STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

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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 · 5×4Preview: 5 ranked values, smallest first. Stock and ETF underlyings ranked by average daily options contract volume, last 20 sessionsranking · 2026-10-04 · 15×4Preview: 15 ranked values, largest first. Share of all options contract volume by liquidity tier, last 20 sessionsranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first.
AMZN Implied Volatility: IV Now & Its History
AMZN ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. AMZN vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. AMZN at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, ending lower.
AMD Implied Volatility: IV Now & Its History
AMD ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. AMD vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. AMD at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, ending lower.
AAPL Implied Volatility: IV Now & Its History
AAPL ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. AAPL vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. AAPL at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, roughly flat.
Implied Volatility Heatmap: How to Read It
Downside wing cells: SPY put IV dispersion by contract volume, June 2026ranking · 2026-10-02 · 6×4Preview: 6 ranked values, largest first. One column of the heatmap: near the money AAPL IV by time to expiry, June 2026ranking · 2026-10-02 · 6×3Preview: 6 ranked values, largest first. One row of the heatmap: AAPL IV by moneyness, 25 to 35 days to expiry, June 2026ranking · 2026-10-02 · 5×3Preview: 5 ranked values, largest first. A raw IV colour scale across six names, week of June 15, 2026ranking · 2026-10-02 · 6×3Preview: 6 ranked values, largest first. The same week normalized: each name's IV against its own trailing yearranking · 2026-10-02 · 6×4Preview: 6 ranked values, largest first.
Stocks With the Biggest IV-RV Gap
The most negative monthly pairs: realized volatility far above impliedranking · 2026-10-01 · 10×4Preview: 10 ranked values, largest first. SPY: monthly 30-day implied volatility against the next month's realized volatilityseries · 2026-10-01 · 24×4Preview: a 16-point series, roughly flat. Largest gap between 30-day implied volatility and the realized volatility that followedranking · 2026-10-01 · 12×4Preview: 12 ranked values, largest first. Share of liquid names whose 30-day IV exceeded the realized volatility that followedseries · 2026-10-01 · 9×4Preview: a 9-point series, ending lower.
How to Read an Event Contract Ladder
One threshold, re-read every session: implied probability above a fixed strikeseries · 2026-10-01 · 28×3Preview: a 16-point series, ending lower. A real strike ladder: SPY call prices by threshold, one pinned sessionranking · 2026-10-01 · 12×3Preview: 12 ranked values, smallest first. Ladder audit by expiration: rung count, ordering breaks, and probability inside the 8% bandseries · 2026-10-01 · 5×4Preview: a 5-point series, roughly flat. Differencing the rungs: probability above each threshold, and the bucket between themranking · 2026-10-01 · 11×3Preview: 11 ranked values, smallest first.
Warren Buffett's Index Put Trade Explained
Two index tracking funds, rebased to 100 at their first year in the recordranking · 2026-09-30 · 22×3Preview: 16 ranked values, smallest first. Every 15 year stretch in the SPY record, by finishing levelranking · 2026-09-30 · 4×4Preview: 4 ranked values, largest first. Berkshire annual reported net income against operating cash flow ($bn)series · 2026-09-30 · 10×4Preview: a 10-point series, roughly flat.
Buying Puts vs Buying Calls: Why Puts Cost More
The 25-delta wing spread on SPY, month by monthseries · 2026-09-30 · 24×4Preview: a 16-point series, roughly flat. SPY implied volatility at equal distance out of the money, puts against callsranking · 2026-09-30 · 6×4Preview: 6 ranked values, smallest first. Realised volatility inside SPY months, grouped by that month's returnranking · 2026-09-30 · 4×3Preview: 4 ranked values, largest first. At-the-money put minus call at the identical strike, six large capsranking · 2026-09-30 · 6×4Preview: 6 ranked values, largest first. Break-even move required on 5% out-of-the-money SPY puts and callsranking · 2026-09-30 · 4×4Preview: 4 ranked values, smallest first.
