What Is a Stock Split? Ratios and Mechanics
Forward vs reverse splits per year, all US-listed securities, 2016 through June 2026ranking ·
2026-07-26 · 11×3
After the split: median forward returns for 2025's whole-number forward splits vs SPY over the same sessionsscalar ·
2026-07-26 · 1×544
NVDA around its 10-for-1 split: regular-session open and close, last pre-split day vs first post-split dayseries ·
2026-07-26 · 2×3
NVDA trading volume, 20 sessions before vs 20 sessions from its 10-for-1 split (June 10, 2024)ranking ·
2026-07-26 · 2×4
Notable US stock splits since 2020: ratio, how the action was recorded, and the next 21 sessions vs SPYtable ·
2026-07-26 · 15×6
Most common forward split ratios, July 2025 through June 2026: whole-number ratios, all US-listed securitiesranking ·
2026-07-26 · 6×2
A decade of splits, 2016-2025: forward vs reverse totals and the annual scorescalar ·
2026-07-26 · 1×44,122
Stock Float vs. Shares Outstanding Explained
Shares outstanding across every company with a recent quarterly filing: percentiles, in millions of sharesscalar ·
2026-07-26 · 1×66,111
Daily high-low range and dollar volume by shares-outstanding tier: US common stocks, regular-hours sessions, June 11 to July 10, 2026table ·
2026-07-26 · 5×5
Share counts from the latest quarterly income statements on record: three megacapstable ·
2026-07-26 · 3×5
Medline (MDLN): the 20 sessions before its 180-day mark vs. every session from it, regular-hours volume and daily rangeseries ·
2026-07-26 · 2×8
From every H1 2026 US-dollar listing down to the measured setscalar ·
2026-07-26 · 1×5184
Eight of H1 2026's biggest measured US IPOs: shares offered vs. shares outstanding at listingtable ·
2026-07-26 · 8×5
Float at listing: shares offered as a share of recorded shares outstanding, H1 2026 US IPOs of $100M+scalar ·
2026-07-26 · 1×539
What Is a Block Trade? Big Prints & the Data
The same block scan on SPY: July 6, 2026scalar ·
2026-07-26 · 1×7669,171
AAPL's ten largest prints of July 6, 2026: the whole tapeseries ·
2026-07-26 · 10×6
Where AAPL's 10,000-share-and-up prints executed: July 6, 2026table ·
2026-07-26 · 4×5
Block-size prints vs the whole AAPL tape: July 6, 2026, with the session receiptscalar ·
2026-07-26 · 1×9390
The 2011 US Downgrade: Black Monday's Tape
The ten worst SPY sessions, 2003–2025: August 8, 2011 is the odd one outseries ·
2026-07-26 · 10×5
Treasury yields through the downgrade window, August 1–15, 2011series ·
2026-07-26 · 11×5
The recovery, dated: reclaim, failed hold, true bottom, and the last close belowscalar ·
2026-07-26 · 1×9120.03
SPY by half-hour: August 8, 2011 regular sessionseries ·
2026-07-26 · 13×4
August 8, 2011 across the tape: banks, staples, gold, and the fear gaugeranking ·
2026-07-26 · 9×4
SPY on August 8, 2011: the downgrade Monday, receiptedscalar ·
2026-07-26 · 1×11120.03
SPY closes, August 8-12, 2011: crash, rip, crash, ripseries ·
2026-07-26 · 5×4
Feb 24, 2022: War at the Open, Green by Close
2-year and 10-year Treasury yields, February 18 – March 8, 2022 (%)series ·
2026-07-26 · 12×3
QQQ sessions since 2003: intraday low ≤ −3% vs prior close AND close ≥ +1%series ·
2026-07-26 · 2×4
QQQ by half-hour: February 24, 2022 regular sessionseries ·
2026-07-26 · 13×4
After the reversal: when QQQ broke the invasion-day low, and how far it fellscalar ·
2026-07-26 · 1×10340.65
QQQ on February 24, 2022: the invasion-day reversal, receiptedscalar ·
2026-07-26 · 1×14329.41
Eleven tickers on February 24, 2022: gap, intraday extremes, close (% vs prior close)table ·
2026-07-26 · 11×6
QQQ daily closes, February 22 – March 14, 2022series ·
2026-07-26 · 15×4
Treasury Yield Curve, H1 2026: Twist, Not Shift
The rank receipt: H1 2026's twist against every prior half, by absolute sizescalar ·
2026-07-26 · 1×642
