Market Recap: June 2026
Every June on the tape: SPY, recomputed identically by year (session counts shown)ranking ·
2026-07-26 · 23×3
Advancers vs decliners for June (close vs the last May close), liquidity filter disclosedscalar ·
2026-07-26 · 1×44,240
Market Order vs Limit Order, Measured
AAPL options vs. AAPL stock: median quoted spread, same regular session, July 8, 2026scalar ·
2026-07-26 · 1×5606
How far SPY moved inside a single minute: average one-minute high-to-low range by time of day, July 8, 2026scalar ·
2026-07-26 · 1×470.3
What a 100-share market order pays crossing the spread: July 8, 2026, regular sessionranking ·
2026-07-26 · 5×4
Median quoted spread by session window: pre-market vs. regular vs. after-hours, July 8, 2026ranking ·
2026-07-26 · 3×4
Displayed shares at the best ask: median size and how often it covered a 1,000-share order, July 8, 2026ranking ·
2026-07-26 · 5×4
SPY on a calm day vs. a fast day: session range, per-minute movement, and quoted spreadseries ·
2026-07-26 · 2×5
March 9, 2009: The Bottom, On the Tape
The turn week: SPY, Citigroup, and the 10-year yield, March 9-13series ·
2026-07-26 · 5×6
One year off the low: the crisis epicenter vs the broad markettable ·
2026-07-26 · 9×5
SPY by half-hour: March 9, 2009 regular sessionseries ·
2026-07-26 · 13×4
Peak to trough to round trip: the whole crisis in one rowscalar ·
2026-07-26 · 1×6156.41
Sixteen weeks after the low: weekly lows, closes, and the running minimumranking ·
2026-07-26 · 16×4
SPY on March 9, 2009: the generational low, receiptedscalar ·
2026-07-26 · 1×1468.84
Four major lows: SPY forward returns at three and twelve monthsseries ·
2026-07-26 · 4×4
Lehman's Collapse: The 2008 Tape, Replayed
The ten worst SPY sessions, 2003-2025, plus where Lehman Monday ranksseries ·
2026-07-26 · 11×5
The full bear market: SPY peak close to trough close, and the road backscalar ·
2026-07-26 · 1×11156.41
SPY by half-hour: September 15, 2008 regular sessionseries ·
2026-07-26 · 13×4
LEH month-end closes, January 2007 to the September 2008 filingseries ·
2026-07-26 · 21×3
The financials in Lehman week: Friday 9/12 close to Friday 9/19 closetable ·
2026-07-26 · 6×8
SPY on September 15, 2008: the Lehman Monday, receiptedscalar ·
2026-07-26 · 1×11125.75
SPY closes and Treasury yields, September 15-19, 2008: the whipsaw weekseries ·
2026-07-26 · 5×6
IPO Market 2026: The First Half in Numbers
US-dollar listings by month, H1 2026: count and dollars raisedseries ·
2026-07-26 · 6×3
H1 2026 listings by security type: count, dollars, and the typical deal in each buckettable ·
2026-07-26 · 3×5
H1 2026 listings: totals, the typical deal, and the concentration receiptsscalar ·
2026-07-26 · 1×11184
H1 2026 listings by primary exchange: count, dollars, and the unit-offering shareranking ·
2026-07-26 · 4×4
The eight largest US listings of H1 2026 by offer sizeranking ·
2026-07-26 · 8×3
First-half listings by year, 2019-2026: like-for-like January-June counts and dollarsranking ·
2026-07-26 · 8×3
H1 2026 listings vs their offer price: last regular-hours close of July 6-10, by typetable ·
2026-07-26 · 3×7
IPO Lockup Expiration: Meaning & Release Date
UBER options tape into the Nov 6, 2019 lockup expiry: put and call contract volume by sessionseries ·
2026-07-26 · 13×5
Five famous lockup expirations: expiry-day price change and volume multiple vs. the prior sessionseries ·
2026-07-26 · 5×7
FB daily closes and volume, Oct 22 – Nov 13, 2012: the run-in to the giant lockup expiry (as-traded prices)series ·
2026-07-26 · 15×5
