Options Approval Denied? What to Do Next
Large single-session SPY declines by calendar yearranking ·
2026-10-09 · 11×3
Unusual Options Activity: Last Session
Market-wide options volume by session, with monthly expirations labelledseries ·
2026-10-08 · 25×5
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 · 6×4
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 · 14×4
Stock quote spread and depth by session: the four weeks from listing and the trailing threeseries ·
2026-10-08 · 33×5
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 · 5×6
Put/call volume ratio by session, trailing three weeksseries ·
2026-10-08 · 15×5
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 · 13×4
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 · 80×7
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 · 53×4
Highest IV rank, screened US underlyings, latest options sessionseries ·
2026-10-08 · 15×7
IV rank and IV percentile for twelve widely held tickers, latest sessionseries ·
2026-10-08 · 12×7
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 · 57×5
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 · 35×5
Options Trade Example: Start to Finish
AAPL's close against the strike and the breakeven, February 20 to March 20, 2026series ·
2026-10-07 · 21×5
The daily mark on one AAPL March 2026 call: premium, intrinsic value, time valueseries ·
2026-10-07 · 20×6
The same contract, three exit choices, net of commission and feesranking ·
2026-10-07 · 3×3
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 · 18×3
Median quoted spread in the underlying stock, one midday hourranking ·
2026-10-07 · 5×3
Listed contracts per underlying on the most recent September 2026 sessionranking ·
2026-10-07 · 5×4
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 · 5×3
How Many Shares in an Options Contract?
Recent reverse splits and the deliverable left behindranking ·
2026-10-06 · 10×4
Average near-the-money premium per share, September 2026ranking ·
2026-10-06 · 5×3
Fractional-ratio splits and the share count they leave per contractranking ·
2026-10-06 · 12×4
One quote, two multipliers: AAPL near-the-money premium converted to cashseries ·
2026-10-06 · 21×4
Is a Covered Put Actually Covered?
One month of a crowded short, January 2021series ·
2026-10-06 · 24×4
Twelve months of dividends a short seller owes, per shareranking ·
2026-10-06 · 8×4
Days to cover the reported short interest, household namesranking ·
2026-10-06 · 8×3
Best and worst 21-session moves since 2021ranking ·
2026-10-06 · 6×3
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 · 10×4
Iron Condor Win Rate and Expectancy
Short strikes touched versus short strikes finishing in the moneyseries ·
2026-10-05 · 5×5
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 · 5×4
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 · 4×3
Can You Lose More Than You Invest?
The largest US oil tracking fund through April 2020: daily close and session lowseries ·
2026-10-05 · 17×3
2023 run from the first close of the year: year end and peakranking ·
2026-10-05 · 6×3
Deepest overnight gap down per name, 2015 to 2025 (split dates removed)ranking ·
2026-10-05 · 6×3
One NVDA option contract, mid January to March 1, 2024: the furthest travellerseries ·
2026-10-05 · 33×3
ZM Implied Volatility: Zoom IV and Earnings
ZM at-the-money IV by days to expiry, most recent week of dataranking ·
2026-10-04 · 5×4
ZM at-the-money 30-day implied volatility, recent sessionsseries ·
2026-10-04 · 81×4
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 · 7×3
Share of each name's 30-day option volume, by expiration dateseries ·
2026-10-04 · 13×5
Expiration dates open in the next 45 days, by underlyingranking ·
2026-10-04 · 7×4
Expiration dates traded per month: SPY versus AAPL, since 2021series ·
2026-10-04 · 61×3
Why Index Options Are Taxed 60/40: Section 1256
Average daily options volume: Section 1256 names against equity optionsranking ·
2026-10-04 · 4×3
Share of contract volume by days to expiry, SPX and SPYranking ·
2026-10-04 · 5×3
Which Stocks Have Daily Options?
Monday, Wednesday, Friday expirations: distinct option roots carrying an expiry on each weekdayseries ·
2026-10-04 · 5×3
Daily options vs weekly options: upcoming expiration dates for six household tickersranking ·
2026-10-04 · 6×3
SPY's expiration on every trading day: each near-term SPY expiry date, its weekday and volumeseries ·
2026-10-04 · 12×4
Which tickers carry the most upcoming expirations: option roots by distinct expiration dates in the next six weeksranking ·
2026-10-04 · 20×3
When Special Dividends Adjust Options
Time value left in KO calls as they move deeper in the moneyranking ·
2026-10-04 · 5×4
One time distributions by size, measured against the ex date closing priceranking ·
2026-10-04 · 6×3
How big each kind of cash distribution is, as a share of the stock priceranking ·
2026-10-04 · 5×4
One time cash distributions per calendar year, and their share of all payoutsranking ·
2026-10-04 · 9×3
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 · 6×4
Latest cash dividend per share, and what it is worth against the stockseries ·
2026-10-04 · 6×4
Put versus call implied volatility, near the money, 20 to 45 days outranking ·
2026-10-04 · 5×4
When Do Options Start Trading After an IPO?
How long-dated a new chain gets in its first twelve weeksranking ·
2026-10-04 · 12×3
Trading sessions from first equity print to first listed option printranking ·
2026-10-04 · 12×4
How quickly the forty largest new listings got a traded option chainranking ·
2026-10-04 · 20×3
How a new option chain widens: strikes and expirations tradedranking ·
2026-10-04 · 12×3
When Do NDX Options Expire?
Listed QQQ option expirations by weekday, trailing 90 days of traded contractsranking ·
2026-10-04 · 5×3
Share of QQQ regular-session volume in the first 15 minutes, monthly expiration Fridaysseries ·
2026-10-04 · 12×4
NDX monthly expirations ahead: third Friday, Thursday last trade, exchange statusseries ·
2026-10-04 · 9×6
QQQ volume by ET hour: quarterly expiration Friday (2026-09-18) vs the prior Friday (2026-09-11)series ·
2026-10-04 · 7×3
What Time Do Options Start Trading?
SPY option volume, minute by minute into the 9:30 openseries ·
2026-10-04 · 46×3
US option contract volume by Eastern-time half hourseries ·
2026-10-04 · 21×3
Scheduled open and close on every upcoming half dayseries ·
2026-10-04 · 2×6
What Is a Calendar Spread in Options?
Near the money implied volatility by expiry band, three namesranking ·
2026-10-04 · 6×4
AAPL front band against back band implied volatility, trailing monthsseries ·
2026-10-04 · 81×4
How often front volatility sat above back volatilityranking ·
2026-10-04 · 5×4
Theta and vega across expiry bands, near the money AAPLranking ·
2026-10-04 · 6×3
Warrants vs Call Options: Key Differences
Recent forward stock splits and the share multiplierranking ·
2026-10-04 · 12×4
Tesla basic and diluted share counts, quarter by quarterseries ·
2026-10-04 · 12×5
AAPL call contracts traded, by expiration dateseries ·
2026-10-04 · 24×4
Basic and diluted share counts across eight large capsranking ·
2026-10-04 · 8×4
Next 100 →
page 1 of 7
Large single-session SPY declines by calendar year
Large single-session SPY declines by calendar year
| year | sessions_down_2pct | worst_day_pct |
|---|---|---|
| 2020 | 24 | -10.94 |
| 2022 | 23 | -4.35 |
| 2018 | 14 | -4.18 |
| 2025 | 8 | -5.85 |
| 2021 | 6 | -2.44 |
| 2016 | 5 | -3.64 |
| 2019 | 5 | -3.01 |
| 2024 | 4 | -2.98 |
| 2026 | 2 | -2.58 |
| 2023 | 1 | -2.01 |
| 2017 | 0 | -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
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