026table · 2026-08-15 · 5×6
The 3-5-7 Rule in Options, Examined
One-day move profile, seven household names, July 2025 to June 2026table · 2026-08-15 · 7×6 S&P 500 tracker (SPY): down sessions by calendar year, 2016 to mid-2026table · 2026-08-15 · 11×5 Worst five-session stretch and deepest in-window drawdown, July 2025 to June 2026ranking · 2026-08-15 · 7×4Preview: 7 ranked values, smallest first.
Highest IV Rank Stocks Right Now
Where IV percentile sits furthest above IV rank, latest sessiontable · 2026-08-15 · 12×6 How the screened universe distributes across IV rank, latest sessiontable · 2026-08-15 · 9×7 The top-ranked name's implied volatility by week, with its 52-week high and lowseries · 2026-08-15 · 53×4Preview: a 16-point series, roughly flat. Highest IV rank, screened US underlyings, latest options sessionseries · 2026-08-15 · 15×7Preview: a 15-point series, roughly flat. IV rank and IV percentile for twelve widely held tickers, latest sessionseries · 2026-08-15 · 12×7Preview: a 12-point series, ending higher.
What Is Volatility Skew? The Smile, Measured
SPY implied volatility by strike: OTM puts below spot, OTM calls above, July 15, 2026ranking · 2026-08-14 · 6×2Preview: 6 ranked values, largest first. OTM put IV vs OTM call IV across every active underlying, July 15, 2026scalar · 2026-08-14 · 1×4348 Steepest INVERTED skew: OTM calls pricier than OTM puts, July 15, 2026ranking · 2026-08-14 · 8×4Preview: 8 ranked values, largest first.
What Is the VIX? What It Really Measures
Median daily percent change: VXX against SPY, by calendar yearranking · 2026-08-14 · 7×4Preview: 7 ranked values, smallest first. SPY at-the-money implied volatility by time to expiry, July 15, 2026ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first. SPY at-the-money implied volatility near 30 days to expiry, monthly averages (Jul 2025 to Jul 2026)series · 2026-08-14 · 13×6Preview: a 13-point series, ending higher. Implied daily move against the realized daily move: SPY, month by monthseries · 2026-08-14 · 13×6Preview: a 13-point series, roughly flat.
Triple Witching 2026 Dates and Volume Data
SPY on witching sessions vs. the same month's other sessions: intraday range and net move (% of the open)series · 2026-08-14 · 8×4Preview: a 8-point series, roughly flat. Every quarterly witching session since September 2024: market-wide regular-hours dollar volume vs. the month's other sessionsseries · 2026-08-14 · 8×4Preview: a 8-point series, ending lower. Dollar volume by half hour: witching Thursday (Jun 18, 2026) vs. the ordinary Friday before it (Jun 12)series · 2026-08-14 · 13×3Preview: a 13-point series, roughly flat.
Why Some Options Cost So Much More
One near-money call each, premium as a share of the stock (Jul 6 2026)ranking · 2026-08-14 · 2×4Preview: 2 ranked values, largest first. At-the-money implied volatility across six names (Jul 6 2026, Jul-17 expiry)ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first.
How Much Does It Cost to Trade Options?
Options trade size distribution on July 2, 2026 (whole-tape contracts per print)scalar · 2026-08-14 · 1×41 SPY options vs. SPY stock on one session: quote count, trade count, and median quoted spreadscalar · 2026-08-14 · 1×10462.93M SPY options quoted-spread distribution: percentiles in basis pointsscalar · 2026-08-14 · 1×635.51 SPY options quote quality: valid, one-sided, and locked/crossed recordsscalar · 2026-08-14 · 1×7463.20M SPY options median spread by expiration date, near-the-money strikes onlyranking · 2026-08-14 · 25×4Preview: 16 ranked values, largest first. Options bid-ask spreads by product: median basis points, July 2, 2026 regular hoursranking · 2026-08-14 · 5×4Preview: 5 ranked values, smallest first.
When Do 0DTE Options Trade? By the Hour
Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026series · 2026-08-13 · 5×5Preview: a 5-point series, ending higher. Median bid-ask spread on SPY same-day contracts quoted $1-$10, by ET hour: July 10, 2026ranking · 2026-08-13 · 7×4Preview: 7 ranked values, largest first. What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 2026ranking · 2026-08-13 · 5×4Preview: 5 ranked values, largest first. 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 · 7×4Preview: 7 ranked values, largest first. Same-day options volume by underlying: the ten heaviest names, July 10, 2026table · 2026-08-13 · 10×5
What Is Option Vega? Volatility Sensitivity
SPY call vega peaks at the money (~30 days out, 2026-07-13)ranking · 2026-08-13 · 5×2Preview: 5 ranked values, largest first. At-the-money SPY vega grows with time to expiry (2026-07-13)ranking · 2026-08-13 · 4×2Preview: 4 ranked values, smallest first. The SPY $740 call's implied volatility spiked when SPY fell, early June 2026series · 2026-08-13 · 31×2Preview: a 16-point series, ending higher.
Third Friday expirations over the next fourteen months, by underlyings listing them

Third Friday expirations over the next fourteen months, by underlyings listing them

most recentas of ranking 14×3read in context →
Third Friday expirations over the next fourteen months, by underlyings listing them — 14 rows by 3 columns, computed from US exchange, SIP and OPRA data.
expiry_month_startmonth_labelunderlyings_listing
2026-08-01Aug 20263735
2026-09-01Sep 20263689
2026-10-01Oct 20261564
2026-11-01Nov 20261392
2026-12-01Dec 20261960
2027-01-01Jan 20272245
2027-02-01Feb 2027913
2027-03-01Mar 20271462
2027-04-01Apr 202750
2027-05-01May 202772
2027-07-01Jul 202726
2027-08-01Aug 202742
2027-09-01Sep 2027318
2027-10-01Oct 202711
the exact SQL behind every number
WITH
(
    SELECT max(date)
    FROM global_markets.options_greeks
    WHERE date >= today() - 10
) AS chain_date
SELECT
    toString(toStartOfMonth(expiration_date))                AS expiry_month_start,
    formatDateTime(toStartOfMonth(expiration_date), '%b %Y') AS month_label,
    countDistinct(underlying_symbol)                         AS underlyings_listing
FROM global_markets.options_greeks
WHERE date = chain_date
  AND expiration_date >= chain_date
  AND days_to_expiry <= 430
  AND toDayOfWeek(expiration_date) = 5
  AND toDayOfMonth(expiration_date) BETWEEN 15 AND 21
  AND underlying_symbol NOT IN ('SPCX')
GROUP BY toStartOfMonth(expiration_date)
ORDER BY toStartOfMonth(expiration_date)
$