FB from the eve of the Nov 14, 2012 unlock through month-end: did the expiry-day pop hold?series ·
2026-07-26 · 13×4
How Monthly Stock Returns Are Measured
SPY June 2026: price return vs total return (June ex-dividend included)scalar ·
2026-07-26 · 1×6756.4
SPY monthly close-to-close returns: twelve months ending June 2026, simple and logseries ·
2026-07-26 · 12×4
SPY over five years, June 2021 to June 2026: price return vs return with dividendsscalar ·
2026-07-26 · 1×7428.07
NVDA June 2024: a raw close-to-close calc vs the split-adjusted returnscalar ·
2026-07-26 · 1×61,097.46
June 2026 measured two ways: close-to-close vs open-to-close, NVDA and SPYtable ·
2026-07-26 · 2×7
SPY on June 30, 2026: official-close vs the final extended-hours printscalar ·
2026-07-26 · 1×3746.32
Sum vs compound: twelve SPY monthly returns linked three waysscalar ·
2026-07-26 · 1×712
GameStop, Jan 28, 2021: $483 to $112 by Noon
GME reported short interest by settlement date: November 2020 to February 2021ranking ·
2026-07-26 · 8×3
GME daily close and volume: December 1, 2020 to January 27, 2021 (as-traded prices)series ·
2026-07-26 · 39×4
GME by half-hour: January 28, 2021 regular sessionseries ·
2026-07-26 · 13×4
GME options trades by session: January 25–28, 2021series ·
2026-07-26 · 4×6
GME on January 28, 2021: receipted (as-traded, pre-2022-split prices)scalar ·
2026-07-26 · 1×14345
The restricted names on January 28, 2021: prior close vs close (ET regular session)ranking ·
2026-07-26 · 5×4
GME daily close and volume: January 29 to February 9, 2021series ·
2026-07-26 · 8×4
The 2010 Flash Crash, Minute by Minute
Crash-window damage by name: low vs the 2:30 pm ET referencetable ·
2026-07-26 · 6×6
SPY on May 6, 2010: the flash crash day, receiptedscalar ·
2026-07-26 · 1×10116.83
SPY at one-minute resolution, 2:00–3:30 pm ET on May 6, 2010table ·
2026-07-26 · 90×4
The steepest single minutes: biggest open-to-low drops, 2:00–3:30 pm ETtable ·
2026-07-26 · 5×5
Five famous crash sessions: depth of the low and the bounce off it (SPY)series ·
2026-07-26 · 5×4
The aftermath: when the May 5 close was reclaimed, and when the panic low broke for realscalar ·
2026-07-26 · 1×7105
The famous casualties on the raw trade tape, 2:30–3:30 pm ETtable ·
2026-07-26 · 4×6
FINRA Short Interest Data, Explained
Daily short-volume file coverage: the two documented truncation days vs their neighborsranking ·
2026-07-26 · 6×2
Percent of reported volume marked short: five large caps on an ordinary day (July 10, 2026)table ·
2026-07-26 · 5×6
History depth of both FINRA short-sale datasets in this warehousescalar ·
2026-07-26 · 1×4206
Every 2026 settlement date on file, with the securities each print coversseries ·
2026-07-26 · 13×3
Settlement dates per year in the short interest file, 2018–2026ranking ·
2026-07-26 · 9×2
AAPL in the short interest file: the five most recent settlement printstable ·
2026-07-26 · 5×5
March 24, 2020: The Day the Market Turned
Did it hold? The retest that never came, and two recovery clocksscalar ·
2026-07-26 · 1×12338.31
March 24, 2020 ranked against every SPY session on the minute tapescalar ·
2026-07-26 · 1×115,613
SPY by half-hour: March 24, 2020 regular sessionseries ·
2026-07-26 · 13×4
SPY on March 24, 2020: the turn, receiptedscalar ·
2026-07-26 · 1×11222.51
SPY daily close, drawdown, and the 10-year yield: Feb 19 to Mar 23, 2020series ·
2026-07-26 · 24×4
March 24, 2020 across index and sector ETFs: everything up, cyclicals firstranking ·
2026-07-26 · 12×4
SPY closes, March 23-26, 2020: the three-day burstseries ·
2026-07-26 · 4×4
