gex — 3 answered market questions

July 6, 2026: top roots by same-day-expiry options volume

most recentas of 2026-08-13 ranking 8×3read in context →

July 6, 2026: top roots by same-day-expiry options volume — 8 rows by 3 columns, computed 2026-08-13 from US exchange, SIP and OPRA data.
underlying	zero_dte_contracts_mm	pct_of_zero_dte_volume
SPY	8.49	36.1
QQQ	4.98	21.2
TSLA	2.81	11.9
SPXW	2.67	11.3
NVDA	1.12	4.8
AAPL	0.9	3.8
IWM	0.81	3.5
META	0.36	1.5

the exact SQL behind every number

SELECT root AS underlying,
       round(sum(volume) / 1e6, 2) AS zero_dte_contracts_mm,
       round(100.0 * sum(volume) / sum(sum(volume)) OVER (), 1) AS pct_of_zero_dte_volume
FROM (
    SELECT substring(ticker, 3, length(ticker) - 17) AS root,
           toFloat64(volume) AS volume
    FROM global_markets.options_minute_aggs
    WHERE window_start >= toDateTime('2026-07-06 08:00:00')
      AND window_start <  toDateTime('2026-07-07 04:00:00')
      AND toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2026-07-06')
      AND toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) = toDate(toTimeZone(window_start, 'America/New_York'))
)
WHERE root != 'SPCX'
GROUP BY root
ORDER BY sum(volume) DESC
LIMIT 8

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