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Market Recap: July 7, 2026, The Day in Numbers
The chip complex on July 7: change vs Monday's close, range timing, and dollar volumetable · 2026-07-26 · 14×10 Advancers vs decliners among tickers with at least $1M traded on July 7scalar · 2026-07-26 · 1×72,091
Market Recap: July 6, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours (billions)series · 2026-07-26 · 13×3Preview: a 13-point series, roughly flat. Volume leaders two ways: top 6 by dollars traded, top 4 by shares traded (one reused-symbol listing excluded pending entity verification)table · 2026-07-26 · 10×5 Session check: SPY's observed minute-bar span, the July 3 closure, and the next one on the calendarscalar · 2026-07-26 · 1×8917 The eleven sector ETFs: July 6 vs the July 2 close, split into gap and intradaytable · 2026-07-26 · 11×6 The touch at the gap open: median quoted spread and quote rate, 9:30–9:42 ET vs a midday control (12 minutes each)table · 2026-07-26 · 10×9 One row for the whole options day: volume, call share, and the Monday same-day expiryscalar · 2026-07-26 · 1×1610.53 Every split executed July 6, with its unadjusted close before and after (splits with no regular-session tape on both sides are dropped)table · 2026-07-26 · 12×7 The treasury curve: July 6 vs the July 2 print (populated maturities only)ranking · 2026-07-26 · 8×3Preview: 8 ranked values, largest first. SPY's open-to-close move ranked against the trailing month of sessions (rank 1 = biggest absolute move)scalar · 2026-07-26 · 1×40.34 SPY's update-weighted average quoted spread: July 6 ranked against the trailing month (rank 1 = tightest)scalar · 2026-07-26 · 1×71.815 SPY / QQQ / DIA / IWM: July 6 vs the July 2 close, regular hourstable · 2026-07-26 · 4×10 The whole equity NBBO stream: July 6 vs the July 2 session, and where Monday's quotes clusteredscalar · 2026-07-26 · 1×6391.96 The memory and storage names: change vs Thursday's close, range timing, and dollar volumetable · 2026-07-26 · 4×10 Megacap rotation: change vs Thursday's close, range timing, and dollar volumetable · 2026-07-26 · 4×10 July 6's corporate calendar and information flow, in one row (including the reverse-split wall behind a screener trap)scalar · 2026-07-26 · 1×12119 Advancers vs decliners among tickers with at least $1M traded on July 6scalar · 2026-07-26 · 1×73,861
Market Recap: July 2, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours (billions)series · 2026-07-26 · 13×3Preview: a 13-point series, roughly flat. Volume leaders two ways: top 6 by dollars traded, top 4 by shares traded (one reused-symbol listing excluded pending entity verification)table · 2026-07-26 · 10×6 Session check: SPY's observed minute-bar span, and the July 3 closure on the tapescalar · 2026-07-26 · 1×6886 Median quoted spread in basis points, regular hours: index ETFs, megacaps, and the memory namestable · 2026-07-26 · 8×6 One row for the whole options day: volume, same-day expiry, the holiday-shifted week, and the July monthlyscalar · 2026-07-26 · 1×1913.15 After the holiday: the next session, its ex-dividends and splits, the next scheduled closure, and the short-interest lagscalar · 2026-07-26 · 1×9390 The session's curve print: July 2 vs July 1 (populated maturities only)ranking · 2026-07-26 · 8×3Preview: 8 ranked values, largest first. The receipt: the July 2 treasury print is on filescalar · 2026-07-26 · 1×21 SPY and QQQ ranked against the trailing month of sessions (rank 1 = biggest absolute move)scalar · 2026-07-26 · 1×7-0.35 Was liquidity unusual? SPY's regular-hours median spread vs the trailing month of sessionsscalar · 2026-07-26 · 1×60.27 The eleven SPDR sector ETFs: July 2 close vs July 1 close, regular hourstable · 2026-07-26 · 11×6 SPY / QQQ / DIA / IWM: July 2 vs the July 1 close, regular hourstable · 2026-07-26 · 4×8 Stocks NBBO update count: July 2 vs July 1, with named-ticker updates (millions)scalar · 2026-07-26 · 1×6597.22 The memory and storage names: change vs Wednesday's close, range timing, and dollar volumetable · 2026-07-26 · 4×10 Megacap rotation: change vs Wednesday's close, range timing, and dollar volumetable · 2026-07-26 · 4×10 July 2's corporate calendar and information flow, in one row (including the eight splits behind one fake screener move)scalar · 2026-07-26 · 1×20322 Advancers vs decliners among tickers with at least $1M traded on July 2scalar · 2026-07-26 · 1×113,398
Market Recap: July 1, 2026, The Day in Numbers
