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

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What Is the Put-Call Ratio? A Data Guide
Put-call ratio by days to expiration: every listed US option, June 2026ranking · 2026-08-11 · 5×4Preview: 5 ranked values, largest first.
What Is 0DTE? Zero Days to Expiry Options
July 6, 2026: top roots by same-day-expiry options volumeranking · 2026-08-11 · 8×3Preview: 8 ranked values, largest first. The receipt: July 6, 2026 session completeness and OCC parse coveragescalar · 2026-08-11 · 1×6390 June 2026: whole-month options volume and its same-day-expiry sharescalar · 2026-08-11 · 1×41,477.9 How July 6's same-day SPY contracts finished: out of the money vs. in the moneytable · 2026-08-11 · 2×5 July 6, 2026: whole-tape options volume by days to expiryranking · 2026-08-11 · 5×3Preview: 5 ranked values, largest first. One 0DTE contract, all day: SPY's busiest same-day call and put, July 6, 2026series · 2026-08-11 · 14×4Preview: a 14-point series, ending higher. July 6, 2026: SPY's two busiest same-day contractsranking · 2026-08-11 · 2×3Preview: 2 ranked values, largest first.
DTE Meaning in Options: Days to Expiration
DTE menus compared: expirations traded and 0DTE share by underlying, July 8, 2026table · 2026-08-11 · 6×6 0DTE's rise: same-day share of SPY option volume, June 8-12 of each yearranking · 2026-08-11 · 7×4Preview: 7 ranked values, smallest first. The front of the curve: share of July 8, 2026 volume within a week of expiryscalar · 2026-08-11 · 1×361.8 Options volume by days to expiration: every US option traded July 8, 2026ranking · 2026-08-11 · 6×3Preview: 6 ranked values, largest first. DTE, worked on real contracts: SPY's most-traded option in each DTE band, July 8, 2026table · 2026-08-11 · 6×5 The price of time: at-the-money SPY call price by DTE, midday July 8, 2026series · 2026-08-11 · 11×3Preview: a 11-point series, ending lower.
When Do Options Expire? Friday 4 PM ET & Daily
Who owns Wednesday: roots by distinct Wednesday-dated expirations, July 6-9, 2026 tapetable · 2026-08-10 · 8×5 SPY options volume by June 2026 expiration date: a new expiry every sessionseries · 2026-08-10 · 21×2Preview: a 16-point series, ending higher. NVDA options volume by June 2026 expiration date: top six expiriesseries · 2026-08-10 · 6×2Preview: a 6-point series, ending lower. The July 2026 holiday move: SPY volume in contracts expiring Thursday July 2 vs Friday July 3scalar · 2026-08-10 · 1×212.84 The rest of 2026, measured: each month's busiest forward expiration date, July 6-9 tapeseries · 2026-08-10 · 6×5Preview: a 6-point series, ending lower. June 2026 SPY options volume by days-to-expiry at the time of the tradeseries · 2026-08-10 · 4×3Preview: a 4-point series, ending lower. Options volume by expiration weekday: all US options traded June 1 - July 9, 2026series · 2026-08-10 · 5×5Preview: a 5-point series, ending higher. The daily-expiration club: every root with an expiry on all 21 June 2026 sessionsranking · 2026-08-10 · 11×3Preview: 11 ranked values, largest first.
Pin Risk at Options Expiration Explained
How far the Friday close lands from the nearest whole dollarranking · 2026-08-09 · 10×3Preview: 10 ranked values, largest first. AAPL's final half hour on its tightest monthly expiration close since 2025series · 2026-08-09 · 30×5Preview: a 16-point series, ending lower.
How Options Adjust After Mergers & Spinoffs
One deliverable, two companies: GE and GE HealthCare after the spinseries · 2026-08-09 · 61×5Preview: a 16-point series, ending lower. Near-the-money implied volatility into a cash close (ATVI, 2023)series · 2026-08-09 · 83×4Preview: a 16-point series, ending lower. A target stock pinning to its cash deal price (ATVI, 2023)series · 2026-08-09 · 83×4Preview: a 16-point series, ending lower.
Why Your Options Order Isn't Getting Filled
Apple option trades on June 17 2026: share of prints vs share of contracts, by trade sizeranking · 2026-08-07 · 5×3Preview: 5 ranked values, largest first. Apple option activity by strike distance, 20 to 45 days to expiry, May and June 2026ranking · 2026-08-07 · 5×3Preview: 5 ranked values, largest first. Median quoted spread on Apple options by contract price, 30 second window on June 17 2026ranking · 2026-08-07 · 5×3Preview: 5 ranked values, smallest first. Apple options quote updates, second by second, 2:00 p.m. ET on June 17 2026series · 2026-08-07 · 30×3Preview: a 16-point series, ending higher.
What Is Option Rho? The Interest Rate Greek
Weekly average rho: SPY January 2027 calls against a rolling front-month seriesseries · 2026-08-07 · 52×3Preview: a 16-point series, ending higher. Average SPY option rho by time to expiration, indexed to the front monthranking · 2026-08-07 · 6×4Preview: 6 ranked values, smallest first. Average rho on long-dated SPY options, by strike against the share priceranking · 2026-08-07 · 7×4Preview: 7 ranked values, largest first. Start-to-end change in Treasury yields by calendar year, in basis pointsranking · 2026-08-07 · 13×3Preview: 13 ranked values, smallest first.