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 · 3×4Preview: a 3-point series, ending higher. SPY on witching sessions vs. the same month's other sessions: intraday range and net move (% of the open)series · 2026-09-28 · 8×5Preview: a 8-point series, ending higher. Every quarterly witching session since September 2024: market-wide share volume vs. the month's other sessionsseries · 2026-09-28 · 8×5Preview: a 8-point series, ending lower. SPY's expiring June 18, 2026 series: contracts traded by strike, and each strike's distance from the closing priceranking · 2026-09-28 · 12×4Preview: 12 ranked values, largest first. Contract volume by expiration date: all US options traded June 1-18, 2026, top eight expiriesranking · 2026-09-28 · 8×2Preview: 8 ranked values, largest first. 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 · 8×4Preview: a 8-point series, roughly flat. 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 · 8×4Preview: a 8-point series, ending lower. 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 · 13×3Preview: a 13-point series, ending higher.
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 · 12×3Preview: a 12-point series, roughly flat. How far SPY travels between 3:00 p.m. ET and the Friday closeranking · 2026-09-27 · 5×4Preview: 5 ranked values, largest first. 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 · 9×4Preview: 9 ranked values, smallest first. 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 · 13×3Preview: a 13-point series, ending lower. Share of August 2026 options volume expiring within five days, by underlyingranking · 2026-09-27 · 6×2Preview: 6 ranked values, largest first.
What Replaced the PDT Rule? Intraday Margin
What 100 shares, one contract's deliverable, cost at the end of August 2026ranking · 2026-09-26 · 6×4Preview: 6 ranked values, largest first. Intraday high-to-low range as a share of the open, August 2026ranking · 2026-09-26 · 6×3Preview: 6 ranked values, largest first. The five widest AAPL sessions of August 2026 for the same $5,000 accountranking · 2026-09-26 · 5×3Preview: 5 ranked values, largest first. A $5,000 account holding $20,000 of AAPL from the open: loss and deficit at each session low, August 2026series · 2026-09-26 · 21×3Preview: a 16-point series, ending lower.
What Is the Gamma Flip Level?
Signed net gamma by strike and its running total, $mm of delta per 1% moveranking · 2026-09-26 · 18×3Preview: 16 ranked values, largest first. Average gamma per contract by strike, SPY, one pinned June 2026 sessionranking · 2026-09-26 · 16×3Preview: 16 ranked values, smallest first. Daily ladder flip estimate against the close, SPY, June 2026series · 2026-09-26 · 21×4Preview: a 16-point series, ending lower. Ladder flip estimate by expiration window, one pinned June 2026 sessionranking · 2026-09-26 · 4×3Preview: 4 ranked values, largest first.
Poor Man's Covered Call: How the Trade Works
Dividend cash paid on 100 shares over the trailing yearranking · 2026-09-26 · 6×3Preview: 6 ranked values, largest first.
Options Expiration Calendar 2026: All 12 Dates
Every Friday of 2026 through July, shortest session firstseries · 2026-09-26 · 31×4Preview: a 16-point series, ending higher. Every 2026 monthly options expiration dateseries · 2026-09-26 · 12×6Preview: a 12-point series, ending higher. Was the April expiration Friday a trading day?ranking · 2026-09-26 · 11×4Preview: 11 ranked values, largest first. AAPL contracts traded into each 2026 expiration date, H1series · 2026-09-26 · 68×4Preview: a 16-point series, ending lower.
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 · 62×4Preview: a 16-point series, ending higher. Reg T minimum branches for one uncovered AAPL put, by strike (dollars per share)ranking · 2026-09-26 · 11×4Preview: 11 ranked values, smallest first. Uncovered call minimum per contract, strike about 5% out of the moneyranking · 2026-09-26 · 5×3Preview: 5 ranked values, largest first. Reg T minimum branches for one uncovered AAPL call, by strike (dollars per share)ranking · 2026-09-26 · 12×4Preview: 12 ranked values, smallest first.
