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

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Futures Price Limits and Price Banding
Typical and tail one-minute moves in the S&P 500 ETF, by half hour of the sessionseries · 2026-10-09 · 13×3Preview: a 13-point series, ending lower. Between-session gaps on four equity index ETFs, 2015 to datetable · 2026-10-09 · 4×5 Share of S&P 500 ETF sessions opening 1% or 2% from the prior close, by yeartable · 2026-10-09 · 12×5 S&P 500 ETF path on August 5, 2024, measured against the prior closeseries · 2026-10-09 · 39×3Preview: a 16-point series, ending lower.
Market Orders With Protection on CME Globex
Quoted spread across six household names, 10:00 to 10:10 ET on 2026-09-15ranking · 2026-10-08 · 6×4Preview: 6 ranked values, smallest first. Average quoted spread at the open and at midday, 2026-09-15ranking · 2026-10-08 · 6×4Preview: 6 ranked values, largest first. How big is a typical one minute move in SPY? September 2026 regular sessionranking · 2026-10-08 · 5×3Preview: 5 ranked values, largest first. Median one minute range by ET clock bucket, SPY and KO, September 2026series · 2026-10-08 · 39×3Preview: a 16-point series, ending lower.
Does the PDT Rule Apply to Crypto and Futures?
Regular session, premarket and after-hours share of volumeranking · 2026-10-05 · 4×4Preview: 4 ranked values, largest first. Share of monthly volume by 15-minute ET clock slice, SPY and AAPLseries · 2026-10-05 · 64×3Preview: a 16-point series, roughly flat. Calendar days spanned by each rolling five-session windowseries · 2026-10-05 · 78×3Preview: a 16-point series, roughly flat.
Micro Gold Futures vs GLD: Size, Tax, Cost
What one Micro Gold (MGC) contract controls at different gold pricestable · 2026-10-04 · 7×6 GLD's trailing year, and the gold notional inside one MGCseries · 2026-10-04 · 13×7Preview: a 13-point series, ending higher. GLD overnight gaps against intraday moves, by yearranking · 2026-10-04 · 10×4Preview: 10 ranked values, smallest first. GLD sponsor fee on a stake matching one MGC, by years heldranking · 2026-10-04 · 10×3Preview: 10 ranked values, smallest first.
ES Futures Trading Hours and the Daily Break
Cash-tape sessions by weekday over the trailing windowseries · 2026-10-04 · 5×4Preview: a 5-point series, ending higher. S&P 500 cash-tape volume by Eastern clock hourranking · 2026-10-04 · 16×3Preview: 16 ranked values, largest first. Average quoted spread by Eastern clock hour, Sep 16 2026ranking · 2026-10-04 · 16×3Preview: 16 ranked values, largest first. Average cash-tape volume, minute by minute into the 4:00 p.m. ET closeseries · 2026-10-04 · 31×2Preview: a 16-point series, ending higher.
When Do VIX Futures Expire? 2026 Dates
The walk-back arithmetic, step by step, for four contractstable · 2026-10-01 · 4×7 Contract months since 2015 that did not settle on a Wednesdaytable · 2026-10-01 · 5×4 Days between consecutive VIX futures settlements, 2026 cycleseries · 2026-10-01 · 12×3Preview: a 12-point series, ending lower. VIX futures final settlement dates, 2026 monthly contractsseries · 2026-10-01 · 12×5Preview: a 12-point series, ending lower.
Micro E-mini vs E-mini Futures: Specs & Cost
SPY volume on each quarterly expiry Friday against its prior 20 sessionsseries · 2026-09-28 · 13×3Preview: a 13-point series, ending higher. Average daily range by index family, trailing six monthsranking · 2026-09-28 · 4×3Preview: 4 ranked values, largest first.
How to Read the COT Report: Columns Explained
SPY move from Tuesday close to Friday close, the age of a COT snapshotranking · 2026-09-26 · 11×4Preview: 11 ranked values, largest first. Latest days to cover, and where it sits in five years of the same name's historytable · 2026-09-26 · 6×5 AAPL days to cover and its rank inside the three-year windowseries · 2026-09-26 · 72×4Preview: a 16-point series, roughly flat. Net calls minus puts on AAPL, raw contracts and as a share of volumeseries · 2026-09-26 · 30×6Preview: a 16-point series, ending lower.
Futures Block Trades and CME Minimums
Share of AAPL volume reported away from the exchanges, last 60 calendar daysseries · 2026-09-26 · 32×2Preview: a 16-point series, roughly flat.
Covered Calls on Futures: How They Work
SPY dividends paid over the past three yearsseries · 2026-09-26 · 12×3Preview: a 12-point series, roughly flat.
DAX Futures Explained: FDAX, FDXM, FDXS
Quarterly third Friday volume against the trailing 20 session averageseries · 2026-09-23 · 14×5Preview: a 14-point series, ending higher. Share of a Germany fund's monthly volume printed after the 17:30 CET Frankfurt closeseries · 2026-09-23 · 12×3Preview: a 12-point series, ending lower. Where a listed Germany fund's volume sits on the New York clock (Jun to Aug 2026)ranking · 2026-09-23 · 8×3Preview: 8 ranked values, largest first.
Futures Tick Size and Tick Value Explained
Worked P&L examples: ticks moved x tick value x contracts (hypothetical)table · 2026-09-16 · 7×5 Outright tick size and tick value per contract, CME specifications, September 2026ranking · 2026-09-16 · 10×4Preview: 10 ranked values, smallest first. Calendar spread tick versus outright tick, dollars per contract, CME specifications, September 2026ranking · 2026-09-16 · 10×4Preview: 10 ranked values, smallest first.
Single Stock Futures: CME's New Contracts
Deposit on a $10,000 position: Reg T stock margin versus the security futures floorranking · 2026-09-12 · 4×4Preview: 4 ranked values, largest first. Fair value of a 100 share future at an illustrative $100 spot and 4% financingranking · 2026-09-12 · 5×4Preview: 5 ranked values, smallest first.
How Futures Margin Works: SPAN and Calls
SPY typical and largest daily move, month by month since 2019series · 2026-08-10 · 91×4Preview: a 16-point series, ending higher. Short term Treasury yields, the reference a stock margin loan is priced offseries · 2026-08-10 · 91×4Preview: a 16-point series, ending higher. One day move size across six household names, five years to July 2026ranking · 2026-08-10 · 6×3Preview: 6 ranked values, largest first. A decade of SPY daily closing moves, sorted into size bucketsranking · 2026-08-10 · 6×3Preview: 6 ranked values, largest first.
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking · 2026-08-10 · 5×2Preview: 5 ranked values, largest first. KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series · 2026-08-10 · 42×4Preview: a 16-point series, roughly flat.
Contango and Roll Yield in Commodity ETFs
Two listed crude oil funds, calendar year price changeranking · 2026-08-10 · 5×4Preview: 5 ranked values, largest first. Both funds rebased to 100 at the start of the window, month by monthseries · 2026-08-10 · 60×4Preview: a 16-point series, ending higher. The financing leg: 3 month and 1 year Treasury yields by monthseries · 2026-08-10 · 91×4Preview: a 16-point series, ending higher.
How to Read a Futures Symbol (ESZ6, CLF27)
Volume around one quarterly expiry: SPY June 19 vs September 18, 2026series · 2026-08-09 · 38×3Preview: a 16-point series, ending higher. Delivery years live at the same time on one option calendar (SPY, July 2026)ranking · 2026-08-09 · 3×4Preview: 3 ranked values, smallest first. Where long-dated option volume lands, by expiry month coderanking · 2026-08-09 · 11×3Preview: 11 ranked values, largest first.
When Is the COT Report Released?
Units versus dollars: seven funds tracking the markets the COT covers, July 2026ranking · 2026-08-04 · 7×4Preview: 7 ranked values, largest first. SPY: the move from Tuesday's close to Friday 3:30 pm ET, week by week, Aug 2025 to Jul 2026series · 2026-08-04 · 48×4Preview: a 16-point series, roughly flat. How far seven markets travel between Tuesday's close and Friday 3:30 pm ET, Aug 2024 to Jul 2026table · 2026-08-04 · 7×5 Where Friday volume sits on the clock: SPY, 15-minute buckets, full Friday sessions over the past yearseries · 2026-08-04 · 26×3Preview: a 16-point series, ending lower.
Typical and tail one-minute moves in the S&P 500 ETF, by half hour of the session

