What Is Maximum Drawdown? Depth vs Recovery
Same fund, five lookback windows: SPY maximum drawdown by sample length to July 31, 2026ranking ·
2026-08-05 · 5×3
Completed SPY drawdowns since 2016: depth, days falling, days climbing backtable ·
2026-08-05 · 8×5
SPY underwater curve: month end close against its running peak, 2016 to 2026series ·
2026-08-05 · 127×2
Maximum drawdown against annualized volatility: eight large caps, five years to July 31, 2026ranking ·
2026-08-05 · 8×3
Put-Call Parity Explained, With Real Numbers
Call and put implied volatility near the money across AAPL monthly expirations, June 16 2026series ·
2026-08-05 · 7×6
Call and put implied volatility at matched AAPL strikes, Sep 18 2026 expiryranking ·
2026-08-05 · 15×4
Local A-Share Data Lake for AI Agents
Who left the tape: March 2021 symbols by daily dollar volume, checked against late July 2026ranking ·
2026-08-05 · 5×4
Survivorship, measured: March cohorts of US symbols still trading in late July 2026table ·
2026-08-05 · 10×5
One week of the US minute tape: symbols and bars per session, Jul 20-24, 2026series ·
2026-08-05 · 5×4
How to Calculate Covered Call Returns
Median implied volatility on near-the-money AAPL calls, by monthseries ·
2026-08-05 · 24×2
Median implied volatility on 20 to 45 day near-the-money calls, July 2026ranking ·
2026-08-05 · 5×3
AAPL call delta by strike distance, 20 to 45 days to expiry, July 2026ranking ·
2026-08-05 · 5×3
AAPL by month: the stock's move against the same move capped at 5%series ·
2026-08-05 · 24×3
When Is the COT Report Released?
Units versus dollars: seven funds tracking the markets the COT covers, July 2026ranking ·
2026-08-04 · 7×4
SPY: the move from Tuesday's close to Friday 3:30 pm ET, week by week, Aug 2025 to Jul 2026series ·
2026-08-04 · 48×4
How far seven markets travel between Tuesday's close and Friday 3:30 pm ET, Aug 2024 to Jul 2026table ·
2026-08-04 · 7×5
Where Friday volume sits on the clock: SPY, 15-minute buckets, full Friday sessions over the past yearseries ·
2026-08-04 · 26×3
What Happens If an Option Expires In the Money
Friday close to Monday's first minute: absolute overnight move, 2023 to July 2026ranking ·
2026-08-04 · 8×4
How close Friday closes land to a whole-dollar strike: seven names, 2023 to July 2026ranking ·
2026-08-04 · 5×3
Absolute move over the final 30 minutes of Friday sessions, 2023 to July 2026ranking ·
2026-08-04 · 8×4
Cash behind one contract: 100 shares at each name's close in the last week of July 2026ranking ·
2026-08-04 · 8×2
US Market Hours and Daylight Saving Time
London and Frankfurt distance from New York, session by session, March to April 2026series ·
2026-08-04 · 29×6
The New York open on two clocks: month-end sessions, August 2024 to July 2026series ·
2026-08-04 · 24×6
The 9:30 New York open in eight cities: US summer clock against US winter clock, 2026table ·
2026-08-04 · 8×5
London and Tokyo distance from New York, session by session, October to November 2025series ·
2026-08-04 · 25×6
How Stock Splits Affect Your Options
US stock splits by year: forward and reverse counts, 2017 through July 2026ranking ·
2026-08-04 · 10×3
One off cash distributions by size: payments, tickers and median amount since 2021table ·
2026-08-04 · 5×5
Most common forward split ratios since 2020, and how each one adjusts a contractranking ·
2026-08-04 · 10×4
What one 100 share contract covers after a non whole split ratio, 2020 to July 2026ranking ·
2026-08-04 · 10×4
What Is the High-Low Index? Market Breadth
Record High Percent and its 10-day average (the High-Low Index), 40-name basketseries ·
2026-08-04 · 68×4
New 52-week highs and lows each session: 40 large-cap US names, April to July 2026series ·
2026-08-04 · 77×4
How thin the denominator gets: sessions bucketed by names at a 52-week extremetable ·
2026-08-04 · 3×5
Two breadth measures, same basket: 10-day High-Low Index vs 10-day advancing shareseries ·
2026-08-04 · 68×4
When Companies Announce Dividend Raises
Share of annual raises declared in the same month as the prior raise, by yearranking ·
2026-08-03 · 10×4
Dividend raises by declaration month: US recurring quarterly payers, July 2015 to July 2026ranking ·
2026-08-03 · 12×3
JNJ dividend raises: declaration date, old rate, new rate, 2016 to 2026table ·
2026-08-03 · 11×5
Typical raise month by company: twelve dividend growers, raises since 2016series ·
2026-08-03 · 12×5
Declaration record by year: recurring dividends, count, and days from declaration to ex-datetable ·
2026-08-03 · 11×5
Can an AI Trading Track Record Be Verified?
