where-to-find-options-trade-data
venue_sharetable ·
2026-09-18 · 18×5
session_clockseries ·
2026-09-18 · 14×5
largest_printstable ·
2026-09-18 · 10×7
iv_skewtable ·
2026-09-18 · 29×4
what-is-the-cme-cvol-index
spy_term_structureranking ·
2026-09-18 · 7×2
spy_strike_weightsranking ·
2026-09-18 · 11×4
what-are-tokenized-stocks
volume_by_segmentranking ·
2026-09-18 · 5×3
off_hours_shareranking ·
2026-09-18 · 5×3
aapl_dividendsseries ·
2026-09-18 · 11×7
upcoming-ipo-lockup-expirations
prospectus_receiptstable ·
2026-09-18 · 50×4
price_vs_offertable ·
2026-09-18 · 51×5
lockup_pipelineseries ·
2026-09-18 · 13×3
lockup_calendartable ·
2026-09-18 · 57×8
early_release_watchtable ·
2026-09-18 · 25×6
upcoming-dividend-payment-dates
sector_gaptable ·
2026-09-18 · 7×5
pay_daysseries ·
2026-09-18 · 12×4
pay_calendartable ·
2026-09-18 · 30×8
gap_bucketsranking ·
2026-09-18 · 6×4
the-september-effect
worst_septembersranking ·
2026-09-18 · 3×2
septembers_by_yearranking ·
2026-09-18 · 22×2
monthlytable ·
2026-09-18 · 12×6
decadesranking ·
2026-09-18 · 3×4
stock-split-candidates
stubborntable ·
2026-09-18 · 12×5
split_historytable ·
2026-09-18 · 16×6
candidatestable ·
2026-09-18 · 15×8
aapl_traceseries ·
2026-09-18 · 84×4
aapl_splitstable ·
2026-09-18 · 3×5
nasdaq-opening-cross-explained
open_minute_shareranking ·
2026-09-18 · 5×4
open_conditionsranking ·
2026-09-18 · 14×3
aapl_open_minute_traceseries ·
2026-09-18 · 21×4
market-wide-circuit-breakers-explained
trigger_levelstable ·
2026-09-18 · 3×7
march_2020_sessionsseries ·
2026-09-18 · 22×6
halt_daysseries ·
2026-09-18 · 4×8
daily_recalcseries ·
2026-09-18 · 15×5
how-much-money-do-you-need-to-trade-options
spread_ladderranking ·
2026-09-18 · 8×3
put_traceseries ·
2026-09-18 · 31×5
put_laddertable ·
2026-09-18 · 8×5
call_laddertable ·
2026-09-18 · 8×5
how-long-can-a-stock-trade-under-1-dollar
sub_dollar_trendseries ·
2026-09-18 · 105×3
streaksranking ·
2026-09-18 · 4×3
reverse_splits_monthlyseries ·
2026-09-18 · 12×3
price_bucketsranking ·
2026-09-18 · 5×4
free-stock-data-api-in-python
avg_volume_by_tickerseries ·
2026-09-18 · 4×4
aapl_volume_traceseries ·
2026-09-18 · 34×3
are-0dte-options-high-risk
strike_gammaranking ·
2026-09-18 · 9×3
premium_laddertable ·
2026-09-18 · 5×5
greeks_ladderseries ·
2026-09-18 · 5×5
expiry_outcomesranking ·
2026-09-18 · 5×2
expiry_dayseries ·
2026-09-18 · 21×6
when-do-vix-options-expire
wednesday_expiriesranking ·
2026-09-17 · 12×3
what-is-the-3m10y-spread
recentseries ·
2026-09-17 · 60×6
monthlyseries ·
2026-09-17 · 241×4
inversionsseries ·
2026-09-17 · 9×6
front_endseries ·
2026-09-17 · 42×5
episodes_comparedtable ·
2026-09-17 · 3×9
what-does-cross-mean-in-trading
quote_statesranking ·
2026-09-17 · 3×4
cross_minutesseries ·
2026-09-17 · 7×4
cross_codestable ·
2026-09-17 · 13×5
Weekly Market Recap: The Week in Numbers
Where the volume went: most dollars traded over the past weekranking ·
2026-09-17 · 8×2
The eleven S&P 500 sectors over the past weekranking ·
2026-09-17 · 11×2
Biggest stock losers over the past weekranking ·
2026-09-17 · 7×3
The major index ETFs over the past weekranking ·
2026-09-17 · 4×4
Biggest stock gainers over the past weekranking ·
2026-09-17 · 7×3
Daily market breadth: advancers vs decliners each session (names trading $500M+)series ·
2026-09-17 · 5×3
Upcoming Stock Splits Calendar
Upcoming US stock splits: announced, with a future effective datetable ·
2026-09-17 · 30×5
Announced upcoming splits by directionranking ·
2026-09-17 · 2×2
Announced stock splits by effective month: forward vs reverseseries ·
