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

3,256 answered market questions

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Options Approval Denied? What to Do Next
Large single-session SPY declines by calendar yearranking · 2026-10-09 · 11×3Preview: 11 ranked values, largest first.
Unusual Options Activity: Last Session
Market-wide options volume by session, with monthly expirations labelledseries · 2026-10-08 · 25×5Preview: a 16-point series, ending higher. Calls or puts: the board's call and put contract volume on the same sessiontable · 2026-10-08 · 10×5 What follows a heavy options session: next-session absolute move vs. the same names on an ordinary daytable · 2026-10-08 · 5×6 What the session's contracts were made of: options volume by days to expiryranking · 2026-10-08 · 6×4Preview: 6 ranked values, largest first. Unusual options activity: last completed session vs. each underlying's own 20-session averagetable · 2026-10-08 · 10×8
SPCX: SpaceX Stock Price Decline From Peak
SPY vs SPCX open-to-close, regular hours, trailing three weeksseries · 2026-10-08 · 14×4Preview: a 14-point series, roughly flat. Stock quote spread and depth by session: the four weeks from listing and the trailing threeseries · 2026-10-08 · 33×5Preview: a 16-point series, ending lower. The arc on one row: issue price, first print, June peak, and the latest closescalar · 2026-10-08 · 1×18150 Options quote spread and size at the touch, the sessions on file in the past week and a halfseries · 2026-10-08 · 5×6Preview: a 5-point series, ending higher. Put/call volume ratio by session, trailing three weeksseries · 2026-10-08 · 15×5Preview: a 15-point series, ending lower. News-feed attention from listing day to the latest reading: counts, concentration, and the trailing weekscalar · 2026-10-08 · 1×14769 Latest complete session, half-hour path: closes, lows, and volumeseries · 2026-10-08 · 13×4Preview: a 13-point series, ending lower. Latest session on file: the busiest SPCX option contracts by volumetable · 2026-10-08 · 10×5 Sessions from listing to the first close below the first print: SPCX vs four recent IPOstable · 2026-10-08 · 5×11 Every SPCX filing in the EDGAR index since the June 12 listing, on one rowscalar · 2026-10-08 · 1×1123 Regular-hours session scoreboard: open, close, low, high, volume for every SPCX session since listingseries · 2026-10-08 · 80×7Preview: a 16-point series, ending lower.
Highest IV Rank Stocks Right Now
Where IV percentile sits furthest above IV rank, latest sessiontable · 2026-10-08 · 12×6 How the screened universe distributes across IV rank, latest sessiontable · 2026-10-08 · 10×7 The top-ranked name's implied volatility by week, with its 52-week high and lowseries · 2026-10-08 · 53×4Preview: a 16-point series, roughly flat. Highest IV rank, screened US underlyings, latest options sessionseries · 2026-10-08 · 15×7Preview: a 15-point series, ending lower. IV rank and IV percentile for twelve widely held tickers, latest sessionseries · 2026-10-08 · 12×7Preview: a 12-point series, roughly flat.
Highest Implied Volatility Stocks Right Now
SPY, the same measurement: the market's calm benchmarkscalar · 2026-10-08 · 1×312.3 ATM implied volatility across every actively traded underlying, latest sessionscalar · 2026-10-08 · 1×5959 Highest ATM implied volatility: liquid single names and funds, latest sessiontable · 2026-10-08 · 12×5
What Breaks an Options Backtest
How much of a modelled credit survives one volatility point of vegatable · 2026-10-07 · 6×5 Contracts that traded once, and contracts still trading at expiryseries · 2026-10-07 · 57×5Preview: a 16-point series, ending higher. In-the-money calls with extrinsic value below the upcoming dividendtable · 2026-10-07 · 5×5 Traded per-contract records by underlying, August 2021 onwardtable · 2026-10-07 · 5×7 One SPY put traced through its final weeks, June 2024 expiryseries · 2026-10-07 · 35×5Preview: a 16-point series, ending higher.
Options Trade Example: Start to Finish
AAPL's close against the strike and the breakeven, February 20 to March 20, 2026series · 2026-10-07 · 21×5Preview: a 16-point series, roughly flat. The daily mark on one AAPL March 2026 call: premium, intrinsic value, time valueseries · 2026-10-07 · 20×6Preview: a 16-point series, ending lower. The same contract, three exit choices, net of commission and feesranking · 2026-10-07 · 3×3Preview: 3 ranked values, largest first. One contract: premium, cash out, and breakeven across the strikes above the stocktable · 2026-10-07 · 6×6 AAPL March 2026 calls on the chain at entry, February 20, 2026table · 2026-10-07 · 5×5
One Clearinghouse, Many Options Exchanges
Where AAPL option volume printed across venues, September 15, 2026ranking · 2026-10-07 · 18×3Preview: 16 ranked values, largest first. Median quoted spread in the underlying stock, one midday hourranking · 2026-10-07 · 5×3Preview: 5 ranked values, largest first. Listed contracts per underlying on the most recent September 2026 sessionranking · 2026-10-07 · 5×4Preview: 5 ranked values, largest first. US options exchanges on the official participant listtable · 2026-10-07 · 20×4 Near the money AAPL implied volatility and vega by days to expiryranking · 2026-10-07 · 5×3Preview: 5 ranked values, largest first.
