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

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How Earnings Move Option Greeks
Tesla's 8-K filings across Q1 2026 (EDGAR index)table · 2026-08-24 · 4×3 Near-the-money Tesla May-expiry implied volatility around the printseries · 2026-08-24 · 21×3Preview: a 16-point series, ending higher.
What Is IV Crush? Measured on Real Earnings
The biggest one-day ATM implied volatility collapses, June 1 - July 15, 2026series · 2026-08-18 · 12×6Preview: a 12-point series, ending lower. AVGO at-the-money implied volatility, daily, around the June 2026 reportseries · 2026-08-18 · 15×3Preview: a 15-point series, ending lower. The filing receipt: Broadcom's 8-K, first week of June 2026scalar · 2026-08-18 · 1×21
Is High Implied Volatility Good? IV in Context
Implied volatility beside the movement each stock actually delivered over the prior 30 sessionsranking · 2026-08-17 · 11×4Preview: 11 ranked values, largest first. The same reading against each name's own 52-week implied volatility range (July 28, 2026)table · 2026-08-17 · 11×5 At-the-money implied volatility, eleven familiar tickers (July 28, 2026)ranking · 2026-08-17 · 11×2Preview: 11 ranked values, largest first. Where near-the-money implied volatility sat across the traded options market (July 28, 2026)ranking · 2026-08-17 · 6×4Preview: 6 ranked values, smallest first.
How Options Are Quoted in Volatility
One AAPL call: stock, premium and quoted vol, indexed to its first sessionseries · 2026-08-17 · 30×5Preview: a 16-point series, roughly flat. Quoted volatility and delta across strikes, AAPL calls with 20 to 45 days leftranking · 2026-08-17 · 11×3Preview: 11 ranked values, largest first. How far AAPL moves inside a single minute, by New York hourranking · 2026-08-17 · 12×4Preview: 12 ranked values, largest first. Typical daily move: option premium against quoted volatilityranking · 2026-08-17 · 6×4Preview: 6 ranked values, smallest first.
What Time Do Options Stop Trading?
Share of late session option volume printed after 4:00 p.m. ET, July 15, 2026ranking · 2026-08-16 · 7×3Preview: 7 ranked values, largest first. Last SPY and SPX option print, minutes past the 4:00 p.m. equity closeseries · 2026-08-16 · 12×4Preview: a 12-point series, roughly flat. Last SPY option print on each 1:00 p.m. ET early close since July 2024ranking · 2026-08-16 · 6×3Preview: 6 ranked values, smallest first. SPY and SPX option volume by the minute, 15:45 to 16:25 ETseries · 2026-08-16 · 41×3Preview: a 16-point series, ending lower.
When Is SQ Day for Nikkei 225 Options?
Opening prints against the previous close: settlement Friday vs an ordinary Fridayranking · 2026-08-16 · 8×3Preview: 8 ranked values, largest first. Share of SPY session volume printed in the opening minute, third Friday vs other Fridaysseries · 2026-08-16 · 11×4Preview: a 11-point series, ending higher. SPY volume by ET clock minute around the open, 13 March vs 20 March 2026series · 2026-08-16 · 46×3Preview: a 16-point series, ending higher.
How Delta Hedging Actually Works
Total daily movement versus net movement, June 2026ranking · 2026-08-16 · 4×4Preview: 4 ranked values, largest first. SPY at-the-money implied volatility against realized volatility, by monthseries · 2026-08-16 · 12×3Preview: a 12-point series, ending higher. Shares a 1% move forces per 100 at-the-money SPY contracts, by time left (June 2026)ranking · 2026-08-16 · 5×2Preview: 5 ranked values, largest first. Average call and put delta by strike distance from spot (SPY, 25 to 35 days to expiry, June 2026)ranking · 2026-08-16 · 11×3Preview: 11 ranked values, largest first.
The Option Greeks Explained: Delta to Rho
One SPY $740 call's price over its 7-week life (expired Jun 18 2026)series · 2026-08-15 · 31×2Preview: a 16-point series, ending higher. Median greeks by time to expiration: every near-the-money US option, July 15, 2026table · 2026-08-15 · 5×6
The 3-5-7 Rule in Options, Examined
One-day move profile, seven household names, July 2025 to June 2026table · 2026-08-15 · 7×6 S&P 500 tracker (SPY): down sessions by calendar year, 2016 to mid-2026table · 2026-08-15 · 11×5 Worst five-session stretch and deepest in-window drawdown, July 2025 to June 2026ranking · 2026-08-15 · 7×4Preview: 7 ranked values, smallest first.
What Is Volatility Skew? The Smile, Measured
SPY implied volatility by strike: OTM puts below spot, OTM calls above, July 15, 2026ranking · 2026-08-14 · 6×2Preview: 6 ranked values, largest first. OTM put IV vs OTM call IV across every active underlying, July 15, 2026scalar · 2026-08-14 · 1×4348 Steepest INVERTED skew: OTM calls pricier than OTM puts, July 15, 2026ranking · 2026-08-14 · 8×4Preview: 8 ranked values, largest first.
