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 · 5×4
What Is 0DTE? Zero Days to Expiry Options
July 6, 2026: top roots by same-day-expiry options volumeranking ·
2026-08-11 · 8×3
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 · 5×3
One 0DTE contract, all day: SPY's busiest same-day call and put, July 6, 2026series ·
2026-08-11 · 14×4
July 6, 2026: SPY's two busiest same-day contractsranking ·
2026-08-11 · 2×3
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 · 7×4
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 · 6×3
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 · 11×3
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 · 21×2
NVDA options volume by June 2026 expiration date: top six expiriesseries ·
2026-08-10 · 6×2
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 · 6×5
June 2026 SPY options volume by days-to-expiry at the time of the tradeseries ·
2026-08-10 · 4×3
Options volume by expiration weekday: all US options traded June 1 - July 9, 2026series ·
2026-08-10 · 5×5
The daily-expiration club: every root with an expiry on all 21 June 2026 sessionsranking ·
2026-08-10 · 11×3
Pin Risk at Options Expiration Explained
How far the Friday close lands from the nearest whole dollarranking ·
2026-08-09 · 10×3
AAPL's final half hour on its tightest monthly expiration close since 2025series ·
2026-08-09 · 30×5
How Options Adjust After Mergers & Spinoffs
One deliverable, two companies: GE and GE HealthCare after the spinseries ·
2026-08-09 · 61×5
Near-the-money implied volatility into a cash close (ATVI, 2023)series ·
2026-08-09 · 83×4
A target stock pinning to its cash deal price (ATVI, 2023)series ·
2026-08-09 · 83×4
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 · 5×3
Apple option activity by strike distance, 20 to 45 days to expiry, May and June 2026ranking ·
2026-08-07 · 5×3
Median quoted spread on Apple options by contract price, 30 second window on June 17 2026ranking ·
2026-08-07 · 5×3
Apple options quote updates, second by second, 2:00 p.m. ET on June 17 2026series ·
2026-08-07 · 30×3
What Is Option Rho? The Interest Rate Greek
Weekly average rho: SPY January 2027 calls against a rolling front-month seriesseries ·
2026-08-07 · 52×3
Average SPY option rho by time to expiration, indexed to the front monthranking ·
2026-08-07 · 6×4
Average rho on long-dated SPY options, by strike against the share priceranking ·
2026-08-07 · 7×4
Start-to-end change in Treasury yields by calendar year, in basis pointsranking ·
2026-08-07 · 13×3
Iron Condor vs Iron Butterfly: Break-Evens
Vega across the SPY ladder, indexed to the at-the-money strike, May 2026ranking ·
2026-08-07 · 13×3
What a 30-day SPY option cost at each distance from spot, May 2026 averagesranking ·
2026-08-07 · 13×3
At-the-money implied volatility and the 30-day expected move it prices, May 2026ranking ·
2026-08-07 · 6×3
Strikes that actually traded per session, 20 to 45 days out, May 2026series ·
2026-08-07 · 6×3
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 · 6×3
What extra time is worth: at-the-money AAPL call premium by days to expiryranking ·
2026-08-07 · 6×3
Time value left in an in-the-money KO call as expiry approachesranking ·
2026-08-07 · 5×4
2026 cash dividends per share at eight widely held payersranking ·
2026-08-07 · 8×4
Credit Spread vs Debit Spread: Same Trade?
Every $5-wide vertical on one AAPL chain: debit paid against credit takenranking ·
2026-08-07 · 6×4
Profit and loss at expiration: the debit structure against the credit structureranking ·
2026-08-07 · 8×4
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 · 14×4
Portfolio Delta and Beta Weighting Explained
AAPL call and put delta across the strike ladder, 20 to 45 days to expiryranking ·
2026-08-06 · 12×4
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 · 6×3
Beta, price ratio, and SPY-share equivalent per share heldranking ·
2026-08-06 · 7×4
How the Put/Call Ratio Is Calculated
Daily single stock put/call ratio against its 21 session averageseries ·
2026-08-06 · 84×4
Where the daily ratio actually sits, twelve months of sessionsranking ·
2026-08-06 · 3×4
Monthly median put/call ratio: broad market ETFs against single stocksseries ·
2026-08-06 · 12×4
Daily put/call volume ratio, SPY against AAPL, July 2026series ·
2026-08-06 · 22×4
Put and call volume for eight household names, July 2026ranking ·
2026-08-06 · 8×4
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 · 12×2
Where SPY option volume sits, by strike distance from spot (June 2026)ranking ·
2026-08-06 · 5×3
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 · 9×4
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 · 7×6
Call and put implied volatility at matched AAPL strikes, Sep 18 2026 expiryranking ·
2026-08-05 · 15×4
How to Calculate Covered Call Returns
Median implied volatility on near-the-money AAPL calls, by monthseries ·
2026-08-05 · 24×2
Median implied volatility on 20 to 45 day near-the-money calls, July 2026ranking ·
2026-08-05 · 5×3
AAPL call delta by strike distance, 20 to 45 days to expiry, July 2026ranking ·
2026-08-05 · 5×3
AAPL by month: the stock's move against the same move capped at 5%series ·
2026-08-05 · 24×3
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 · 8×4
How close Friday closes land to a whole-dollar strike: seven names, 2023 to July 2026ranking ·
2026-08-04 · 5×3
Absolute move over the final 30 minutes of Friday sessions, 2023 to July 2026ranking ·
2026-08-04 · 8×4
Cash behind one contract: 100 shares at each name's close in the last week of July 2026ranking ·
2026-08-04 · 8×2
How Stock Splits Affect Your Options
US stock splits by year: forward and reverse counts, 2017 through July 2026ranking ·
2026-08-04 · 10×3
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 · 10×4
What one 100 share contract covers after a non whole split ratio, 2020 to July 2026ranking ·
2026-08-04 · 10×4
Nikkei 225 Options and SQ Settlement
SPY implied volatility vs the volatility realized in the following monthseries ·
2026-08-03 · 23×5
Implied vs realized volatility, six heavily traded US underlyings, twelve months to June 30, 2026ranking ·
2026-08-03 · 6×4
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 · 16×4
Opening prints on settlement morning, May 15, 2026: twelve large US constituentsranking ·
2026-08-03 · 12×3
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 · 6×4
Contracts priced near a coin flip: implied vs realized outcome by name, 2023 through June 2026ranking ·
2026-08-03 · 6×4
Implied probability vs what happened: SPY calls 30 days from expiry, 2022 through June 2026ranking ·
2026-08-03 · 10×4
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 · 24×5
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 · 23×5
Same AAPL call, same window: session moves for the contract and for the stockseries ·
2026-08-01 · 23×3
AAPL contracts trading on their own expiration day: share finishing out of the money, six monthly cyclesranking ·
2026-08-01 · 6×4
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 · 4×3
Price path indexed to 100: two index funds and their covered call counterparts, month endsseries ·
2026-08-01 · 36×5
What Is Max Pain in Options? The Real Math
SPY contracts traded by strike, July 17 2026 expiryranking ·
2026-07-31 · 22×3
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 · 6×2
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 · 31×2
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
| 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
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