Market Recap: June 30, 2026, The Day in Numbers
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 · 4×7
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
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 · 8×3
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
Market Recap: June 2026
Short-interest settlements on file: May 29, June 15, and June 30ranking ·
2026-07-26 · 3×2
21 sessions, verified from the tape (Juneteenth closure receipt included)scalar ·
2026-07-26 · 1×321
Treasury yields through June: 10-year, 2-year, and the 2s10s spreadranking ·
2026-07-26 · 21×4
SPY, all 21 June sessions: close and close-over-close changeseries ·
2026-07-26 · 21×3
SPY sessions up vs down across the month, one cheap receiptscalar ·
2026-07-26 · 1×49
June 2026: open to close, range, and regular-hours turnover for the four index ETFstable ·
2026-07-26 · 4×7
June: whole-tape options contract volume and same-day-expiry share (one scan)scalar ·
2026-07-26 · 1×31,477.9
June regular-hours dollar volume, whole tape (one reused-symbol listing excluded pending entity verification)ranking ·
2026-07-26 · 8×3
Ex-dividend events by day through Juneranking ·
2026-07-26 · 22×2
June's corporate calendar: dividends, splits, listings, filings (June 30 index gap disclosed)scalar ·
2026-07-26 · 1×66,651
SPY median quoted spread: the June sample session against May's (second Wednesdays)series ·
2026-07-26 · 2×4
May, recomputed identically for contrast (one scan)scalar ·
2026-07-26 · 1×31,394.6
Monthly returns, January through June 2026, recomputed live (SPY and QQQ)ranking ·
2026-07-26 · 12×4
The rank receipt: this June against every prior one (rank 1 = best; self-excluded)scalar ·
2026-07-26 · 1×5-1.2
Every June on the tape: SPY, recomputed identically by year (session counts shown)ranking ·
2026-07-26 · 23×3
Advancers vs decliners for June (close vs the last May close), liquidity filter disclosedscalar ·
2026-07-26 · 1×44,240
Market Order vs Limit Order, Measured
AAPL options vs. AAPL stock: median quoted spread, same regular session, July 8, 2026scalar ·
2026-07-26 · 1×5606
How far SPY moved inside a single minute: average one-minute high-to-low range by time of day, July 8, 2026scalar ·
2026-07-26 · 1×470.3
What a 100-share market order pays crossing the spread: July 8, 2026, regular sessionranking ·
2026-07-26 · 5×4
Median quoted spread by session window: pre-market vs. regular vs. after-hours, July 8, 2026ranking ·
2026-07-26 · 3×4
Displayed shares at the best ask: median size and how often it covered a 1,000-share order, July 8, 2026ranking ·
2026-07-26 · 5×4
SPY on a calm day vs. a fast day: session range, per-minute movement, and quoted spreadseries ·
2026-07-26 · 2×5
March 9, 2009: The Bottom, On the Tape
The turn week: SPY, Citigroup, and the 10-year yield, March 9-13series ·
2026-07-26 · 5×6
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 · 13×4
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 · 16×4
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 · 4×4
Lehman's Collapse: The 2008 Tape, Replayed
The ten worst SPY sessions, 2003-2025, plus where Lehman Monday ranksseries ·
2026-07-26 · 11×5
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 · 13×4
LEH month-end closes, January 2007 to the September 2008 filingseries ·
2026-07-26 · 21×3
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 · 5×6
IPO Market 2026: The First Half in Numbers
US-dollar listings by month, H1 2026: count and dollars raisedseries ·
2026-07-26 · 6×3
H1 2026 listings by security type: count, dollars, and the typical deal in each buckettable ·
2026-07-26 · 3×5
H1 2026 listings: totals, the typical deal, and the concentration receiptsscalar ·
2026-07-26 · 1×11184
H1 2026 listings by primary exchange: count, dollars, and the unit-offering shareranking ·
2026-07-26 · 4×4