Median quoted spread and the cost of a $25,000 round trip: midday hour, July 15, 2026ranking ·
2026-08-03 · 6×3
SPY holding-period outcomes since 2015: 5th percentile, median, 95th percentiletable ·
2026-08-03 · 4×7
How far SPY travels from its opening print, by ET half hour, first half of 2026series ·
2026-08-03 · 13×3
Six US index funds, identical window: price return, January 2 to June 30, 2026ranking ·
2026-08-03 · 6×3
Does Sell in May and Go Away Work?
Growth of one dollar: holding all year vs holding only November through Aprilranking ·
2026-08-03 · 21×3
The seasonal gap by era: average half-year returns and the spread between themtable ·
2026-08-03 · 3×6
S&P 500 tracker: May to October vs November to April, season by seasonranking ·
2026-08-03 · 21×3
Average S&P 500 tracker return by calendar month, May 2005 through April 2026table ·
2026-08-03 · 12×5
SPY distributions by ex-dividend month: inside the May to October window vs outside itranking ·
2026-08-03 · 19×3
Price Return vs Total Return: The Real Gap
Annualized price return vs total return over ten years: seven household names, to July 31, 2026ranking ·
2026-08-03 · 7×4
$10,000 in the S&P 500 tracker: price only vs dividends reinvested, year-end 2006 to July 2026ranking ·
2026-08-03 · 20×4
Price return vs total return by holding period: S&P 500 tracker, windows ending July 31, 2026ranking ·
2026-08-03 · 5×4
S&P 500 tracker by calendar year: price return vs the points added by reinvested dividendsranking ·
2026-08-03 · 20×3
Nikkei 225 Options and SQ Settlement
SPY implied volatility vs the volatility realized in the following monthseries ·
2026-08-03 · 23×5
Implied vs realized volatility, six heavily traded US underlyings, twelve months to June 30, 2026ranking ·
2026-08-03 · 6×4
Median theta and implied volatility by days to expiry: near-the-money SPY contracts, H1 2026table ·
2026-08-03 · 60×4
SPY on monthly settlement Fridays: the opening gap, and where the session went afterwardsseries ·
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Opening prints on settlement morning, May 15, 2026: twelve large US constituentsranking ·
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Put/call volume ratio percentiles: single-stock basket vs index ETFs, 2022 to July 2026ranking ·
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S&P 500 tracker moves after each fifth of the equity put/call ratio, 2022 to July 2026table ·
2026-08-03 · 5×7
Put/call volume ratio by underlying: January 1 to July 31, 2026ranking ·
2026-08-03 · 13×4
Top-decile put/call readings per month, grouped by how the S&P 500 tracker movedranking ·
2026-08-03 · 4×4
How to Find a Stock's Earnings Date
Spacing between each name's eight biggest overnight moves, July 2024 to June 2026table ·
2026-08-03 · 7×5
Where fiscal quarters actually end: statement periods by calendar month, July 2023 to June 2026ranking ·
2026-08-03 · 12×3
NVDA: the ten largest overnight moves, July 2024 to June 2026ranking ·
2026-08-03 · 10×3
How to Find a Lockup Expiration Date
Weekly average daily volume: Reddit's first year of trading, March 2024 to March 2025series ·
2026-08-03 · 53×2
Reddit share volume by window, counted in days from the March 20, 2024 pricing dateranking ·
2026-08-03 · 5×3
Day 180 counted from the pricing date: nine US listingsseries ·
2026-08-03 · 9×6
Volume in the four weeks around day 180 vs the weeks before it: nine US listingsranking ·
2026-08-03 · 9×4
How Markets Price Fed Rate Odds
TLT call deltas read as implied probabilities: chain of Sep 15, 2025, expiring Sep 19ranking ·
2026-08-03 · 9×4
Front-end Treasury yields by month, January 2024 to June 2026series ·
2026-08-03 · 30×5
Five-session move in short Treasury yields into each 2025 FOMC decision dayranking ·
2026-08-03 · 8×3