Every half-year since 1976: the 2y and 10y change, the twist between them, and the half's lowest 2s10s printtable ·
2026-07-26 · 100×7
The 30-year's half: start, end, the first and last 5% prints, time spent at or above 5%, and the highscalar ·
2026-07-26 · 1×84.86
The 2s10s spread, every print of the halftable ·
2026-07-26 · 124×2
The 2s10s slope receipt: start, end, minimum (with its date), maximum, and print countscalar ·
2026-07-26 · 1×672
The H1 2026 move per maturity, split into quarters: the hump sits squarely on the 2-yearranking ·
2026-07-26 · 7×4
Seven maturities, three single-day snapshots: the half's first print, the last March print, and the last June printranking ·
2026-07-26 · 7×4
SEC EDGAR Index Gap: the Missing Month-Ends
Every weekday month-end since 2020: filings indexed on the month's last calendar daytable ·
2026-07-26 · 55×2
Every weekday month-end since 2020 with fewer than 1,000 filings: count, companies touched, and the neighbouring days' averagetable ·
2026-07-26 · 6×6
Filing counts on the last weekday of each 2026 month, with prior-year weekday month-ends as controlsranking ·
2026-07-26 · 8×3
Status receipt: the March and April boundary days, their arrival times, and their counts as of this runscalar ·
2026-07-26 · 1×655
When each day's rows actually landed in the warehouse, June 26 to the front edgeranking ·
2026-07-26 · 10×3
Form types on the gap day (June 30, 2026) against the trading day before itranking ·
2026-07-26 · 14×3
Is June 30, 2026 missing anywhere else? The same day across five date-keyed datasetsranking ·
2026-07-26 · 5×3
The Best and Worst Thousand Dollars of June 2026
The ride, session by session: daily turnover, last price, and the thousand-dollar position's markseries ·
2026-07-26 · 10×6
The loss pile by root: contracts down 90%+ from first print, share of the pile, and each root's ten-baggerstable ·
2026-07-26 · 6×6
The most expensive ticket to zero: the priciest contract that ended at two cents or lessscalar ·
2026-07-26 · 1×510
The entry receipt: the winner's first print, its second, and every penny print of its June life (one row)scalar ·
2026-07-26 · 1×110.01
The full distribution: for every jackpot, thousands of near-total losses (put/call split included)scalar ·
2026-07-26 · 1×1030,951
The five biggest first-print-to-last-print multiples of June, priced from both chairs (six liquid roots, 50+ trades)table ·
2026-07-26 · 5×9
Calibration: every month of 2026 computed identically, SPY and NVDA, open-to-close and rangetable ·
2026-07-26 · 6×6
Tesla's Bitcoin 10-K: Feb 8, 2021 on the Tape
Was February 8 a big day for TSLA? Its own prior five months as the yardstickscalar ·
2026-07-26 · 1×4109
February 8, 2021 across the bitcoin-adjacent names: close-to-close change, ET regular hoursranking ·
2026-07-26 · 6×2
The 2022 exit: the July 20 disclosure 8-K on file, and TSLA's next sessionscalar ·
2026-07-26 · 1×51
TSLA by half-hour: February 8, 2021 regular sessionseries ·
2026-07-26 · 13×4
TSLA options on February 8, 2021 vs the prior 20 sessions: contracts and put/call mixscalar ·
2026-07-26 · 1×70.85
TSLA's next 20 sessions: every close indexed to the February 8, 2021 closeseries ·
2026-07-26 · 21×3
Tesla's SEC filings dated February 8, 2021: plus the year-end cash the purchase came out ofscalar ·
2026-07-26 · 1×51
TSLA on February 8, 2021: the disclosure session, receiptedscalar ·
2026-07-26 · 1×11852.61
SPCX: The Week It Went Underwater
Print-size anatomy and quote census: full weekscalar ·
2026-07-26 · 1×55.52
The symbol's trading history by month: the gap and the new entity's arrivalseries ·
2026-07-26 · 12×5
Median quoted spread by session, regular hours (bps of midpoint)series ·
2026-07-26 · 5×3
FINRA daily short volume during the week: short shares and their off-exchange shareranking ·
