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

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SPCX: SpaceX Stock Price Decline From Peak
SPY vs SPCX open-to-close, regular hours, trailing three weeksseries · 2026-10-08 · 14×4Preview: a 14-point series, roughly flat. Stock quote spread and depth by session: the four weeks from listing and the trailing threeseries · 2026-10-08 · 33×5Preview: a 16-point series, ending lower. The arc on one row: issue price, first print, June peak, and the latest closescalar · 2026-10-08 · 1×18150 Options quote spread and size at the touch, the sessions on file in the past week and a halfseries · 2026-10-08 · 5×6Preview: a 5-point series, ending higher. Put/call volume ratio by session, trailing three weeksseries · 2026-10-08 · 15×5Preview: a 15-point series, ending lower. News-feed attention from listing day to the latest reading: counts, concentration, and the trailing weekscalar · 2026-10-08 · 1×14769 Latest complete session, half-hour path: closes, lows, and volumeseries · 2026-10-08 · 13×4Preview: a 13-point series, ending lower. Latest session on file: the busiest SPCX option contracts by volumetable · 2026-10-08 · 10×5 Sessions from listing to the first close below the first print: SPCX vs four recent IPOstable · 2026-10-08 · 5×11 Every SPCX filing in the EDGAR index since the June 12 listing, on one rowscalar · 2026-10-08 · 1×1123 Regular-hours session scoreboard: open, close, low, high, volume for every SPCX session since listingseries · 2026-10-08 · 80×7Preview: a 16-point series, ending lower.
How Much Slippage to Assume in a Backtest
Distance from the prevailing mid by trade size, AAPL, one midday hourranking · 2026-10-08 · 5×3Preview: 5 ranked values, smallest first. A five cent concession as a share of premium, near-the-money SPY contracts by expiryranking · 2026-10-08 · 5×3Preview: 5 ranked values, smallest first. Quoted spread and the half spread floor, six household names, one midday hourranking · 2026-10-08 · 6×3Preview: 6 ranked values, largest first. A naive open-to-close yardstick, netted against a ladder of slippage assumptionsranking · 2026-10-08 · 6×4Preview: 6 ranked values, smallest first.
How Do Market Makers Make Money? The Spread
US stock venues: public exchanges vs off-exchange reporting facilitiesranking · 2026-10-04 · 2×3Preview: 2 ranked values, largest first. AAPL trades by venue, latest session: off-exchange firstranking · 2026-10-04 · 19×4Preview: 16 ranked values, largest first. Average quoted spread: liquid mega-caps vs a thin small-cap (past week)ranking · 2026-10-04 · 3×4Preview: 3 ranked values, smallest first. AAPL average quoted spread by half-hour (ET), one extended sessionseries · 2026-10-04 · 32×2Preview: a 16-point series, ending lower. AAPL: NBBO quote updates on the latest sessionscalar · 2026-10-04 · 1×40.72
Best Stocks for Day Trading Options (Ranked)
Daily options contract volume, SPY vs QQQ vs IWM vs NVDA, last 20 sessionsseries · 2026-10-04 · 20×6Preview: a 16-point series, ending lower. At-the-money spread as a percent of premium, calls expiring next day, Dec 19 2024, 10:00 to 10:30 ETranking · 2026-10-04 · 5×4Preview: 5 ranked values, smallest first. Stock and ETF underlyings ranked by average daily options contract volume, last 20 sessionsranking · 2026-10-04 · 15×4Preview: 15 ranked values, largest first. Share of all options contract volume by liquidity tier, last 20 sessionsranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first.
Stop Orders on Options: What Actually Triggers
One near-the-money SPY put, July 6 to July 17, 2026: daily close and day-over-day move next to SPY'sseries · 2026-09-11 · 10×5Preview: a 10-point series, ending lower. Near-the-money SPY puts (20-45 days to expiry), July 2026: size of the day-over-day close moveranking · 2026-09-11 · 4×3Preview: 4 ranked values, smallest first. AAPL option contracts on July 15, 2026, bucketed by full-day volumeranking · 2026-09-11 · 5×3Preview: 5 ranked values, largest 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.
Market Order vs Limit Order, Measured
AAPL options vs. AAPL stock: median quoted spread, same regular session, July 8, 2026scalar · 2026-07-26 · 1×5606 How far SPY moved inside a single minute: average one-minute high-to-low range by time of day, July 8, 2026scalar · 2026-07-26 · 1×470.3 What a 100-share market order pays crossing the spread: July 8, 2026, regular sessionranking · 2026-07-26 · 5×4Preview: 5 ranked values, smallest first. Median quoted spread by session window: pre-market vs. regular vs. after-hours, July 8, 2026ranking · 2026-07-26 · 3×4Preview: 3 ranked values, largest first. Displayed shares at the best ask: median size and how often it covered a 1,000-share order, July 8, 2026ranking · 2026-07-26 · 5×4Preview: 5 ranked values, largest first. SPY on a calm day vs. a fast day: session range, per-minute movement, and quoted spreadseries · 2026-07-26 · 2×5Preview: a 2-point series, ending higher.
SPY vs SPCX open-to-close, regular hours, trailing three weeks