Implied Volatility vs Beta: What Each Tells You
NVDA beta against SPY, re-estimated monthly over a rolling twelve-month windowseries · 2026-09-26 · 48×4Preview: a 16-point series, ending lower. Average absolute daily move on sessions when SPY moved less than 0.25 percentranking · 2026-09-26 · 10×4Preview: 10 ranked values, largest first. 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 · 12×5Preview: a 12-point series, ending higher.
Broker Exercise Cut-Off Times Explained
Monthly expirations where the post close print crossed a whole dollarranking · 2026-09-26 · 6×3Preview: 6 ranked values, largest first. How close expiring AAPL contracts finish to the strikeranking · 2026-09-26 · 6×2Preview: 6 ranked values, smallest first. 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 · 6×4Preview: 6 ranked values, largest first.
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 · 12×3Preview: 12 ranked values, largest first. AAPL reported short interest by settlement date, first half of 2026series · 2026-09-24 · 12×3Preview: a 12-point series, ending higher. How AAPL option volume accumulated through one session (Jun 16, 2026)series · 2026-09-24 · 13×3Preview: a 13-point series, ending higher. AAPL daily option contract volume, June 2026series · 2026-09-24 · 21×4Preview: a 16-point series, ending lower.
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 · 5×4Preview: 5 ranked values, largest first. NVDA front band vs 91-180 day band: median near-the-money IV per session, Feb 10 to Mar 14, 2025series · 2026-08-28 · 24×4Preview: a 16-point series, ending higher. IV term structure, six liquid names: median near-the-money implied volatility by expiry band, June 2026ranking · 2026-08-28 · 5×4Preview: 5 ranked values, smallest first. Share of sessions with an inverted curve: front band above the 91-180 day band, twelve months to July 31, 2026ranking · 2026-08-28 · 10×4Preview: 10 ranked values, largest first.
Probability of Touch vs Probability ITM
SPY through July 2024 against a level 2% above the July 1 closeseries · 2026-08-27 · 28×6Preview: a 16-point series, ending higher. 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 · 9×4Preview: 9 ranked values, smallest first.
Heston Model and the Volatility Smile
How far at-the-money implied volatility itself travelled (Jan to Jun 2026)ranking · 2026-08-26 · 6×4Preview: 6 ranked values, largest first. Near-the-money implied volatility by time to expiry (Jan to Jun 2026)ranking · 2026-08-26 · 6×3Preview: 6 ranked values, smallest first. SPY implied volatility by strike distance, 20 to 45 days to expiry (Jan to Jun 2026)ranking · 2026-08-26 · 13×4Preview: 13 ranked values, largest first. Put-side versus call-side implied volatility, 20 to 45 days (Jan to Jun 2026)ranking · 2026-08-26 · 6×4Preview: 6 ranked values, smallest first. Daily at-the-money implied volatility, SPY and NVDA (Apr to Jun 2026)series · 2026-08-26 · 62×3Preview: a 16-point series, ending higher.
How Implied Volatility Is Calculated
Where the Newton step misbehaves: AAPL vega by strike zone, June 30, 2026ranking · 2026-08-25 · 6×3Preview: 6 ranked values, largest first. At the money implied volatility and solver convergence, eight names, June 30, 2026ranking · 2026-08-25 · 8×4Preview: 8 ranked values, largest first. One solve per contract: AAPL implied volatility by strike zone, June 30, 2026ranking · 2026-08-25 · 6×3Preview: 6 ranked values, largest first. One AAPL contract, re-solved every session into its July 17, 2026 expiryseries · 2026-08-25 · 29×3Preview: a 16-point series, ending lower.
How Earnings Move Option Greeks
The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)series · 2026-08-24 · 21×5Preview: a 16-point series, roughly flat.
Large single-session SPY declines by calendar year

Large single-session SPY declines by calendar year

most recentas of ranking 11×3read in context →
Large single-session SPY declines by calendar year — 11 rows by 3 columns, computed from US exchange, SIP and OPRA data.
yearsessions_down_2pctworst_day_pct
202024-10.94
202223-4.35
201814-4.18
20258-5.85
20216-2.44
20165-3.64
20195-3.01
20244-2.98
20262-2.58
20231-2.01
20170-1.77
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
$