What Is the VIX? What It Really Measures
Median daily percent change: VXX against SPY, by calendar yearranking · 2026-08-14 · 7×4Preview: 7 ranked values, smallest first. SPY at-the-money implied volatility by time to expiry, July 15, 2026ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first. SPY at-the-money implied volatility near 30 days to expiry, monthly averages (Jul 2025 to Jul 2026)series · 2026-08-14 · 13×6Preview: a 13-point series, ending higher. Implied daily move against the realized daily move: SPY, month by monthseries · 2026-08-14 · 13×6Preview: a 13-point series, roughly flat.
Why Some Options Cost So Much More
One near-money call each, premium as a share of the stock (Jul 6 2026)ranking · 2026-08-14 · 2×4Preview: 2 ranked values, largest first. At-the-money implied volatility across six names (Jul 6 2026, Jul-17 expiry)ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first.
How Much Does It Cost to Trade Options?
Options trade size distribution on July 2, 2026 (whole-tape contracts per print)scalar · 2026-08-14 · 1×41 SPY options vs. SPY stock on one session: quote count, trade count, and median quoted spreadscalar · 2026-08-14 · 1×10462.93M SPY options quoted-spread distribution: percentiles in basis pointsscalar · 2026-08-14 · 1×635.51 SPY options quote quality: valid, one-sided, and locked/crossed recordsscalar · 2026-08-14 · 1×7463.20M SPY options median spread by expiration date, near-the-money strikes onlyranking · 2026-08-14 · 25×4Preview: 16 ranked values, largest first. Options bid-ask spreads by product: median basis points, July 2, 2026 regular hoursranking · 2026-08-14 · 5×4Preview: 5 ranked values, smallest first.
When Do 0DTE Options Trade? By the Hour
Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026series · 2026-08-13 · 5×5Preview: a 5-point series, ending higher. Median bid-ask spread on SPY same-day contracts quoted $1-$10, by ET hour: July 10, 2026ranking · 2026-08-13 · 7×4Preview: 7 ranked values, largest first. What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 2026ranking · 2026-08-13 · 5×4Preview: 5 ranked values, largest first. 0DTE contract volume, share of all options volume, and flow rate by ET hour: Friday, July 10, 2026table · 2026-08-13 · 7×5 Same-day calls vs. puts by ET hour, and the put share of 0DTE volume: July 10, 2026ranking · 2026-08-13 · 7×4Preview: 7 ranked values, largest first. Same-day options volume by underlying: the ten heaviest names, July 10, 2026table · 2026-08-13 · 10×5
What Is Option Vega? Volatility Sensitivity
SPY call vega peaks at the money (~30 days out, 2026-07-13)ranking · 2026-08-13 · 5×2Preview: 5 ranked values, largest first. At-the-money SPY vega grows with time to expiry (2026-07-13)ranking · 2026-08-13 · 4×2Preview: 4 ranked values, smallest first. The SPY $740 call's implied volatility spiked when SPY fell, early June 2026series · 2026-08-13 · 31×2Preview: a 16-point series, ending higher.
What Is Implied Volatility? IV, Explained
ATM implied volatility across every actively traded underlying, July 15, 2026scalar · 2026-08-13 · 1×5753 SPY at-the-money IV by time to expiry: the term structure (2026-07-13)ranking · 2026-08-13 · 4×2Preview: 4 ranked values, smallest first. SPY put IV rises as strikes fall: the volatility skew (2026-07-13)ranking · 2026-08-13 · 5×2Preview: 5 ranked values, smallest first. SPY at-the-money implied volatility, month by month (Jul 2025 – Jul 2026)series · 2026-08-13 · 13×2Preview: a 13-point series, ending lower. At-the-money implied volatility by stock (2026-07-13)ranking · 2026-08-13 · 7×2Preview: 7 ranked values, largest first.
What Is Gamma Exposure (GEX)? Dealer Hedging
July 6, 2026: top roots by same-day-expiry options volumeranking · 2026-08-13 · 8×3Preview: 8 ranked values, largest first. Same-day SPY contracts by strike: the ten busiest, July 6, 2026ranking · 2026-08-13 · 10×4Preview: 10 ranked values, largest first. July 6, 2026: whole-tape options volume by days to expiryranking · 2026-08-13 · 5×3Preview: 5 ranked values, largest first.
What Are Put Options?
One SPY $740 put vs the stock's distance from the strike (expired Jun 18 2026)series · 2026-08-13 · 31×3Preview: a 16-point series, ending lower. The same put at SPY's June peak vs its June troughseries · 2026-08-13 · 2×6Preview: a 2-point series, ending lower. The SPY put's delta stayed negative through its whole lifeseries · 2026-08-13 · 31×2Preview: a 16-point series, ending higher.
