Best Stocks for Day Trading Options (Ranked)
At-the-money spread as a percent of premium, calls expiring next day, Dec 19 2024, 10:00 to 10:30 ETranking ·
2026-10-04 · 5×4
Stock and ETF underlyings ranked by average daily options contract volume, last 20 sessionsranking ·
2026-10-04 · 15×4
Share of all options contract volume by liquidity tier, last 20 sessionsranking ·
2026-10-04 · 4×3
AMZN Implied Volatility: IV Now & Its History
AMZN ATM implied volatility by time to expiration: latest sessionranking ·
2026-10-04 · 4×3
AMZN vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series ·
2026-10-04 · 52×4
AMZN at-the-money implied volatility by session: trailing 90 daysseries ·
2026-10-04 · 63×2
AMD Implied Volatility: IV Now & Its History
AMD ATM implied volatility by time to expiration: latest sessionranking ·
2026-10-04 · 4×3
AMD vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series ·
2026-10-04 · 52×4
AMD at-the-money implied volatility by session: trailing 90 daysseries ·
2026-10-04 · 63×2
AAPL Implied Volatility: IV Now & Its History
AAPL ATM implied volatility by time to expiration: latest sessionranking ·
2026-10-04 · 4×3
AAPL vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series ·
2026-10-04 · 52×4
AAPL at-the-money implied volatility by session: trailing 90 daysseries ·
2026-10-04 · 63×2
Implied Volatility Heatmap: How to Read It
Downside wing cells: SPY put IV dispersion by contract volume, June 2026ranking ·
2026-10-02 · 6×4
One column of the heatmap: near the money AAPL IV by time to expiry, June 2026ranking ·
2026-10-02 · 6×3
One row of the heatmap: AAPL IV by moneyness, 25 to 35 days to expiry, June 2026ranking ·
2026-10-02 · 5×3
A raw IV colour scale across six names, week of June 15, 2026ranking ·
2026-10-02 · 6×3
The same week normalized: each name's IV against its own trailing yearranking ·
2026-10-02 · 6×4
Stocks With the Biggest IV-RV Gap
The most negative monthly pairs: realized volatility far above impliedranking ·
2026-10-01 · 10×4
SPY: monthly 30-day implied volatility against the next month's realized volatilityseries ·
2026-10-01 · 24×4
Largest gap between 30-day implied volatility and the realized volatility that followedranking ·
2026-10-01 · 12×4
Share of liquid names whose 30-day IV exceeded the realized volatility that followedseries ·
2026-10-01 · 9×4
How to Read an Event Contract Ladder
One threshold, re-read every session: implied probability above a fixed strikeseries ·
2026-10-01 · 28×3
A real strike ladder: SPY call prices by threshold, one pinned sessionranking ·
2026-10-01 · 12×3
Ladder audit by expiration: rung count, ordering breaks, and probability inside the 8% bandseries ·
2026-10-01 · 5×4
Differencing the rungs: probability above each threshold, and the bucket between themranking ·
2026-10-01 · 11×3
Warren Buffett's Index Put Trade Explained
Two index tracking funds, rebased to 100 at their first year in the recordranking ·
2026-09-30 · 22×3
Every 15 year stretch in the SPY record, by finishing levelranking ·
2026-09-30 · 4×4
Berkshire annual reported net income against operating cash flow ($bn)series ·
2026-09-30 · 10×4
Buying Puts vs Buying Calls: Why Puts Cost More
The 25-delta wing spread on SPY, month by monthseries ·
2026-09-30 · 24×4
SPY implied volatility at equal distance out of the money, puts against callsranking ·
2026-09-30 · 6×4
Realised volatility inside SPY months, grouped by that month's returnranking ·
2026-09-30 · 4×3
At-the-money put minus call at the identical strike, six large capsranking ·
2026-09-30 · 6×4
Break-even move required on 5% out-of-the-money SPY puts and callsranking ·
2026-09-30 · 4×4
What Is Triple Witching? Volume & Volatility
Witching Thursday vs. the two ordinary Fridays before it: US option contracts traded, and the same-day-expiring shareseries ·
2026-09-28 · 3×4
SPY on witching sessions vs. the same month's other sessions: intraday range and net move (% of the open)series ·
2026-09-28 · 8×5
Every quarterly witching session since September 2024: market-wide share volume vs. the month's other sessionsseries ·
2026-09-28 · 8×5