2026-09-17 · 4×4
Unusual Volume Stocks This Week, Measured
How the whole qualifying universe traded this week, bucketed by relative volumeranking ·
2026-09-17 · 7×4
Persistence check: the eight leaders' daily relative volume across the five sessionstable ·
2026-09-17 · 8×5
Highest relative volume this week: trailing 5 sessions vs. the prior 40, for names trading $500M+ in the weekseries ·
2026-09-17 · 8×6
The board leader, day by day: daily relative volume and open-to-close change (last 15 sessions)series ·
2026-09-17 · 15×5
Wild multiples the dollar floor removes: highest relative volume among names trading under $500M this weekseries ·
2026-09-17 · 6×5
Unusual Options Activity: Last Session
Market-wide options volume by session, with monthly expirations labelledseries ·
2026-09-17 · 25×5
Calls or puts: the board's call and put contract volume on the same sessiontable ·
2026-09-17 · 10×5
What follows a heavy options session: next-session absolute move vs. the same names on an ordinary daytable ·
2026-09-17 · 5×6
What the session's contracts were made of: options volume by days to expiryranking ·
2026-09-17 · 6×4
Unusual options activity: last completed session vs. each underlying's own 20-session averagetable ·
2026-09-17 · 10×8
twap-vs-vwap-vs-pov-orders
volume_curveseries ·
2026-09-17 · 13×4
open_vs_lunchtable ·
2026-09-17 · 5×6
lunch_povseries ·
2026-09-17 · 13×4
curve_dispersionseries ·
2026-09-17 · 13×4
the-7-5-3-1-rule-mutual-funds
worst_windowstable ·
2026-09-17 · 8×6
step_uptable ·
2026-09-17 · 10×5
rolling_7yseries ·
2026-09-17 · 193×5
return_bucketsranking ·
2026-09-17 · 5×3
the-390-rule-in-options-trading
spy_trade_sizesranking ·
2026-09-17 · 5×3
spy_option_paceseries ·
2026-09-17 · 14×3
session_shapeseries ·
2026-09-17 · 16×3
one_lot_shareranking ·
2026-09-17 · 6×4
Short Squeeze Candidates This Week
Squeeze-shaped mechanics: crowded shorts among liquid names, with a rising priceranking ·
2026-09-17 · 12×4
The screened names ranked by short interest against shares outstanding (not float)table ·
2026-09-17 · 10×5
Every past screened name, by what it did over the next 30 daysranking ·
2026-09-17 · 6×3
From the whole settlement file down to the screened list, one rule at a timeranking ·
2026-09-17 · 4×2
Every input behind this screen, and how many days old it isseries ·
2026-09-17 · 3×3
Liquid names at 5+ and 10+ days to cover, settlement by settlementseries ·
2026-09-17 · 12×4
santa-claus-rally
worst_windowstable ·
2026-09-17 · 5×5
window_vs_decembertable ·
2026-09-17 · 3×8
window_volumeranking ·
2026-09-17 · 7×4
santa_windowstable ·
2026-09-17 · 23×5
folklore_testtable ·
2026-09-17 · 2×6
Next 100 →
page 1 of 24
worst_septembers
worst_septembers
| label | sep_return_pct |
|---|---|
| Sep 2008 | -9.94 |
| Sep 2022 | -9.62 |
| Sep 2011 | -7.42 |
the exact SQL behind every number
WITH month_ends AS
(
SELECT
toStartOfMonth(date) AS month_start,
argMax(toFloat64(close), date) AS month_end_close
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date < toStartOfYear(today())
GROUP BY month_start
),
monthly_returns AS
(
SELECT
month_start,
month_end_close,
lagInFrame(month_end_close, 1) OVER (ORDER BY month_start ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS prev_close
FROM month_ends
)
SELECT
formatDateTime(month_start, '%b %Y') AS label,
round((month_end_close / prev_close - 1) * 100, 2) AS sep_return_pct
FROM monthly_returns
WHERE prev_close > 0
AND toMonth(month_start) = 9
ORDER BY sep_return_pct ASC
LIMIT 3