Unusual Volume Stocks This Week, Measured
How the whole qualifying universe traded this week, bucketed by relative volumeranking ·
2026-08-25 · 7×4
Persistence check: the eight leaders' daily relative volume across the five sessionstable ·
2026-08-25 · 8×5
Highest relative volume this week: trailing 5 sessions vs. the prior 40, for names trading $500M+ in the weekseries ·
2026-08-25 · 8×6
The board leader, day by day: daily relative volume and open-to-close change (last 15 sessions)series ·
2026-08-25 · 15×5
Wild multiples the dollar floor removes: highest relative volume among names trading under $500M this weekseries ·
2026-08-25 · 6×5
Unusual Options Activity: Last Session
Market-wide options volume by session, with monthly expirations labelledseries ·
2026-08-25 · 25×5
Calls or puts: the board's call and put contract volume on the same sessiontable ·
2026-08-25 · 10×5
What follows a heavy options session: next-session absolute move vs. the same names on an ordinary daytable ·
2026-08-25 · 5×6
What the session's contracts were made of: options volume by days to expiryranking ·
2026-08-25 · 6×4
Unusual options activity: last completed session vs. each underlying's own 20-session averagetable ·
2026-08-25 · 10×8
Why Stocks Halt: Limit Up-Limit Down Bands
Where listed symbols sit by price, and which band rule governs each zoneranking ·
2026-08-22 · 6×3
Average minute range through the session, five liquid namesseries ·
2026-08-22 · 26×3
How far eight stocks move in a five minute window, trailing yearranking ·
2026-08-22 · 8×4
What a 5 percent band is worth in dollars, by price levelranking ·
2026-08-22 · 8×4
Which Stocks Have Daily Options?
Monday, Wednesday, Friday expirations: distinct option roots carrying an expiry on each weekdayseries ·
2026-08-22 · 5×3
Daily options vs weekly options: upcoming expiration dates for six household tickersranking ·
2026-08-22 · 6×3
SPY's expiration on every trading day: each near-term SPY expiry date, its weekday and volumeseries ·
2026-08-22 · 11×4
Which tickers carry the most upcoming expirations: option roots by distinct expiration dates in the next six weeksranking ·
2026-08-22 · 20×3
What It Costs to Trade a Stock, Measured
The one-cent floor: share price, percent of quotes exactly one cent wide, and what a penny costs in bpstable ·
2026-08-22 · 5×6
NVDA vs SOXS: median quoted spread over the window, with the smallest single-session gapscalar ·
2026-08-22 · 1×50.89
NVDA vs SOXS: median quoted spread by session (bps of the midpoint)series ·
2026-08-22 · 5×4
The cost-to-trade ladder: median quoted spread in bps of the midpoint, regular hours, recent completed sessionstable ·
2026-08-22 · 12×5
What Is the NBBO? National Best Bid and Offer
NBBO updates per session: four heavily traded names vs. two thin small capsseries ·
2026-08-22 · 6×5
Exchange stamp to SIP stamp: the consolidation step, in microsecondsranking ·
2026-08-22 · 4×3
The smallest size the NBBO will show: six names across the price tiersranking ·
2026-08-22 · 6×4
KO: ten consecutive NBBO updates from 1:30 p.m. ET on a recent sessionseries ·
2026-08-22 · 10×7
GME, 2024-05-14: NBBO updates and trades per minute across a five-minute LULD pauseseries ·
2026-08-22 · 15×3
AAPL: average NBBO updates per minute by half-hour bucket (ET, 4 a.m. to 8 p.m.)series ·
2026-08-22 · 32×3
What Is FINRA Short Interest? Days to Cover
TSLA short interest vs. average daily volume, bi-monthly (last 2 years)series ·
2026-08-22 · 47×3
Short interest reporting dates: recent settlements, weekday, coverage and publication lagseries ·
2026-08-22 · 9×5
How liquid US stocks distribute by short interest as a percent of shares outstandingranking ·
2026-08-22 · 5×4
The latest FINRA short interest file: one snapshot of the whole marketscalar ·
2026-08-22 · 1×422,339
GameStop, Nov 2020 – Mar 2021: short interest, days to cover and the closing price at each settlementseries ·
2026-08-22 · 10×4
Days to cover across all liquid US tickers, latest settlement (min 1M shares/day)scalar ·
2026-08-22 · 1×62,632
Six household names at the latest settlement: shares short, percent of shares outstanding, days to covertable ·
2026-08-22 · 6×6
What Is RVOL (Relative Volume)? How to Read It
SPY: median shares traded per minute, by 30-minute clock bucket (ET, last 30 days, extended hours)series ·
2026-08-22 · 32×2
SPY: average share of full-day volume completed by each clock time (last 20 sessions)ranking ·
2026-08-22 · 5×2
Top 10 by full-day RVOL: latest completed session (20-day ADV above 5M shares, full history required)series ·
2026-08-22 · 10×5
Full-day RVOL percentiles across high-volume US stocks and ETFs (20-day ADV above 5M shares), latest completed sessionranking ·
2026-08-22 · 6×2
MU, the biggest-volume session of June 2026: time-adjusted vs. naive RVOL, plus the full-day figurescalar ·
2026-08-22 · 1×832.8
What Is a Short Squeeze? GameStop, Measured
Four January 2021 squeezes: price multiple and short interest before and after (as-traded prices)table ·
2026-08-22 · 4×6
GME weekly price range and shares traded, January through mid-February 2021 (as-traded prices)table ·
2026-08-22 · 7×5
GME 2021, one row: January low, late-January peak, February trough, March rebound (as-traded prices)scalar ·
2026-08-22 · 1×717.05
GME short interest by settlement date, November 2020 through March 2021ranking ·
2026-08-22 · 10×3
GME options volume by week: calls vs. puts and total premium, January 2021table ·
2026-08-22 · 5×5
Highest days to cover among liquid names: latest settlement on filetable ·
2026-08-22 · 10×5
Days to cover across liquid names: every ticker averaging 5M+ shares/day, latest settlement on filescalar ·
2026-08-22 · 1×6721
What Is a Reverse Stock Split? Good or Bad?
