STRASMORE/EXPLORE 2,173 QUERIES 22Y EQUITIES · 12Y OPTIONS

2,173 answered market questions

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Market Recap: June 2026
Every June on the tape: SPY, recomputed identically by year (session counts shown)ranking · 2026-07-26 · 23×3Preview: 16 ranked values, smallest first. 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 · 5×4Preview: 5 ranked values, smallest first. Median quoted spread by session window: pre-market vs. regular vs. after-hours, July 8, 2026ranking · 2026-07-26 · 3×4Preview: 3 ranked values, largest first. Displayed shares at the best ask: median size and how often it covered a 1,000-share order, July 8, 2026ranking · 2026-07-26 · 5×4Preview: 5 ranked values, largest first. SPY on a calm day vs. a fast day: session range, per-minute movement, and quoted spreadseries · 2026-07-26 · 2×5Preview: a 2-point series, ending higher.
March 9, 2009: The Bottom, On the Tape
The turn week: SPY, Citigroup, and the 10-year yield, March 9-13series · 2026-07-26 · 5×6Preview: a 5-point series, roughly flat. 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 · 13×4Preview: a 13-point series, roughly flat. 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 · 16×4Preview: 16 ranked values, smallest first. 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 · 4×4Preview: a 4-point series, ending higher.
Lehman's Collapse: The 2008 Tape, Replayed
The ten worst SPY sessions, 2003-2025, plus where Lehman Monday ranksseries · 2026-07-26 · 11×5Preview: a 11-point series, roughly flat. 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 · 13×4Preview: a 13-point series, ending higher. LEH month-end closes, January 2007 to the September 2008 filingseries · 2026-07-26 · 21×3Preview: a 16-point series, ending lower. 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 · 5×6Preview: a 5-point series, ending higher.
IPO Market 2026: The First Half in Numbers
US-dollar listings by month, H1 2026: count and dollars raisedseries · 2026-07-26 · 6×3Preview: a 6-point series, ending higher. 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 · 4×4Preview: 4 ranked values, largest first. The eight largest US listings of H1 2026 by offer sizeranking · 2026-07-26 · 8×3Preview: 8 ranked values, largest first. First-half listings by year, 2019-2026: like-for-like January-June counts and dollarsranking · 2026-07-26 · 8×3Preview: 8 ranked values, smallest first. 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 · 13×5Preview: a 13-point series, roughly flat. Five famous lockup expirations: expiry-day price change and volume multiple vs. the prior sessionseries · 2026-07-26 · 5×7Preview: a 5-point series, roughly flat. 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 · 15×5Preview: a 15-point series, roughly flat. FB from the eve of the Nov 14, 2012 unlock through month-end: did the expiry-day pop hold?series · 2026-07-26 · 13×4Preview: a 13-point series, ending higher.
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 · 12×4Preview: a 12-point series, ending lower. 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 · 8×3Preview: 8 ranked values, largest first. GME daily close and volume: December 1, 2020 to January 27, 2021 (as-traded prices)series · 2026-07-26 · 39×4Preview: a 16-point series, ending higher. GME by half-hour: January 28, 2021 regular sessionseries · 2026-07-26 · 13×4Preview: a 13-point series, ending lower. GME options trades by session: January 25–28, 2021series · 2026-07-26 · 4×6Preview: a 4-point series, ending lower. 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 · 5×4Preview: 5 ranked values, largest first. GME daily close and volume: January 29 to February 9, 2021series · 2026-07-26 · 8×4Preview: a 8-point series, ending lower.
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 · 5×4Preview: a 5-point series, roughly flat. 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 · 6×2Preview: 6 ranked values, smallest first. 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 · 13×3Preview: a 13-point series, ending higher. Settlement dates per year in the short interest file, 2018–2026ranking · 2026-07-26 · 9×2Preview: 9 ranked values, smallest first. 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 · 13×4Preview: a 13-point series, ending higher. 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 · 24×4Preview: a 16-point series, ending lower. March 24, 2020 across index and sector ETFs: everything up, cyclicals firstranking · 2026-07-26 · 12×4Preview: 12 ranked values, smallest first. SPY closes, March 23-26, 2020: the three-day burstseries · 2026-07-26 · 4×4Preview: a 4-point series, ending lower.