How Many Shares in an Options Contract?
Recent reverse splits and the deliverable left behindranking · 2026-10-06 · 10×4Preview: 10 ranked values, smallest first. Average near-the-money premium per share, September 2026ranking · 2026-10-06 · 5×3Preview: 5 ranked values, largest first. Fractional-ratio splits and the share count they leave per contractranking · 2026-10-06 · 12×4Preview: 12 ranked values, largest first. One quote, two multipliers: AAPL near-the-money premium converted to cashseries · 2026-10-06 · 21×4Preview: a 16-point series, ending lower.
Is a Covered Put Actually Covered?
One month of a crowded short, January 2021series · 2026-10-06 · 24×4Preview: a 16-point series, roughly flat. Twelve months of dividends a short seller owes, per shareranking · 2026-10-06 · 8×4Preview: 8 ranked values, largest first. Days to cover the reported short interest, household namesranking · 2026-10-06 · 8×3Preview: 8 ranked values, largest first. Best and worst 21-session moves since 2021ranking · 2026-10-06 · 6×3Preview: 6 ranked values, largest first.
Protective Put vs Stop-Loss Order
How often six household names opened 2% or more below the prior close (10 years)table · 2026-10-05 · 6×5 AAPL's ten deepest overnight gaps down since October 2016, and where the session low wentseries · 2026-10-05 · 10×4Preview: a 10-point series, roughly flat.
Iron Condor Win Rate and Expectancy
Short strikes touched versus short strikes finishing in the moneyseries · 2026-10-05 · 5×5Preview: a 5-point series, ending higher. Credit, risk and breakeven win rate for nine SPY condor structurestable · 2026-10-05 · 9×6 Premium per dollar of spot at the same 16 delta, five underlyingsranking · 2026-10-05 · 5×4Preview: 5 ranked values, largest first. Advertised iron condor win rate by short delta band (SPY)table · 2026-10-05 · 5×5
Do Multi-Leg Options Count as One Day Trade?
SPY contract volume by days to expiry, September 2026ranking · 2026-10-05 · 4×3Preview: 4 ranked values, largest first.
Can You Lose More Than You Invest?
The largest US oil tracking fund through April 2020: daily close and session lowseries · 2026-10-05 · 17×3Preview: a 16-point series, ending lower. 2023 run from the first close of the year: year end and peakranking · 2026-10-05 · 6×3Preview: 6 ranked values, largest first. Deepest overnight gap down per name, 2015 to 2025 (split dates removed)ranking · 2026-10-05 · 6×3Preview: 6 ranked values, largest first. One NVDA option contract, mid January to March 1, 2024: the furthest travellerseries · 2026-10-05 · 33×3Preview: a 16-point series, ending higher.
ZM Implied Volatility: Zoom IV and Earnings
ZM at-the-money IV by days to expiry, most recent week of dataranking · 2026-10-04 · 5×4Preview: 5 ranked values, smallest first. ZM at-the-money 30-day implied volatility, recent sessionsseries · 2026-10-04 · 81×4Preview: a 16-point series, ending lower. ZM at-the-money IV by calendar year: average, low and hightable · 2026-10-04 · 8×5 ZM at-the-money IV before and on the biggest one-session drop in each quartertable · 2026-10-04 · 8×5
Why Only Some Stocks Have Daily Options
Near-dated contract lines traded in one session, by underlyingranking · 2026-10-04 · 7×3Preview: 7 ranked values, largest first. Share of each name's 30-day option volume, by expiration dateseries · 2026-10-04 · 13×5Preview: a 13-point series, ending lower. Expiration dates open in the next 45 days, by underlyingranking · 2026-10-04 · 7×4Preview: 7 ranked values, largest first. Expiration dates traded per month: SPY versus AAPL, since 2021series · 2026-10-04 · 61×3Preview: a 16-point series, roughly flat.
Why Index Options Are Taxed 60/40: Section 1256
Average daily options volume: Section 1256 names against equity optionsranking · 2026-10-04 · 4×3Preview: 4 ranked values, largest first. Share of contract volume by days to expiry, SPX and SPYranking · 2026-10-04 · 5×3Preview: 5 ranked values, largest first.
Which Stocks Have Daily Options?
Monday, Wednesday, Friday expirations: distinct option roots carrying an expiry on each weekdayseries · 2026-10-04 · 5×3Preview: a 5-point series, ending higher. Daily options vs weekly options: upcoming expiration dates for six household tickersranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first. SPY's expiration on every trading day: each near-term SPY expiry date, its weekday and volumeseries · 2026-10-04 · 12×4Preview: a 12-point series, ending lower. Which tickers carry the most upcoming expirations: option roots by distinct expiration dates in the next six weeksranking · 2026-10-04 · 20×3Preview: 16 ranked values, largest first.