2026 executed US stock splits: reverse vs. forwardscalar ·
2026-08-22 · 1×3778
The most recent US reverse stock splits on recordseries ·
2026-08-22 · 12×4
2026's most common reverse split ratiosranking ·
2026-08-22 · 10×2
Where reverse-split companies stood a year later (splits executed 12-18 months ago)ranking ·
2026-08-22 · 3×3
ASST: daily closes around its 1-for-20 reverse split (execution date 2026-02-06)series ·
2026-08-22 · 69×3
Reverse vs. forward splits by year, 2019 to todayranking ·
2026-08-22 · 8×4
ASST's reverse split history on recordseries ·
2026-08-22 · 2×6
What happened next: median move after a reverse split vs. SPY, splits executed 4-9 months agoseries ·
2026-08-22 · 3×7
What Is a Bid-Ask Spread? Real Costs
Typical quoted spread: six liquid names vs. two thin small caps, with the 100-share costranking ·
2026-08-22 · 8×4
AAPL median quoted spread by 30-minute bucket (ET, extended hours included)series ·
2026-08-22 · 32×2
The same curve at four checkpoints: premarket, the open, midday, the closeseries ·
2026-08-22 · 4×2
AAPL: the last recorded NBBO quote in our data windowscalar ·
2026-08-22 · 1×70.117
NYSE Parity and D-Quotes: How Fills Allocate
Average shares per trade, ten household namesranking ·
2026-08-22 · 10×3
Coca-Cola closing print as a share of session volume, by monthseries ·
2026-08-22 · 25×2
Share of regular-session volume printed in the 16:00 ET minuteranking ·
2026-08-22 · 10×3
Locked and Crossed Markets, Explained With Data
Whole-tape census: locked, crossed, and one-sided records across every NBBO update of the sessionscalar ·
2026-08-22 · 1×7406
The receipts: locked vs crossed totals, and the rate by session stretch (premarket, open, noon, close, ET)scalar ·
2026-08-22 · 1×10246.9
The census by name: eight liquid tickers and two thin small caps, recent completed sessionstable ·
2026-08-22 · 10×7
Locked-or-crossed records per 10,000 updates by 30-minute ET bucket, checked set, extended hours includedseries ·
2026-08-22 · 32×3
How Do Market Makers Make Money? The Spread
US stock venues: public exchanges vs off-exchange reporting facilitiesranking ·
2026-08-22 · 2×3
AAPL trades by venue, latest session: off-exchange firstranking ·
2026-08-22 · 19×4
Average quoted spread: liquid mega-caps vs a thin small-cap (past week)ranking ·
2026-08-22 · 3×4
AAPL average quoted spread by half-hour (ET), one extended sessionseries ·
2026-08-22 · 32×2
AAPL: NBBO quote updates on the latest sessionscalar ·
2026-08-22 · 1×41.2
How Big Is the OPRA Options Quote Feed?