SPY's expiring June 18, 2026 series: contracts traded by strike, and each strike's distance from the closing priceranking ·
2026-09-28 · 12×4
Contract volume by expiration date: all US options traded June 1-18, 2026, top eight expiriesranking ·
2026-09-28 · 8×2
Closing auction prints of ten large S&P 500 members: dollar volume on witching day vs. a typical June 2026 sessionscalar ·
2026-09-28 · 1×549.6
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 ·
2026-09-28 · 8×4
Every quarterly witching session since September 2024: market-wide regular-hours dollar volume before the closing auctions, vs. the month's other sessionsseries ·
2026-09-28 · 8×4
Dollar volume by half hour, closing auction prints in the final bucket: witching Thursday (Jun 18, 2026) vs. the ordinary Friday before it (Jun 12)series ·
2026-09-28 · 13×3
When a Spread Expires Between the Strikes
SPY Friday closes against the whole dollar strike grid, by yeartable ·
2026-09-27 · 5×5
SPY, 3:00 p.m. to the close on the August 21, 2026 expirationseries ·
2026-09-27 · 12×3
How far SPY travels between 3:00 p.m. ET and the Friday closeranking ·
2026-09-27 · 5×4
Where the close finished on a narrow call vertical set at 3:00 p.m. ETtable ·
2026-09-27 · 6×5
How to Pick an Option Strike Price by Delta
Median premium collected per delta band, as a percent of the share priceranking ·
2026-09-27 · 9×4
Implied versus realized in the money share by the contract's own implied volatilitytable ·
2026-09-27 · 7×5
The 15 to 25 delta band at three horizons: implied versus realized in the money sharetable ·
2026-09-27 · 3×5
Delta band versus the share of contracts that finished in the money, 30 days outtable ·
2026-09-27 · 9×5
Does an Expired Option Count as a Day Trade?
Distinct SPY expiration dates traded each weekseries ·
2026-09-27 · 13×3
Share of August 2026 options volume expiring within five days, by underlyingranking ·
2026-09-27 · 6×2
What Replaced the PDT Rule? Intraday Margin
What 100 shares, one contract's deliverable, cost at the end of August 2026ranking ·
2026-09-26 · 6×4
Intraday high-to-low range as a share of the open, August 2026ranking ·
2026-09-26 · 6×3
The five widest AAPL sessions of August 2026 for the same $5,000 accountranking ·
2026-09-26 · 5×3
A $5,000 account holding $20,000 of AAPL from the open: loss and deficit at each session low, August 2026series ·
2026-09-26 · 21×3
What Is the Gamma Flip Level?
Signed net gamma by strike and its running total, $mm of delta per 1% moveranking ·
2026-09-26 · 18×3
Average gamma per contract by strike, SPY, one pinned June 2026 sessionranking ·
2026-09-26 · 16×3
Daily ladder flip estimate against the close, SPY, June 2026series ·
2026-09-26 · 21×4
Ladder flip estimate by expiration window, one pinned June 2026 sessionranking ·
2026-09-26 · 4×3
Poor Man's Covered Call: How the Trade Works
Dividend cash paid on 100 shares over the trailing yearranking ·
2026-09-26 · 6×3
Options Expiration Calendar 2026: All 12 Dates
Every Friday of 2026 through July, shortest session firstseries ·
2026-09-26 · 31×4
Every 2026 monthly options expiration dateseries ·
2026-09-26 · 12×6
Was the April expiration Friday a trading day?ranking ·
2026-09-26 · 11×4
AAPL contracts traded into each 2026 expiration date, H1series ·
2026-09-26 · 68×4
Margin for Selling Naked Options: Reg T Math
One fixed short AAPL call strike: requirement as a percent of the share price, April to June 2026series ·
2026-09-26 · 62×4
Reg T minimum branches for one uncovered AAPL put, by strike (dollars per share)ranking ·
2026-09-26 · 11×4
Uncovered call minimum per contract, strike about 5% out of the moneyranking ·
2026-09-26 · 5×3
Reg T minimum branches for one uncovered AAPL call, by strike (dollars per share)ranking ·
2026-09-26 · 12×4
Implied Volatility vs Beta: What Each Tells You
NVDA beta against SPY, re-estimated monthly over a rolling twelve-month windowseries ·
2026-09-26 · 48×4
Average absolute daily move on sessions when SPY moved less than 0.25 percentranking ·
2026-09-26 · 10×4
Near-the-money implied volatility, 20 to 45 days to expiry, three weeks to Aug 21 2026table ·
2026-09-26 · 11×5
Beta and R-squared against SPY: daily returns versus weekly, twelve months to Aug 21 2026table ·