Volume leaders two ways: top 6 by dollars traded, top 4 by shares traded (one reused-symbol listing excluded pending entity verification)table · 2026-07-26 · 10×6 Session check: SPY's observed minute-bar spanscalar · 2026-07-26 · 1×6893 One row for the whole options day: volume, same-day expiry, put/call skew, and the busiest contractscalar · 2026-07-26 · 1×2111.22 The day's last twelve news articles tagging MU, SNDK, STX, WDC or META (one licensed feed)table · 2026-07-26 · 12×4 The biggest names going ex-dividend on July 1, ranked by the day's dollar volumetable · 2026-07-26 · 8×7 July 1's corporate calendar and information flow, in one rowscalar · 2026-07-26 · 1×14746 The volatility complex on July 1: VIX-futures ETFs vs Tuesday's close, with SPY as the anchortable · 2026-07-26 · 5×5 The Treasury curve, July 1 close vs June 30 (populated maturities only)ranking · 2026-07-26 · 8×3Preview: 8 ranked values, largest first. SPY's open-to-close move ranked against the trailing month of sessions (rank 1 = biggest absolute move)scalar · 2026-07-26 · 1×40.09 The memory complex and the megacaps: change vs Tuesday's close, range timing, and dollar volumetable · 2026-07-26 · 8×9 The eleven S&P sector ETFs on July 1, best to worst vs Tuesday's closetable · 2026-07-26 · 11×7 SPY / QQQ / DIA / IWM: July 1 vs the June 30 close, regular hourstable · 2026-07-26 · 4×8 Every quarter-opening session since 2004: SPY's open-to-close move, with July 1 ranked inside itscalar · 2026-07-26 · 1×991 Advancers, decliners, and new quarterly highs vs lows among tickers with at least $1M traded on July 1scalar · 2026-07-26 · 1×122,928
Market Recap: June 30, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours (billions)series · 2026-07-26 · 13×3Preview: a 13-point series, ending higher. Volume leaders two ways: top 6 by dollars traded, top 4 by shares traded (one reused-symbol listing excluded pending entity verification)table · 2026-07-26 · 10×6 Session check: SPY's observed minute-bar spanscalar · 2026-07-26 · 1×5860 The six busiest option contracts of June 30, by contracts tradedseries · 2026-07-26 · 6×7Preview: a 6-point series, ending lower. One row for the whole options day: volume, same-day expiry, SPY's put/call skew by moneyness, the holiday-shifted weekscalar · 2026-07-26 · 1×2010.06 The news feed on June 30: article count and the day's last headline for each name in this recapseries · 2026-07-26 · 7×5Preview: a 7-point series, ending lower. The Treasury curve, June 30 close vs June 29 (populated maturities only)ranking · 2026-07-26 · 8×3Preview: 8 ranked values, largest first. SPY's open-to-close move ranked against the trailing month of sessions (rank 1 = biggest absolute move)scalar · 2026-07-26 · 1×40.68 The semiconductor and storage names: change vs Monday's close, range, and dollar volumetable · 2026-07-26 · 6×10 The ten S&P sector funds on June 30: change vs Monday's close, and how far each sat behind the leadertable · 2026-07-26 · 10×7 SPY / QQQ / DIA / IWM: June 30 vs the June 29 close, regular hourstable · 2026-07-26 · 4×8 Q2 2026 end to end: each index ETF from the April 1 open to the June 30 close, regular hoursseries · 2026-07-26 · 4×7Preview: a 4-point series, ending lower. Top 5 gainers and top 5 decliners among names with $10M+ traded on June 30 (one reused-symbol listing excluded)table · 2026-07-26 · 10×8 Crypto-adjacent financials: change vs Monday's close, range, and dollar volumetable · 2026-07-26 · 4×10 June 30's corporate calendar and information flow, in one row (the filing-index gap on display)scalar · 2026-07-26 · 1×12704 Advancers vs decliners among tickers with at least $1M traded on June 30scalar · 2026-07-26 · 1×93,349
Market Recap: June 29, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours (billions)series · 2026-07-26 · 13×4Preview: a 13-point series, roughly flat. Volume leaders two ways: top 6 by dollars traded, top 4 by shares tradedtable · 2026-07-26 · 10×6 The Treasury curve, June 29 close vs June 26 (populated maturities only)ranking · 2026-07-26 · 8×3Preview: 8 ranked values, largest first. QQQ and SPY: June 29 ranked against the trailing month of sessions (rank 1 = biggest absolute move)scalar · 2026-07-26 · 1×102.57 Session check: SPY's observed minute-bar span, and the Friday closure on the tapescalar · 2026-07-26 · 1×80 The eleven sector baskets: June 29 vs the June 26 close, regular hourstable · 2026-07-26 · 11×6 SPY / QQQ / DIA / IWM: June 29 vs the June 26 close, regular hourstable · 2026-07-26 · 4×9 What it cost to cross the spread: NBBO updates and median quoted width, regular hourstable · 2026-07-26 · 4×7 One row for the whole options day: volume, 0DTE, the holiday-shifted weekscalar · 2026-07-26 · 1×2011.04 The memory/storage names: change vs Friday's close and intraday rangetable · 2026-07-26 · 4×9 June 29's corporate calendar and information flow, in one rowscalar · 2026-07-26 · 1×22449 Advancers vs decliners among tickers with at least $1M traded on June 29scalar · 2026-07-26 · 1×93,968
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.
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
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
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SPY ATM implied volatility by time to expiration: latest session

SPY ATM implied volatility by time to expiration: latest session

most recentas of ranking 4×3read in context →
SPY ATM implied volatility by time to expiration: latest session — 4 rows by 3 columns, computed from US exchange, SIP and OPRA data.
expiry_bucketatm_iv_pctcontracts
Under 2 weeks12.31024
2-6 weeks12.8713
6 weeks - 4 months14.5264
Beyond 4 months17.4298
the exact SQL behind every number 
SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
               days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)
More from this analysisSPY Implied Volatility: IV Now & Its History
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