One session, two tapes: every options NBBO update vs. every stock NBBO updatescalar ·
2026-08-22 · 1×96.07
SPY's 2026-expiry option chain: one root's share of the quote firehosescalar ·
2026-08-22 · 1×13164
The five busiest SPY option contracts of the session, symbol unpackedseries ·
2026-08-22 · 5×7
SPCX: SpaceX Stock Price Decline From Peak
SPY vs SPCX open-to-close, regular hours, trailing three weeksseries ·
2026-08-20 · 15×4
Stock quote spread and depth by session: the four weeks from listing and the trailing threeseries ·
2026-08-20 · 33×5
The arc on one row: issue price, first print, June peak, and the latest closescalar ·
2026-08-20 · 1×15150
Options quote spread and size at the touch, the sessions on file in the past week and a halfseries ·
2026-08-20 · 4×6
Put/call volume ratio by session, trailing three weeksseries ·
2026-08-20 · 15×5
News-feed attention from listing day to the latest reading: counts, concentration, and the trailing weekscalar ·
2026-08-20 · 1×14627
Latest complete session, half-hour path: closes, lows, and volumeseries ·
2026-08-20 · 7×4
Latest session on file: the busiest SPCX option contracts by volumetable ·
2026-08-20 · 10×5
Sessions from listing to the first close below the first print: SPCX vs four recent IPOstable ·
2026-08-20 · 5×11
Every SPCX filing in the EDGAR index since the June 12 listing, on one rowscalar ·
2026-08-20 · 1×1119
Regular-hours session scoreboard: open, close, low, high, volume for every SPCX session since listingseries ·
2026-08-20 · 47×7
How Options Are Quoted in Volatility
One AAPL call: stock, premium and quoted vol, indexed to its first sessionseries ·
2026-08-17 · 30×5
Quoted volatility and delta across strikes, AAPL calls with 20 to 45 days leftranking ·
2026-08-17 · 11×3
How far AAPL moves inside a single minute, by New York hourranking ·
2026-08-17 · 12×4
Typical daily move: option premium against quoted volatilityranking ·
2026-08-17 · 6×4
How to Become a Registered Market Maker
Average quoted spread across six household names, midday July 16 2026ranking ·
2026-08-15 · 6×3
Quoted spread through one session, AAPL and KO, July 16 2026series ·
2026-08-15 · 26×3
Venues publishing a bid in AAPL over one half hour, July 16 2026ranking ·
2026-08-15 · 16×4
Listed AAPL option contracts by expiration, July 16 2026series ·
2026-08-15 · 24×4
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 · 25×4
Options bid-ask spreads by product: median basis points, July 2, 2026 regular hoursranking ·
2026-08-14 · 5×4
When Do 0DTE Options Trade? By the Hour
Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026series ·
2026-08-13 · 5×5
Next 100 →
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How the whole qualifying universe traded this week, bucketed by relative volume
How the whole qualifying universe traded this week, bucketed by relative volume
| rvol_bucket | names | pct_of_universe | universe_names |
|---|---|---|---|
| 10x or more | 0 | 0 | 508 |
| 5x to 10x | 2 | 0.4 | 508 |
| 3x to 5x | 3 | 0.6 | 508 |
| 2x to 3x | 6 | 1.2 | 508 |
| 1.5x to 2x | 2 | 0.4 | 508 |
| 1x to 1.5x | 10 | 2 | 508 |
| below 1x | 485 | 95.5 | 508 |
the exact SQL behind every number
WITH sess AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(toFloat64(volume)) AS vol,
sum(toFloat64(close) * toFloat64(volume)) AS dollars
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= now() - INTERVAL 70 DAY
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
AND ticker NOT IN ('SPCX')
GROUP BY ticker, d
),
cal AS (
SELECT d, row_number() OVER (ORDER BY d DESC) AS rn
FROM (SELECT DISTINCT d FROM sess)
),
per_name AS (
SELECT s.ticker AS ticker,
avgIf(s.vol, c.rn <= 5) AS adv_recent,
avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,
sumIf(s.dollars, c.rn <= 5) AS dollar_recent,
countIf(c.rn <= 5) AS recent_sessions,
countIf(c.rn BETWEEN 6 AND 45) AS base_sessions
FROM sess s INNER JOIN cal c ON s.d = c.d
GROUP BY s.ticker
HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35
),
scored AS (
SELECT ticker,
multiIf(adv_recent / adv_base >= 10, 1,
adv_recent / adv_base >= 5, 2,
adv_recent / adv_base >= 3, 3,
adv_recent / adv_base >= 2, 4,
adv_recent / adv_base >= 1.5, 5,
adv_recent / adv_base >= 1, 6, 7) AS bucket_key
FROM per_name
),
buckets AS (
SELECT arrayJoin([(1, '10x or more'), (2, '5x to 10x'), (3, '3x to 5x'), (4, '2x to 3x'),
(5, '1.5x to 2x'), (6, '1x to 1.5x'), (7, 'below 1x')]) AS bk
)
SELECT bk.2 AS rvol_bucket,
countIf(scored.bucket_key = bk.1) AS names,
round(100.0 * countIf(scored.bucket_key = bk.1) / count(), 1) AS pct_of_universe,
count() AS universe_names
FROM scored CROSS JOIN buckets
GROUP BY bk
ORDER BY bk.1 ASC
More from this analysisUnusual Volume Stocks This Week, Measured
The board leader, day by day: daily relative volume and open-to-close change (last 15 sessions)
series 15×5
→
Persistence check: the eight leaders' daily relative volume across the five sessions
table 8×5
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Highest relative volume this week: trailing 5 sessions vs. the prior 40, for names trading $500M+ in the week
series 8×6
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Wild multiples the dollar floor removes: highest relative volume among names trading under $500M this week
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