The eight largest US listings of H1 2026 by offer sizeranking ·
2026-07-26 · 8×3
First-half listings by year, 2019-2026: like-for-like January-June counts and dollarsranking ·
2026-07-26 · 8×3
H1 2026 listings vs their offer price: last regular-hours close of July 6-10, by typetable ·
2026-07-26 · 3×7
IPO Lockup Expiration: Meaning & Release Date
UBER options tape into the Nov 6, 2019 lockup expiry: put and call contract volume by sessionseries ·
2026-07-26 · 13×5
Five famous lockup expirations: expiry-day price change and volume multiple vs. the prior sessionseries ·
2026-07-26 · 5×7
FB daily closes and volume, Oct 22 – Nov 13, 2012: the run-in to the giant lockup expiry (as-traded prices)series ·
2026-07-26 · 15×5
FB from the eve of the Nov 14, 2012 unlock through month-end: did the expiry-day pop hold?series ·
2026-07-26 · 13×4
How Monthly Stock Returns Are Measured
SPY June 2026: price return vs total return (June ex-dividend included)scalar ·
2026-07-26 · 1×6756.4
SPY monthly close-to-close returns: twelve months ending June 2026, simple and logseries ·
2026-07-26 · 12×4
SPY over five years, June 2021 to June 2026: price return vs return with dividendsscalar ·
2026-07-26 · 1×7428.07
NVDA June 2024: a raw close-to-close calc vs the split-adjusted returnscalar ·
2026-07-26 · 1×61,097.46
June 2026 measured two ways: close-to-close vs open-to-close, NVDA and SPYtable ·
2026-07-26 · 2×7
SPY on June 30, 2026: official-close vs the final extended-hours printscalar ·
2026-07-26 · 1×3746.32
Sum vs compound: twelve SPY monthly returns linked three waysscalar ·
2026-07-26 · 1×712
GameStop, Jan 28, 2021: $483 to $112 by Noon
GME reported short interest by settlement date: November 2020 to February 2021ranking ·
2026-07-26 · 8×3
GME daily close and volume: December 1, 2020 to January 27, 2021 (as-traded prices)series ·
2026-07-26 · 39×4
GME by half-hour: January 28, 2021 regular sessionseries ·
2026-07-26 · 13×4
GME options trades by session: January 25–28, 2021series ·
2026-07-26 · 4×6
GME on January 28, 2021: receipted (as-traded, pre-2022-split prices)scalar ·
2026-07-26 · 1×14345
The restricted names on January 28, 2021: prior close vs close (ET regular session)ranking ·
2026-07-26 · 5×4
GME daily close and volume: January 29 to February 9, 2021series ·
2026-07-26 · 8×4
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 · 5×4
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
FINRA Short Interest Data, Explained
Daily short-volume file coverage: the two documented truncation days vs their neighborsranking ·
2026-07-26 · 6×2
Percent of reported volume marked short: five large caps on an ordinary day (July 10, 2026)table ·
2026-07-26 · 5×6
History depth of both FINRA short-sale datasets in this warehousescalar ·
2026-07-26 · 1×4206
Every 2026 settlement date on file, with the securities each print coversseries ·
2026-07-26 · 13×3
Settlement dates per year in the short interest file, 2018–2026ranking ·
2026-07-26 · 9×2
AAPL in the short interest file: the five most recent settlement printstable ·
2026-07-26 · 5×5
How Ex-Dividend Dates Affect Options
Day before SPY's ex-date: time value left in deep-in-the-money calls, by days to expiryranking ·
2026-07-17 · 3×4
SPY's quarterly dividends, 2025 through the June 2026 ex-dateseries ·
2026-07-17 · 6×2
Where the exercise-optimal calls concentrated on June 29, 2026ranking ·
2026-07-17 · 10×4
The early-exercise census: every ITM call on every June 30 ex-dividend payer, tested on June 29scalar ·
2026-07-17 · 1×485
A near-the-money SPY call and put: delta across the June 18 ex-dividend dateseries ·
2026-07-17 · 9×3
What Are LEAPS? Long-Dated Options
SPY, the call's delta, and its implied volatility at four life stagesseries ·
2026-07-16 · 4×4
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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