COVID Crash 2020: Four Halts, Peak to Trough
10-year and 3-month Treasury yields through the crash, daily closesseries · 2026-07-26 · 31×3Preview: a 16-point series, ending lower. SPY options: puts vs calls traded, March 2–13, 2020 (millions of contracts)series · 2026-07-26 · 10×4Preview: a 10-point series, roughly flat. March 9 and full-crash moves: cruise, airline, energy, bank, tech, staples vs SPYranking · 2026-07-26 · 7×3Preview: 7 ranked values, smallest first. SPY by half-hour: March 9, 2020 regular sessionseries · 2026-07-26 · 13×4Preview: a 13-point series, ending higher. 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 · 4×4Preview: a 4-point series, ending higher.
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 · 3×4Preview: 3 ranked values, smallest first. SPY's quarterly dividends, 2025 through the June 2026 ex-dateseries · 2026-07-17 · 6×2Preview: a 6-point series, ending higher. Where the exercise-optimal calls concentrated on June 29, 2026ranking · 2026-07-17 · 10×4Preview: 10 ranked values, largest first. 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 · 9×3Preview: a 9-point series, ending lower.
What Are LEAPS? Long-Dated Options
SPY, the call's delta, and its implied volatility at four life stagesseries · 2026-07-16 · 4×4Preview: a 4-point series, ending higher. One SPY $600 LEAPS call's price over two years (expired Jan 16 2026)series · 2026-07-16 · 470×2Preview: a 16-point series, ending higher. Theta (daily decay) against days to expiry, across the call's lifeseries · 2026-07-16 · 4×3Preview: a 4-point series, ending lower.
What Are Call Options?
One SPY $740 call vs SPY, indexed to 100 on May 1 (expired Jun 18 2026)series · 2026-07-16 · 31×3Preview: a 16-point series, ending higher. The $740 call split into intrinsic and time value, five key sessionsseries · 2026-07-16 · 5×4Preview: a 5-point series, ending lower. SPY vs its $740 call, May 1 to June 2 (the SPY peak)ranking · 2026-07-16 · 2×4Preview: 2 ranked values, largest first.
Protective Puts: Portfolio Insurance
The SPY $740 put's value over its final weeks (expired Jun 18 2026)series · 2026-07-16 · 11×2Preview: a 11-point series, roughly flat. 100 SPY shares alone vs. the same shares with one $740 put held against themseries · 2026-07-16 · 11×3Preview: a 11-point series, ending lower. The SPY $760 call you could sell to finance the put (early June 2026)series · 2026-07-16 · 5×2Preview: a 5-point series, ending lower.
What Missing the Best Days Costs
SPY total return since 2016, after removing the best single daysranking · 2026-07-16 · 5×2Preview: 5 ranked values, smallest first. SPY's 20 best and 20 worst days since 2016, counted by yearranking · 2026-07-16 · 11×3Preview: 11 ranked values, smallest first. The ten biggest single-day gains for SPY since 2016ranking · 2026-07-16 · 10×2Preview: 10 ranked values, largest first.
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 · 3×4Preview: a 3-point series, ending higher. 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 · 6×4Preview: 6 ranked values, largest first. Q2 regular-hours dollar volume, whole tape (one reused-symbol listing excluded pending entity verification)ranking · 2026-07-16 · 8×3Preview: 8 ranked values, largest first.
SPY option volume, minute by minute into the 9:30 open

SPY option volume, minute by minute into the 9:30 open

most recentas of series 46×3read in context →
SPY option volume, minute by minute into the 9:30 open — 46 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timecontract_volumeactive_pct
09:1500
09:1600
09:1700
09:1800
09:1900
09:2000
09:2100
09:2200
09:2300
09:2400
09:2500
09:2600
09:2700
09:2800
09:2900
09:3079450100
09:317850100
09:3226796100
09:3345414100
09:3415329100
09:3549108100
09:3618352100
09:3731470100
09:3820996100
09:3936490100
09:4042035100
09:4121718100
09:4228877100
09:4339642100
09:4435376100
09:4541167100
09:4640783100
09:4754856100
09:4829440100
09:4951570100
09:5028752100
09:5129558100
09:5231180100
09:5321258100
09:5420868100
09:5522009100
09:5634339100
09:5718496100
09:5825615100
09:5927794100
10:0035862100
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
$