2026-09-26 · 10×5
When Covered Calls Trigger the Straddle Rules
KO ex dividend dates and the 121 day qualified dividend windowseries ·
2026-09-26 · 12×5
Broker Exercise Cut-Off Times Explained
Monthly expirations where the post close print crossed a whole dollarranking ·
2026-09-26 · 6×3
How close expiring AAPL contracts finish to the strikeranking ·
2026-09-26 · 6×2
NVDA on July 17, 2026: the close and the post close windowtable ·
2026-09-26 · 30×3
Average move between the 4:00 p.m. close and 5:30 p.m. ETranking ·
2026-09-26 · 6×4
DAX Options Settlement Price: ODAX vs ODAP
DAX option settlement clock: last trading time and settlement auction, CETtable ·
2026-09-25 · 3×5
Why Open Interest Updates Only Once a Day
Busiest AAPL option contracts on Jun 16, 2026, by contract volumeranking ·
2026-09-24 · 12×3
AAPL reported short interest by settlement date, first half of 2026series ·
2026-09-24 · 12×3
How AAPL option volume accumulated through one session (Jun 16, 2026)series ·
2026-09-24 · 13×3
AAPL daily option contract volume, June 2026series ·
2026-09-24 · 21×4
IV Term Structure: What the Curve Tells You
NVDA term structure either side of the February 26, 2025 report: median near-the-money IV by expiry bandranking ·
2026-08-28 · 5×4
NVDA front band vs 91-180 day band: median near-the-money IV per session, Feb 10 to Mar 14, 2025series ·
2026-08-28 · 24×4
IV term structure, six liquid names: median near-the-money implied volatility by expiry band, June 2026ranking ·
2026-08-28 · 5×4
Share of sessions with an inverted curve: front band above the 91-180 day band, twelve months to July 31, 2026ranking ·
2026-08-28 · 10×4
Probability of Touch vs Probability ITM
SPY through July 2024 against a level 2% above the July 1 closeseries ·
2026-08-27 · 28×6
SPY: touched versus finished above, 21-session forward windows since 2011table ·
2026-08-27 · 4×5
SPY option delta buckets, with the doubling rule applied (Jan to Jun 2026)ranking ·
2026-08-27 · 9×4
Heston Model and the Volatility Smile
How far at-the-money implied volatility itself travelled (Jan to Jun 2026)ranking ·
2026-08-26 · 6×4
Near-the-money implied volatility by time to expiry (Jan to Jun 2026)ranking ·
2026-08-26 · 6×3
SPY implied volatility by strike distance, 20 to 45 days to expiry (Jan to Jun 2026)ranking ·
2026-08-26 · 13×4
Put-side versus call-side implied volatility, 20 to 45 days (Jan to Jun 2026)ranking ·
2026-08-26 · 6×4
Daily at-the-money implied volatility, SPY and NVDA (Apr to Jun 2026)series ·
2026-08-26 · 62×3
How Implied Volatility Is Calculated
Where the Newton step misbehaves: AAPL vega by strike zone, June 30, 2026ranking ·
2026-08-25 · 6×3
At the money implied volatility and solver convergence, eight names, June 30, 2026ranking ·
2026-08-25 · 8×4
One solve per contract: AAPL implied volatility by strike zone, June 30, 2026ranking ·
2026-08-25 · 6×3
One AAPL contract, re-solved every session into its July 17, 2026 expiryseries ·
2026-08-25 · 29×3
How Earnings Move Option Greeks
The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)series ·
2026-08-24 · 21×5
Large single-session SPY declines by calendar year
Large single-session SPY declines by calendar year
| year | sessions_down_2pct | worst_day_pct |
|---|---|---|
| 2020 | 24 | -10.94 |
| 2022 | 23 | -4.35 |
| 2018 | 14 | -4.18 |
| 2025 | 8 | -5.85 |
| 2021 | 6 | -2.44 |
| 2016 | 5 | -3.64 |
| 2019 | 5 | -3.01 |
| 2024 | 4 | -2.98 |
| 2026 | 2 | -2.58 |
| 2023 | 1 | -2.01 |
| 2017 | 0 | -1.77 |
the exact SQL behind every number
SELECT
toYear(session_date) AS year,
countIf(ret_pct <= -2) AS sessions_down_2pct,
round(min(ret_pct), 2) AS worst_day_pct
FROM
(
SELECT
session_date,
c,
lagInFrame(c) OVER (ORDER BY session_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_c,
if(prev_c > 0, round(100 * (c / prev_c - 1), 2), NULL) AS ret_pct
FROM
(
SELECT
date AS session_date,
toFloat64(max(close)) AS c
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2016-01-01'
AND date < today()
GROUP BY date
)
)
WHERE ret_pct IS NOT NULL
GROUP BY year
ORDER BY sessions_down_2pct DESC, year ASC
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