Iron Condor vs Iron Butterfly: Break-Evens
Vega across the SPY ladder, indexed to the at-the-money strike, May 2026ranking · 2026-08-07 · 13×3Preview: 13 ranked values, largest first. What a 30-day SPY option cost at each distance from spot, May 2026 averagesranking · 2026-08-07 · 13×3Preview: 13 ranked values, largest first. At-the-money implied volatility and the 30-day expected move it prices, May 2026ranking · 2026-08-07 · 6×3Preview: 6 ranked values, largest first. Strikes that actually traded per session, 20 to 45 days out, May 2026series · 2026-08-07 · 6×3Preview: a 6-point series, ending lower.
How to Roll an Option Position: Up and Out
Moving the strike up costs premium: AAPL calls 30 to 45 days outranking · 2026-08-07 · 6×3Preview: 6 ranked values, largest first. What extra time is worth: at-the-money AAPL call premium by days to expiryranking · 2026-08-07 · 6×3Preview: 6 ranked values, smallest first. Time value left in an in-the-money KO call as expiry approachesranking · 2026-08-07 · 5×4Preview: 5 ranked values, smallest first. 2026 cash dividends per share at eight widely held payersranking · 2026-08-07 · 8×4Preview: 8 ranked values, largest first.
Credit Spread vs Debit Spread: Same Trade?
Every $5-wide vertical on one AAPL chain: debit paid against credit takenranking · 2026-08-07 · 6×4Preview: 6 ranked values, largest first. Profit and loss at expiration: the debit structure against the credit structureranking · 2026-08-07 · 8×4Preview: 8 ranked values, smallest first. Put-call parity on one AAPL chain: call minus put against stock minus striketable · 2026-08-07 · 5×8 Where the volume sat on that AAPL chain: call contracts against put contracts, by strikeranking · 2026-08-07 · 14×4Preview: 14 ranked values, smallest first.
Portfolio Delta and Beta Weighting Explained
AAPL call and put delta across the strike ladder, 20 to 45 days to expiryranking · 2026-08-06 · 12×4Preview: 12 ranked values, largest first. A three-leg book, raw delta against beta weighted deltatable · 2026-08-06 · 3×6 The same two betas, measured over six different lookback windowsranking · 2026-08-06 · 6×3Preview: 6 ranked values, smallest first. Beta, price ratio, and SPY-share equivalent per share heldranking · 2026-08-06 · 7×4Preview: 7 ranked values, largest first.
How the Put/Call Ratio Is Calculated
Daily single stock put/call ratio against its 21 session averageseries · 2026-08-06 · 84×4Preview: a 16-point series, ending lower. Where the daily ratio actually sits, twelve months of sessionsranking · 2026-08-06 · 3×4Preview: 3 ranked values, largest first. Monthly median put/call ratio: broad market ETFs against single stocksseries · 2026-08-06 · 12×4Preview: a 12-point series, roughly flat. Daily put/call volume ratio, SPY against AAPL, July 2026series · 2026-08-06 · 22×4Preview: a 16-point series, ending higher. Put and call volume for eight household names, July 2026ranking · 2026-08-06 · 8×4Preview: 8 ranked values, largest first.
Box Spread Options and the Implied Loan Rate
Annualised cost of a hypothetical 10 cent fill error on a ten point boxranking · 2026-08-06 · 12×2Preview: 12 ranked values, largest first. Where SPY option volume sits, by strike distance from spot (June 2026)ranking · 2026-08-06 · 5×3Preview: 5 ranked values, largest first. A ten point box valued at every level SPY closed at in June 2026table · 2026-08-06 · 8×5 Net delta of a SPY box as the upper strike widens (June 1, 2026)ranking · 2026-08-06 · 9×4Preview: 9 ranked values, smallest first.
Put-Call Parity Explained, With Real Numbers
Call and put implied volatility near the money across AAPL monthly expirations, June 16 2026series · 2026-08-05 · 7×6Preview: a 7-point series, ending lower. Call and put implied volatility at matched AAPL strikes, Sep 18 2026 expiryranking · 2026-08-05 · 15×4Preview: 15 ranked values, smallest first.
How to Calculate Covered Call Returns
Median implied volatility on near-the-money AAPL calls, by monthseries · 2026-08-05 · 24×2Preview: a 16-point series, roughly flat. Median implied volatility on 20 to 45 day near-the-money calls, July 2026ranking · 2026-08-05 · 5×3Preview: 5 ranked values, largest first. AAPL call delta by strike distance, 20 to 45 days to expiry, July 2026ranking · 2026-08-05 · 5×3Preview: 5 ranked values, largest first. AAPL by month: the stock's move against the same move capped at 5%series · 2026-08-05 · 24×3Preview: a 16-point series, roughly flat.