Typical and tail one-minute moves in the S&P 500 ETF, by half hour of the session

most recentas of series 13×3read in context →
Typical and tail one-minute moves in the S&P 500 ETF, by half hour of the session — 13 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timemedian_minute_move_pctp99_minute_move_pct
09:300.0250.171
10:000.0220.158
10:300.0190.138
11:000.0160.123
11:300.0150.113
12:000.0140.116
12:300.0140.114
13:000.0140.102
13:300.0130.121
14:000.0130.114
14:300.0130.113
15:000.0130.114
15:300.0170.137
the exact SQL behind every number 
SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(100 * quantileDeterministic(0.5)(abs(toFloat64(close) / toFloat64(open) - 1),
                                           toUInt64(toUnixTimestamp(window_start))), 3) AS median_minute_move_pct,
    round(100 * quantileDeterministic(0.99)(abs(toFloat64(close) / toFloat64(open) - 1),
                                            toUInt64(toUnixTimestamp(window_start))), 3) AS p99_minute_move_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= '2024-01-01 00:00:00'
  AND window_start <  '2026-10-01 00:00:00'
  AND volume > 0
  AND open > 0
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY et_time
ORDER BY et_time ASC
More from this analysisFutures Price Limits and Price Banding
S&P 500 ETF path on August 5, 2024, measured against the prior close series 39×3 → Share of S&P 500 ETF sessions opening 1% or 2% from the prior close, by year table 12×5 → Between-session gaps on four equity index ETFs, 2015 to date table 4×5 → SPY typical and largest daily move, month by month since 2019 series 91×4 → See all 3,256 queries →
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