COVID Crash 2020: Four Halts, Peak to Trough
10-year and 3-month Treasury yields through the crash, daily closesseries ·
2026-07-26 · 31×3
SPY options: puts vs calls traded, March 2–13, 2020 (millions of contracts)series ·
2026-07-26 · 10×4
March 9 and full-crash moves: cruise, airline, energy, bank, tech, staples vs SPYranking ·
2026-07-26 · 7×3
SPY by half-hour: March 9, 2020 regular sessionseries ·
2026-07-26 · 13×4
SPY on March 9, 2020: the circuit-breaker session, receiptedscalar ·
2026-07-26 · 1×11297.42
The COVID crash, peak to trough to recovery: SPY daily closes, one rowscalar ·
2026-07-26 · 1×11338.31
The four circuit-breaker sessions of March 2020: SPY close, change, volumeseries ·
2026-07-26 · 4×4
How Ex-Dividend Dates Affect Options
Day before SPY's ex-date: time value left in deep-in-the-money calls, by days to expiryranking ·
2026-07-17 · 3×4
SPY's quarterly dividends, 2025 through the June 2026 ex-dateseries ·
2026-07-17 · 6×2
Where the exercise-optimal calls concentrated on June 29, 2026ranking ·
2026-07-17 · 10×4
The early-exercise census: every ITM call on every June 30 ex-dividend payer, tested on June 29scalar ·
2026-07-17 · 1×485
A near-the-money SPY call and put: delta across the June 18 ex-dividend dateseries ·
2026-07-17 · 9×3
What Are LEAPS? Long-Dated Options
SPY, the call's delta, and its implied volatility at four life stagesseries ·
2026-07-16 · 4×4
One SPY $600 LEAPS call's price over two years (expired Jan 16 2026)series ·
2026-07-16 · 470×2
Theta (daily decay) against days to expiry, across the call's lifeseries ·
2026-07-16 · 4×3
What Are Call Options?
One SPY $740 call vs SPY, indexed to 100 on May 1 (expired Jun 18 2026)series ·
2026-07-16 · 31×3
The $740 call split into intrinsic and time value, five key sessionsseries ·
2026-07-16 · 5×4
SPY vs its $740 call, May 1 to June 2 (the SPY peak)ranking ·
2026-07-16 · 2×4
Protective Puts: Portfolio Insurance
The SPY $740 put's value over its final weeks (expired Jun 18 2026)series ·
2026-07-16 · 11×2
100 SPY shares alone vs. the same shares with one $740 put held against themseries ·
2026-07-16 · 11×3
The SPY $760 call you could sell to finance the put (early June 2026)series ·
2026-07-16 · 5×2
What Missing the Best Days Costs
SPY total return since 2016, after removing the best single daysranking ·
2026-07-16 · 5×2
SPY's 20 best and 20 worst days since 2016, counted by yearranking ·
2026-07-16 · 11×3
The ten biggest single-day gains for SPY since 2016ranking ·
2026-07-16 · 10×2
Market Recap: Q2 2026
62 sessions in the quarter, verified from the tape, month by monthscalar ·
2026-07-16 · 1×462
The 2s10s spread and the 10-year through Q2, dailytable ·
2026-07-16 · 63×3
SPY median quoted spread on one labeled sample session per month of the quarter (second Wednesdays)series ·
2026-07-16 · 3×4
SPY sessions up vs down across the quarter, one cheap receiptscalar ·
2026-07-16 · 1×436
June: whole-tape options contract volume and same-day-expiry share (one scan)scalar ·
2026-07-16 · 1×31,477.9
May: whole-tape options contract volume and same-day-expiry share (one scan)scalar ·
2026-07-16 · 1×31,394.6
April: whole-tape options contract volume and same-day-expiry share (one scan)scalar ·
2026-07-16 · 1×31,386.9
Q2 month by month: April, May, June (SPY and QQQ, recomputed identically)ranking ·
2026-07-16 · 6×4
Q2 regular-hours dollar volume, whole tape (one reused-symbol listing excluded pending entity verification)ranking ·
2026-07-16 · 8×3
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
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