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

3,256 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

Open-Source GEX Dashboard: How It Works
The same chain, a different question: in the money value by settlement priceranking · 2026-10-04 · 23×2Preview: 16 ranked values, largest first. Gross SPY call and put gamma against the net, trailing 60 calendar daysseries · 2026-10-04 · 41×5Preview: a 16-point series, ending higher. Signed SPY gamma exposure by expiry, next three weeksranking · 2026-10-04 · 11×4Preview: 11 ranked values, largest first. SPY gamma exposure by strike, latest session, contracts inside 30 daystable · 2026-10-04 · 23×5
The Open-Source TradingView Optimizer
Buy-and-hold SPY: the same rule, scored year by yearranking · 2026-09-22 · 9×2Preview: 9 ranked values, smallest first. In-sample rank versus out-of-sample Sharpe, same 24 cellsranking · 2026-09-22 · 24×4Preview: 16 ranked values, smallest first. The parameter surface: Sharpe by fast length, one line per slow lengthranking · 2026-09-22 · 6×4Preview: 6 ranked values, smallest first. A 24-cell moving-average grid on SPY, ranked by Sharperanking · 2026-09-22 · 24×2Preview: 16 ranked values, largest first.
Reproducible Backtest in Python, No API Key
A 20/50 moving-average crossover on SPY, year by year, against holdingranking · 2026-08-06 · 9×4Preview: 9 ranked values, smallest first. The same 20/50 rule on five liquid names, 2021 through 2025ranking · 2026-08-06 · 5×4Preview: 5 ranked values, largest first. Same rule, prior-session signal against same-session signal, SPY by yearranking · 2026-08-06 · 9×4Preview: 9 ranked values, smallest first.
Learn Quant Trading From an Open Source Book
Twelve months of daily moves: annualized volatility and worst session, eight namesranking · 2026-08-02 · 8×3Preview: 8 ranked values, largest first. US tickers trading in a June week, and how many still traded in June 2026ranking · 2026-08-02 · 11×4Preview: 11 ranked values, smallest first. Average quoted spread by ET half hour: AAPL and KO, Friday July 17, 2026series · 2026-08-02 · 16×3Preview: a 16-point series, ending lower. Average distance from one session's close to the next session's open, monthlyseries · 2026-08-02 · 24×4Preview: a 16-point series, ending lower.
The same chain, a different question: in the money value by settlement price

The same chain, a different question: in the money value by settlement price

most recentas of ranking 23×2read in context →
The same chain, a different question: in the money value by settlement price — 23 rows by 2 columns, computed from US exchange, SIP and OPRA data.
settle_priceitm_value_bn
$7540.72
$7550.64
$7560.56
$7570.49
$7580.43
$7590.37
$7600.32
$7610.29
$7620.28
$7630.27
$7640.29
$7650.32
$7660.37
$7670.43
$7680.49
$7690.56
$7700.64
$7710.72
$7720.81
$7730.91
$7741.01
$7751.11
$7761.21
the exact SQL behind every number 
WITH chain AS
(
    SELECT
        toFloat64(strike_price)                                             AS k,
        if(lower(option_type) LIKE 'c%', 'call', 'put')                     AS side,
        sum(toFloat64(volume))                                              AS contracts,
        min(abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1)) AS moneyness
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'SPY'
      AND date = (SELECT max(date) FROM global_markets.options_greeks WHERE underlying_symbol = 'SPY')
      AND volume > 0
      AND days_to_expiry BETWEEN 0 AND 7
    GROUP BY k, side
)
SELECT
    concat('$', toString(round(sk)))          AS settle_price,
    round(sum(multiIf(
        side = 'call' AND sk > k, (sk - k) * contracts * 100,
        side = 'put'  AND sk < k, (k - sk) * contracts * 100,
        0)) / 1e9, 2)                         AS itm_value_bn
FROM (SELECT DISTINCT k AS sk FROM chain WHERE moneyness <= 0.015) AS grid
CROSS JOIN chain
GROUP BY sk
ORDER BY sk
More from this analysisOpen-Source GEX Dashboard: How It Works
Signed SPY gamma exposure by expiry, next three weeks ranking 11×4 → Gross SPY call and put gamma against the net, trailing 60 calendar days series 41×5 → SPY gamma exposure by strike, latest session, contracts inside 30 days table 23×5 → SPY options median spread by expiration date, near-the-money strikes only ranking 25×4 → See all 3,256 queries →
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