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 · 21×3
What Is IV Crush? Measured on Real Earnings
The biggest one-day ATM implied volatility collapses, June 1 - July 15, 2026series ·
2026-08-18 · 12×6
AVGO at-the-money implied volatility, daily, around the June 2026 reportseries ·
2026-08-18 · 15×3
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 · 11×4
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 · 11×2
Where near-the-money implied volatility sat across the traded options market (July 28, 2026)ranking ·
2026-08-17 · 6×4
How Options Are Quoted in Volatility
One AAPL call: stock, premium and quoted vol, indexed to its first sessionseries ·
2026-08-17 · 30×5
Quoted volatility and delta across strikes, AAPL calls with 20 to 45 days leftranking ·
2026-08-17 · 11×3
How far AAPL moves inside a single minute, by New York hourranking ·
2026-08-17 · 12×4
Typical daily move: option premium against quoted volatilityranking ·
2026-08-17 · 6×4
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 · 7×3
Last SPY and SPX option print, minutes past the 4:00 p.m. equity closeseries ·
2026-08-16 · 12×4
Last SPY option print on each 1:00 p.m. ET early close since July 2024ranking ·
2026-08-16 · 6×3
SPY and SPX option volume by the minute, 15:45 to 16:25 ETseries ·
2026-08-16 · 41×3
When Is SQ Day for Nikkei 225 Options?
Opening prints against the previous close: settlement Friday vs an ordinary Fridayranking ·
2026-08-16 · 8×3
Share of SPY session volume printed in the opening minute, third Friday vs other Fridaysseries ·
2026-08-16 · 11×4
SPY volume by ET clock minute around the open, 13 March vs 20 March 2026series ·
2026-08-16 · 46×3
How Delta Hedging Actually Works
Total daily movement versus net movement, June 2026ranking ·
2026-08-16 · 4×4
SPY at-the-money implied volatility against realized volatility, by monthseries ·
2026-08-16 · 12×3
Shares a 1% move forces per 100 at-the-money SPY contracts, by time left (June 2026)ranking ·
2026-08-16 · 5×2
Average call and put delta by strike distance from spot (SPY, 25 to 35 days to expiry, June 2026)ranking ·
2026-08-16 · 11×3
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 · 31×2
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 · 7×4
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 · 6×2
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 · 8×4
What Is the VIX? What It Really Measures
Median daily percent change: VXX against SPY, by calendar yearranking ·
2026-08-14 · 7×4
SPY at-the-money implied volatility by time to expiry, July 15, 2026ranking ·
2026-08-14 · 6×3
SPY at-the-money implied volatility near 30 days to expiry, monthly averages (Jul 2025 to Jul 2026)series ·
2026-08-14 · 13×6
Implied daily move against the realized daily move: SPY, month by monthseries ·
2026-08-14 · 13×6
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 · 2×4
At-the-money implied volatility across six names (Jul 6 2026, Jul-17 expiry)ranking ·
2026-08-14 · 6×3
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 · 25×4
Options bid-ask spreads by product: median basis points, July 2, 2026 regular hoursranking ·
2026-08-14 · 5×4
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 · 5×5
Median bid-ask spread on SPY same-day contracts quoted $1-$10, by ET hour: July 10, 2026ranking ·
2026-08-13 · 7×4
What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 2026ranking ·
2026-08-13 · 5×4
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 · 7×4
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 · 5×2
At-the-money SPY vega grows with time to expiry (2026-07-13)ranking ·
2026-08-13 · 4×2
The SPY $740 call's implied volatility spiked when SPY fell, early June 2026series ·
2026-08-13 · 31×2
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 · 4×2
SPY put IV rises as strikes fall: the volatility skew (2026-07-13)ranking ·
2026-08-13 · 5×2
SPY at-the-money implied volatility, month by month (Jul 2025 – Jul 2026)series ·
2026-08-13 · 13×2
At-the-money implied volatility by stock (2026-07-13)ranking ·
2026-08-13 · 7×2
What Is Gamma Exposure (GEX)? Dealer Hedging
July 6, 2026: top roots by same-day-expiry options volumeranking ·
2026-08-13 · 8×3
Same-day SPY contracts by strike: the ten busiest, July 6, 2026ranking ·
2026-08-13 · 10×4
July 6, 2026: whole-tape options volume by days to expiryranking ·
2026-08-13 · 5×3
What Are Put Options?
One SPY $740 put vs the stock's distance from the strike (expired Jun 18 2026)series ·
2026-08-13 · 31×3
The same put at SPY's June peak vs its June troughseries ·
2026-08-13 · 2×6
The SPY put's delta stayed negative through its whole lifeseries ·
2026-08-13 · 31×2
Wash Sale Rule and Options: The 61-Day Window
How many trading sessions fit inside a 61 day wash sale windowseries ·
2026-08-13 · 30×4
One full 61 day wash sale window on the tape: AAPL, Dec 1 2025 through Jan 30 2026series ·
2026-08-13 · 42×3
Average call and put delta by strike distance, AAPL, 20 to 45 days to expiry, June 2026ranking ·
2026-08-13 · 5×4
Every December session and how far its wash sale window reaches into the new yearseries ·
2026-08-13 · 22×4
Ratio Spreads: Breakevens and Naked Risk
AAPL 25-session moves since January 2021, by sizeranking ·
2026-08-13 · 6×3
Options Volume vs. Open Interest, Explained
Volume accumulates live: July 6, 2026 in half-hour buckets (ET), with a running totalseries ·
2026-08-12 · 14×3
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 · 10×3
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 · 5×5
SPY by session: close, change, and share volume, July 20-24series ·
2026-08-12 · 5×4
Options contracts, same-day share, and call share by session, July 20-24series ·
2026-08-12 · 5×5
SEC filings by session and form type, July 20-24series ·
2026-08-12 · 5×5
Advancers and decliners per session, names with $5M+ traded, July 20-24series ·
2026-08-12 · 5×5
Top names by regular-hours dollar volume, full week July 20-24ranking ·
2026-08-12 · 8×3
Daily short-volume file coverage: tickers on file and short shares, July 20-24series ·
2026-08-12 · 5×4
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 · 11×3
Treasury curve by session, July 17 print through July 24series ·
2026-08-12 · 6×6
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 · 21×4
SPY calendar-year price return against a 15% cap and 9% bufferranking ·
2026-08-12 · 12×3
Remaining buffer and remaining cap by entry pointranking ·
2026-08-12 · 11×3
Compounding the index against the buffered payoff, net of a 0.79% feeranking ·
2026-08-12 · 12×3
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 · 5×3
Market-wide put-call ratio by day: every listed US option, June 1 through July 10, 2026series ·
2026-08-11 · 28×4
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 · 3×4
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
Related queries
Every $5 call spread on the same AAPL expiration: risk against maximum gain
ranking 7×3
→
Largest single-session move, open to close, since 2016
ranking 6×4
→
Cash needed to hold 100 shares, six household names
ranking 6×3
→
What a covered call collects across strikes: AAPL, about one month out
table 6×5
→
See all 3,256 queries →