SPY vs SPCX open-to-close, regular hours, trailing three weeks

most recentas of series 14×4read in context →
SPY vs SPCX open-to-close, regular hours, trailing three weeks — 14 rows by 4 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelspy_pctspcx_pct
2026-09-17Sep 17-0.070.64
2026-09-18Sep 180.04-1.18
2026-09-21Sep 210.95-1.87
2026-09-22Sep 22-0.092.01
2026-09-23Sep 23-0.65-3.21
2026-09-24Sep 240.42-0.09
2026-09-25Sep 250.330.24
2026-09-28Sep 28-0.36-2.02
2026-09-29Sep 29-0.341.77
2026-09-30Sep 30-0.521.52
2026-10-01Oct 1-0.04-1.63
2026-10-02Oct 2-0.126.29
2026-10-05Oct 50.687.61
2026-10-06Oct 60.13-0.01
the exact SQL behind every number 
SELECT
    a.session_date AS session_date,
    a.session_label AS session_label,
    round(a.spy_pct, 2) AS spy_pct,
    round(b.spcx_pct, 2) AS spcx_pct
FROM (
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
        formatDateTime(toDate(toTimeZone(window_start, 'America/New_York')), '%b %e') AS session_label,
        (argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS spy_pct
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= now() - INTERVAL 21 DAY AND window_start < now()
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY session_date, session_label
    HAVING count() >= 150
       -- the newest session counts only once it reaches its last half hour
       AND (session_date < (SELECT max(toDate(toTimeZone(window_start, 'America/New_York')))
                    FROM global_markets.delayed_stocks_minute_aggs
                    WHERE ticker = 'SPY'
                      AND window_start >= now() - INTERVAL 10 DAY AND window_start < now()
                      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959)
            OR max((toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')))) >= 930)
) a
INNER JOIN (
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
        (argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS spcx_pct
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPCX'
      AND window_start >= '2026-06-12 00:00:00'
      AND window_start >= now() - INTERVAL 21 DAY AND window_start < now()
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY session_date
    HAVING count() >= 150
       -- the newest session counts only once it reaches its last half hour
       AND (session_date < (SELECT max(toDate(toTimeZone(window_start, 'America/New_York')))
                    FROM global_markets.delayed_stocks_minute_aggs
                    WHERE ticker = 'SPCX'
                      AND window_start >= now() - INTERVAL 10 DAY AND window_start < now()
                      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959)
            OR max((toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')))) >= 930)
) b ON a.session_date = b.session_date
ORDER BY a.session_date
More from this analysisSPCX: SpaceX Stock Price Decline From Peak
Regular-hours session scoreboard: open, close, low, high, volume for every SPCX session since listing series 80×7 → Stock quote spread and depth by session: the four weeks from listing and the trailing three series 33×5 → Put/call volume ratio by session, trailing three weeks series 15×5 → Latest complete session, half-hour path: closes, lows, and volume series 13×4 → See all 3,256 queries →
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