Wash Sale Rule and Options: The 61-Day Window
How many trading sessions fit inside a 61 day wash sale windowseries · 2026-08-13 · 30×4Preview: a 16-point series, roughly flat. One full 61 day wash sale window on the tape: AAPL, Dec 1 2025 through Jan 30 2026series · 2026-08-13 · 42×3Preview: a 16-point series, ending lower. Average call and put delta by strike distance, AAPL, 20 to 45 days to expiry, June 2026ranking · 2026-08-13 · 5×4Preview: 5 ranked values, largest first. Every December session and how far its wash sale window reaches into the new yearseries · 2026-08-13 · 22×4Preview: a 16-point series, ending higher.
Ratio Spreads: Breakevens and Naked Risk
AAPL 25-session moves since January 2021, by sizeranking · 2026-08-13 · 6×3Preview: 6 ranked values, largest first.
Options Volume vs. Open Interest, Explained
Volume accumulates live: July 6, 2026 in half-hour buckets (ET), with a running totalseries · 2026-08-12 · 14×3Preview: a 14-point series, ending higher. Top 10 underlying roots by contracts traded, July 6, 2026table · 2026-08-12 · 10×5 One day of the US options tape: Monday, July 6, 2026scalar · 2026-08-12 · 1×860.6 July 6, 2026 volume by time to expiration: the tape is short-dated, the listed universe is nottable · 2026-08-12 · 5×5 Ten sessions of one long-dated contract: the SPY $620 put expiring 2026-12-18series · 2026-08-12 · 10×3Preview: a 10-point series, roughly flat. The ten busiest option contracts of July 6, 2026table · 2026-08-12 · 10×5
Market Recap: Week of July 20, 2026
Next week on the calendar: closures, ex-dividends, splits, and the expiry pullscalar · 2026-08-12 · 1×60 SPY median quoted spread and NBBO updates per session, regular hours, July 20-24series · 2026-08-12 · 5×5Preview: a 5-point series, ending higher. SPY by session: close, change, and share volume, July 20-24series · 2026-08-12 · 5×4Preview: a 5-point series, roughly flat. Options contracts, same-day share, and call share by session, July 20-24series · 2026-08-12 · 5×5Preview: a 5-point series, ending higher. SEC filings by session and form type, July 20-24series · 2026-08-12 · 5×5Preview: a 5-point series, roughly flat. Advancers and decliners per session, names with $5M+ traded, July 20-24series · 2026-08-12 · 5×5Preview: a 5-point series, roughly flat. Top names by regular-hours dollar volume, full week July 20-24ranking · 2026-08-12 · 8×3Preview: 8 ranked values, largest first. Daily short-volume file coverage: tickers on file and short shares, July 20-24series · 2026-08-12 · 5×4Preview: a 5-point series, roughly flat. Session verification: sessions, bars, holiday rows, up and down closes, next closurescalar · 2026-08-12 · 1×95 The week's corporate calendar: dividends, splits, listings, newsscalar · 2026-08-12 · 1×917,144 SPY's week in trailing-year context (open-to-close weekly returns)scalar · 2026-08-12 · 1×5-1.1 SPY / QQQ / DIA / IWM: week of July 20 vs the July 17 close, with the prior week's changetable · 2026-08-12 · 4×5 Sector ETFs, full-week change: July 24 close vs July 17 closeranking · 2026-08-12 · 11×3Preview: 11 ranked values, largest first. Treasury curve by session, July 17 print through July 24series · 2026-08-12 · 6×6Preview: a 6-point series, ending higher. Weekly movers: ten biggest gainers and decliners, regular-hours closes, $5M+ traded, splits excludedtable · 2026-08-12 · 20×6 Weekly breadth: July 24 regular close vs July 17 regular close, names with $5M+ traded during the weekscalar · 2026-08-12 · 1×62,437
How Buffer ETFs Work: Caps and Resets
A 15% cap and 9% buffer, seen from three entry pointsranking · 2026-08-12 · 21×4Preview: 16 ranked values, smallest first. SPY calendar-year price return against a 15% cap and 9% bufferranking · 2026-08-12 · 12×3Preview: 12 ranked values, smallest first. Remaining buffer and remaining cap by entry pointranking · 2026-08-12 · 11×3Preview: 11 ranked values, smallest first. Compounding the index against the buffered payoff, net of a 0.79% feeranking · 2026-08-12 · 12×3Preview: 12 ranked values, smallest first.
What Is the Put-Call Ratio? A Data Guide
A decade of SPY put-call ratios: median, low and high of the daily reading by yeartable · 2026-08-11 · 12×5 Put-call ratio by underlying: five of the most active names, June 2026ranking · 2026-08-11 · 5×3Preview: 5 ranked values, largest first. Market-wide put-call ratio by day: every listed US option, June 1 through July 10, 2026series · 2026-08-11 · 28×4Preview: a 16-point series, ending lower. The June 2026 put-call range: median, high and low of the daily market-wide ratioscalar · 2026-08-11 · 1×50.793 Index-linked vs single-stock options: put-call ratio by population, June 2026ranking · 2026-08-11 · 3×4Preview: 3 ranked values, largest first.
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
$