When Special Dividends Adjust Options
Time value left in KO calls as they move deeper in the moneyranking · 2026-10-04 · 5×4Preview: 5 ranked values, largest first. One time distributions by size, measured against the ex date closing priceranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first. How big each kind of cash distribution is, as a share of the stock priceranking · 2026-10-04 · 5×4Preview: 5 ranked values, largest first. One time cash distributions per calendar year, and their share of all payoutsranking · 2026-10-04 · 9×3Preview: 9 ranked values, largest first.
When Short Options Get Assigned Early
Time value left in AAPL contracts by depth in the moneytable · 2026-10-04 · 5×5 AAPL calls 1 to 5 percent in the money, by days left to expiryranking · 2026-10-04 · 6×4Preview: 6 ranked values, smallest first. Latest cash dividend per share, and what it is worth against the stockseries · 2026-10-04 · 6×4Preview: a 6-point series, ending lower. Put versus call implied volatility, near the money, 20 to 45 days outranking · 2026-10-04 · 5×4Preview: 5 ranked values, smallest first.
When Do Options Start Trading After an IPO?
How long-dated a new chain gets in its first twelve weeksranking · 2026-10-04 · 12×3Preview: 12 ranked values, smallest first. Trading sessions from first equity print to first listed option printranking · 2026-10-04 · 12×4Preview: 12 ranked values, smallest first. How quickly the forty largest new listings got a traded option chainranking · 2026-10-04 · 20×3Preview: 16 ranked values, smallest first. How a new option chain widens: strikes and expirations tradedranking · 2026-10-04 · 12×3Preview: 12 ranked values, smallest first.
When Do NDX Options Expire?
Listed QQQ option expirations by weekday, trailing 90 days of traded contractsranking · 2026-10-04 · 5×3Preview: 5 ranked values, largest first. Share of QQQ regular-session volume in the first 15 minutes, monthly expiration Fridaysseries · 2026-10-04 · 12×4Preview: a 12-point series, ending lower. NDX monthly expirations ahead: third Friday, Thursday last trade, exchange statusseries · 2026-10-04 · 9×6Preview: a 9-point series, ending higher. QQQ volume by ET hour: quarterly expiration Friday (2026-09-18) vs the prior Friday (2026-09-11)series · 2026-10-04 · 7×3Preview: a 7-point series, ending higher.
What Time Do Options Start Trading?
SPY option volume, minute by minute into the 9:30 openseries · 2026-10-04 · 46×3Preview: a 16-point series, ending higher. US option contract volume by Eastern-time half hourseries · 2026-10-04 · 21×3Preview: a 16-point series, ending higher. Scheduled open and close on every upcoming half dayseries · 2026-10-04 · 2×6Preview: a 2-point series, roughly flat.
What Is a Calendar Spread in Options?
Near the money implied volatility by expiry band, three namesranking · 2026-10-04 · 6×4Preview: 6 ranked values, smallest first. AAPL front band against back band implied volatility, trailing monthsseries · 2026-10-04 · 81×4Preview: a 16-point series, ending lower. How often front volatility sat above back volatilityranking · 2026-10-04 · 5×4Preview: 5 ranked values, largest first. Theta and vega across expiry bands, near the money AAPLranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first.
Warrants vs Call Options: Key Differences
Recent forward stock splits and the share multiplierranking · 2026-10-04 · 12×4Preview: 12 ranked values, smallest first. Tesla basic and diluted share counts, quarter by quarterseries · 2026-10-04 · 12×5Preview: a 12-point series, ending lower. AAPL call contracts traded, by expiration dateseries · 2026-10-04 · 24×4Preview: a 16-point series, ending higher. Basic and diluted share counts across eight large capsranking · 2026-10-04 · 8×4Preview: 8 ranked values, smallest first.
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Large single-session SPY declines by calendar year

Large single-session SPY declines by calendar year

most recentas of ranking 11×3read in context →
Large single-session SPY declines by calendar year — 11 rows by 3 columns, computed from US exchange, SIP and OPRA data.
yearsessions_down_2pctworst_day_pct
202024-10.94
202223-4.35
201814-4.18
20258-5.85
20216-2.44
20165-3.64
20195-3.01
20244-2.98
20262-2.58
20231-2.01
20170-1.77
the exact SQL behind every number
SELECT
    toYear(session_date)   AS year,
    countIf(ret_pct <= -2) AS sessions_down_2pct,
    round(min(ret_pct), 2) AS worst_day_pct
FROM
(
    SELECT
        session_date,
        c,
        lagInFrame(c) OVER (ORDER BY session_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_c,
        if(prev_c > 0, round(100 * (c / prev_c - 1), 2), NULL)                                  AS ret_pct
    FROM
    (
        SELECT
            date                   AS session_date,
            toFloat64(max(close))  AS c
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date >= '2016-01-01'
          AND date < today()
        GROUP BY date
    )
)
WHERE ret_pct IS NOT NULL
GROUP BY year
ORDER BY sessions_down_2pct DESC, year ASC
$