The short end of the Treasury curve around the September 2025 FOMC meetingseries ·
2026-08-03 · 42×4
Event Contract Prices as Probabilities
Yes and No probabilities across one SPY chain: call side, put side, and the pair totaltable ·
2026-08-03 · 8×5
How a near coin flip resolves: average implied probability by checkpoint, split by outcomeranking ·
2026-08-03 · 6×4
Contracts priced near a coin flip: implied vs realized outcome by name, 2023 through June 2026ranking ·
2026-08-03 · 6×4
Implied probability vs what happened: SPY calls 30 days from expiry, 2022 through June 2026ranking ·
2026-08-03 · 10×4
DAX Daily Options: How Eurex 0DTE Works
Same-day expiries as a share of SPY option volume: every session, July 2026series ·
2026-08-03 · 21×4
Expirations on the SPY option board: every listed expiry over 30 days, 16 July 2026series ·
2026-08-03 · 13×4
Median implied volatility by days to expiry: near-the-money SPY contracts, 16 July 2026ranking ·
2026-08-03 · 5×4
Distinct expirations listed for the rest of July 2026: eight US namesranking ·
2026-08-03 · 8×3
AM vs PM Settled Index Options Explained
The same hypothetical on every session: expiration mornings against the rest of the tapetable ·
2026-08-03 · 3×5
The prices behind the arithmetic: Thursday's close, the strike, Friday's open and closeseries ·
2026-08-03 · 29×6
One at-the-money call settled two ways: the ten widest splits since January 2024table ·
2026-08-03 · 10×5
Every monthly expiration since January 2024: the overnight gap, then the session that followedseries ·
2026-08-03 · 29×4
Verizon's Dividend Increase History
Consecutive years of dividend increases: six long record US payersranking ·
2026-08-02 · 6×4
Verizon (VZ): annual dividend increase in cents and in percent, 2010 to 2025ranking ·
2026-08-02 · 16×3
Verizon (VZ) dividend increases: declaration date, ex dividend date, and step sizetable ·
2026-08-02 · 13×5
Verizon (VZ) dividends per share by calendar year, 2005 to 2025ranking ·
2026-08-02 · 21×4
Mutual Funds vs ETFs: What Actually Differs
Quoted bid-ask spread by fund: venue quotes, 11:00 to 13:59 ET, July 22, 2026ranking ·
2026-08-02 · 7×4
The first active ETF share class: DFMC weekly closes since its March 2026 listingseries ·
2026-08-02 · 20×4
How far the price travels inside a day: seven ETFs, July 2026 sessionsranking ·
2026-08-02 · 7×4
One session, many prices: VOO in half-hour marks, Wednesday July 22, 2026series ·
2026-08-02 · 32×3
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
Can an LLM Find Alpha Factors?
Training rank against holdout result: 240 trials cut into fifthsranking ·
2026-08-02 · 5×3
ZM at-the-money IV by days to expiry, most recent week of data
ZM at-the-money IV by days to expiry, most recent week of data
| dte_bucket | atm_iv_pct | contract_count | as_of |
|---|---|---|---|
| 0 to 10 days | 53.8 | 162 | Oct 22, 2026 |
| 11 to 30 days | 42.9 | 149 | Oct 22, 2026 |
| 31 to 60 days | 44.7 | 83 | Oct 22, 2026 |
| 61 to 120 days | 45 | 47 | Oct 22, 2026 |
| over 120 days | 44.7 | 71 | Oct 22, 2026 |
the exact SQL behind every number
SELECT
multiIf(days_to_expiry <= 10, '0 to 10 days',
days_to_expiry <= 30, '11 to 30 days',
days_to_expiry <= 60, '31 to 60 days',
days_to_expiry <= 120, '61 to 120 days',
'over 120 days') AS dte_bucket,
round(100 * avg(toFloat64(implied_volatility)), 1) AS atm_iv_pct,
count() AS contract_count,
formatDateTime(max(date), '%b %e, %Y') AS as_of
FROM global_markets.options_greeks
WHERE underlying_symbol = 'ZM'
AND iv_converged = 1
AND volume > 0
AND toFloat64(underlying_close) > 0
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
AND date >= (
SELECT max(date)
FROM global_markets.options_greeks
WHERE underlying_symbol = 'ZM' AND iv_converged = 1
) - 7
GROUP BY dte_bucket
ORDER BY min(days_to_expiry)
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