2026-07-26 · 4×4
The new entity's short-interest prints to date, with implied days-to-covertable ·
2026-07-26 · 2×5
SPCX by session: close, change, shares, dollarsseries ·
2026-07-26 · 5×5
SPCX, week of July 6, 2026: the slide, receiptedscalar ·
2026-07-26 · 1×14161.86
Rank receipt: the week's dollar volume against every other tickerscalar ·
2026-07-26 · 1×311
Options on the new entity, full week: contracts, put-call, busiest contractscalar ·
2026-07-26 · 1×43.14
The week's contracts by strike bucket ($20 buckets; tails capped at $80 and $240)table ·
2026-07-26 · 9×6
The week's news flow: counts, plus the three storyline receipts, quoted verbatimscalar ·
2026-07-26 · 1×951
The week's heaviest tickers by regular-hours dollar volume: where the newcomer now sitsranking ·
2026-07-26 · 12×4
Large recent debuts, first month on one ruler: first trade to the day-28 close (ET regular hours)table ·
2026-07-26 · 7×8
Every week of the new entity's life: open-to-close return and RTH dollars (entity-bounded)ranking ·
2026-07-26 · 5×4
SK Hynix's Nasdaq Debut, Measured
Debut-day quoted spread by hour: the seasoning process, hour zeroranking ·
2026-07-26 · 5×4
SKHYV day-one off-exchange short volume, with the file-coverage probescalar ·
2026-07-26 · 1×521.3
The options tape: SKHYV's day-one silence vs the comparables' clockscalar ·
2026-07-26 · 1×30
Memory-sector day one, July 10, 2026: RTH move and dollar volumetable ·
2026-07-26 · 4×5
The listing record + the SEC filing trail behind the debutscalar ·
2026-07-26 · 1×11158.14
2026 US listings ranked by capital raised (top 8, $B)ranking ·
2026-07-26 · 8×4
Debut-day anatomy: the 11:34 IPO cross, day volume, venue split, and the closing crossscalar ·
2026-07-26 · 1×7170
SKHYV's first session: July 10, 2026, receiptedscalar ·
2026-07-26 · 1×9170
Sector Scorecard H1 2026: Winners and Losers
Eight heavily traded chip and memory names: H1 return, quarter split, H1 dollar volumetable ·
2026-07-26 · 8×5
Median quoted spread by sector ETF, one representative session (June 29, 2026), regular hoursranking ·
2026-07-26 · 11×4
The eleven sector ETFs: H1 2026 return, Q1 and Q2 split, and H1 dollar volumetable ·
2026-07-26 · 11×5
XLE, XLF, and XLK by month: the H1 2026 rotation at month grainseries ·
2026-07-26 · 18×3
Five-name baskets per sector: members up vs down, median, best and worst, H1 2026table ·
2026-07-26 · 11×9
Sector ETF dollar volume, Q1 vs Q2 2026: every fund traded less in the recovery quarterranking ·
2026-07-26 · 11×4
NVDA: NVIDIA's Full June 2026, Tick by Tick
The whole NVDA tape in one row: prints, print sizes, and the quote censusscalar ·
2026-07-26 · 1×1055.64
Where the contracts landed: call and put volume by strike buckettable ·
2026-07-26 · 19×5
The spread by session: regular-hours median and time-weighted average (bps)series ·
2026-07-26 · 21×5
FINRA off-exchange short volume by session: marked-short share and reported volumeseries ·
2026-07-26 · 20×4
The off-exchange peak and trough, bounded (deduped per session)scalar ·
2026-07-26 · 1×686.77
The mid-June short-interest printscalar ·
2026-07-26 · 1×6310.13
The 21 sessions: regular-hours close, close-over-close change, full-day volumeseries ·
2026-07-26 · 21×5
The rank receipt: NVDA's place, its lead over the next name, and the basis, as checked columnsscalar ·
2026-07-26 · 1×54
Options session by session: contracts, the call/put split, and the put/call ratioseries ·
2026-07-26 · 21×7
NVDA's options market in one row: totals, expiry structure, flagship contractsscalar ·
2026-07-26 · 1×1821
The information flow in one row: volume, composition, and co-tagsscalar ·
2026-07-26 · 1×12642
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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