What Happens If an Option Expires In the Money
Friday close to Monday's first minute: absolute overnight move, 2023 to July 2026ranking · 2026-08-04 · 8×4Preview: 8 ranked values, largest first. How close Friday closes land to a whole-dollar strike: seven names, 2023 to July 2026ranking · 2026-08-04 · 5×3Preview: 5 ranked values, smallest first. Absolute move over the final 30 minutes of Friday sessions, 2023 to July 2026ranking · 2026-08-04 · 8×4Preview: 8 ranked values, largest first. Cash behind one contract: 100 shares at each name's close in the last week of July 2026ranking · 2026-08-04 · 8×2Preview: 8 ranked values, largest first.
How Stock Splits Affect Your Options
US stock splits by year: forward and reverse counts, 2017 through July 2026ranking · 2026-08-04 · 10×3Preview: 10 ranked values, smallest first. One off cash distributions by size: payments, tickers and median amount since 2021table · 2026-08-04 · 5×5 Most common forward split ratios since 2020, and how each one adjusts a contractranking · 2026-08-04 · 10×4Preview: 10 ranked values, largest first. What one 100 share contract covers after a non whole split ratio, 2020 to July 2026ranking · 2026-08-04 · 10×4Preview: 10 ranked values, smallest first.
Nikkei 225 Options and SQ Settlement
SPY implied volatility vs the volatility realized in the following monthseries · 2026-08-03 · 23×5Preview: a 16-point series, roughly flat. Implied vs realized volatility, six heavily traded US underlyings, twelve months to June 30, 2026ranking · 2026-08-03 · 6×4Preview: 6 ranked values, largest first. Median theta and implied volatility by days to expiry: near-the-money SPY contracts, H1 2026table · 2026-08-03 · 60×4 SPY on monthly settlement Fridays: the opening gap, and where the session went afterwardsseries · 2026-08-03 · 16×4Preview: a 16-point series, ending lower. Opening prints on settlement morning, May 15, 2026: twelve large US constituentsranking · 2026-08-03 · 12×3Preview: 12 ranked values, largest first.
Event Contract Prices as Probabilities
Yes and No probabilities across one SPY chain: call side, put side, and the pair totaltable · 2026-08-03 · 8×5 How a near coin flip resolves: average implied probability by checkpoint, split by outcomeranking · 2026-08-03 · 6×4Preview: 6 ranked values, smallest first. Contracts priced near a coin flip: implied vs realized outcome by name, 2023 through June 2026ranking · 2026-08-03 · 6×4Preview: 6 ranked values, largest first. Implied probability vs what happened: SPY calls 30 days from expiry, 2022 through June 2026ranking · 2026-08-03 · 10×4Preview: 10 ranked values, smallest first.
Is 30% IV High? It Depends on the Ticker
IV rank against IV percentile: the latest reading inside each ticker's 52-week rangetable · 2026-08-02 · 8×6 Where a 30% reading sits in each ticker's own two-year distributiontable · 2026-08-02 · 8×6 Monthly median 30-day implied volatility: index ETF, staple, and chipmakerseries · 2026-08-02 · 24×5Preview: a 16-point series, ending lower. Implied volatility band against the move the underlying made the next sessiontable · 2026-08-02 · 5×5
How Risky Is Options Trading? The Mechanics
Weekend gaps: prior close to next open, six widely held names, August 2024 to July 2026table · 2026-08-01 · 6×5 One AAPL call through its final month: closing premium split into intrinsic value and time valueseries · 2026-08-01 · 23×5Preview: a 16-point series, roughly flat. Same AAPL call, same window: session moves for the contract and for the stockseries · 2026-08-01 · 23×3Preview: a 16-point series, ending higher. AAPL contracts trading on their own expiration day: share finishing out of the money, six monthly cyclesranking · 2026-08-01 · 6×4Preview: 6 ranked values, smallest first.
Covered Call ETFs: the Real Tradeoff
Three years of total return, split into price change and distributions: July 2023 to June 2026table · 2026-08-01 · 8×7 Total return by calendar year: a Nasdaq index fund vs a Nasdaq covered call fundranking · 2026-08-01 · 4×3Preview: 4 ranked values, smallest first. Price path indexed to 100: two index funds and their covered call counterparts, month endsseries · 2026-08-01 · 36×5Preview: a 16-point series, roughly flat.
What Is Max Pain in Options? The Real Math
SPY contracts traded by strike, July 17 2026 expiryranking · 2026-07-31 · 22×3Preview: 16 ranked values, smallest first. Minimising strike vs settlement close: SPY monthly expirations, Feb to Jul 2026table · 2026-07-31 · 6×5 The six lowest-payout candidate strikes, SPY July 17 2026 expiryranking · 2026-07-31 · 6×2Preview: 6 ranked values, smallest first. Total payout to option holders at each candidate settlement price, SPY July 17 2026table · 2026-07-31 · 36×2
The Wheel Strategy: How the Loop Works
SPY's closing price across the contract window, May 1 to Jun 15 2026series · 2026-07-31 · 31×2Preview: a 16-point series, ending higher. The wheel pair at entry, the SPY peak, the dip, and the final sessiontable · 2026-07-31 · 4×5
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
$