STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

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How Delta Hedging Actually Works
Total daily movement versus net movement, June 2026ranking · 2026-08-16 · 4×4Preview: 4 ranked values, largest first. SPY at-the-money implied volatility against realized volatility, by monthseries · 2026-08-16 · 12×3Preview: a 12-point series, ending higher. Shares a 1% move forces per 100 at-the-money SPY contracts, by time left (June 2026)ranking · 2026-08-16 · 5×2Preview: 5 ranked values, largest first. Average call and put delta by strike distance from spot (SPY, 25 to 35 days to expiry, June 2026)ranking · 2026-08-16 · 11×3Preview: 11 ranked values, largest first.
What Is the Put-Call Ratio? A Data Guide
A decade of SPY put-call ratios: median, low and high of the daily reading by yeartable · 2026-08-11 · 12×5 Put-call ratio by underlying: five of the most active names, June 2026ranking · 2026-08-11 · 5×3Preview: 5 ranked values, largest first. Market-wide put-call ratio by day: every listed US option, June 1 through July 10, 2026series · 2026-08-11 · 28×4Preview: a 16-point series, ending lower. The June 2026 put-call range: median, high and low of the daily market-wide ratioscalar · 2026-08-11 · 1×50.793 Index-linked vs single-stock options: put-call ratio by population, June 2026ranking · 2026-08-11 · 3×4Preview: 3 ranked values, largest first. Put-call ratio by days to expiration: every listed US option, June 2026ranking · 2026-08-11 · 5×4Preview: 5 ranked values, largest first.
Portfolio Delta and Beta Weighting Explained
AAPL call and put delta across the strike ladder, 20 to 45 days to expiryranking · 2026-08-06 · 12×4Preview: 12 ranked values, largest first. 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 · 6×3Preview: 6 ranked values, smallest first. Beta, price ratio, and SPY-share equivalent per share heldranking · 2026-08-06 · 7×4Preview: 7 ranked values, largest first.
Protective Puts: Portfolio Insurance
The SPY $740 put's value over its final weeks (expired Jun 18 2026)series · 2026-07-16 · 11×2Preview: a 11-point series, roughly flat. 100 SPY shares alone vs. the same shares with one $740 put held against themseries · 2026-07-16 · 11×3Preview: a 11-point series, ending lower. The SPY $760 call you could sell to finance the put (early June 2026)series · 2026-07-16 · 5×2Preview: a 5-point series, ending lower.
Buying and Selling Put Options
One SPY $740 put's price over its life (expired Jun 18 2026)series · 2026-07-16 · 31×3Preview: a 16-point series, ending lower. SPY's closing price over the same windowseries · 2026-07-16 · 31×3Preview: a 16-point series, ending higher.
Total daily movement versus net movement, June 2026

Total daily movement versus net movement, June 2026

most recentas of ranking 4×4read in context →
Total daily movement versus net movement, June 2026 — 4 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickerpath_length_pctnet_move_pctpath_to_net_ratio
MSFT43.2192.3
AAPL33.75.56.1
KO23.33.37
SPY17.61.611.4
the exact SQL behind every number
SELECT
    ticker,
    round(path, 1)                        AS path_length_pct,
    round(net, 1)                         AS net_move_pct,
    round(path / greatest(net, 0.05), 1)  AS path_to_net_ratio
FROM
(
    SELECT
        ticker,
        arraySum(arrayMap((a, b) -> abs(a / b - 1) * 100,
                          arraySlice(px, 2),
                          arraySlice(px, 1, length(px) - 1))) AS path,
        abs(px[-1] / px[1] - 1) * 100                          AS net
    FROM
    (
        SELECT
            ticker,
            arrayMap(t -> t.2, arraySort(t -> t.1, groupArray((session_date, session_close)))) AS px
        FROM
        (
            SELECT
                ticker,
                date                  AS session_date,
                toFloat64(max(close)) AS session_close
            FROM global_markets.stocks_daily_aggs
            WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'KO')
              AND date >= '2026-06-01'
              AND date <  '2026-07-01'
            GROUP BY ticker, date
        )
        GROUP BY ticker
    )
)
ORDER BY path_to_net_ratio
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