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

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Probability of Touch vs Probability ITM
SPY through July 2024 against a level 2% above the July 1 closeseries · 2026-08-07 · 28×6Preview: a 16-point series, ending higher. SPY: touched versus finished above, 21-session forward windows since 2011table · 2026-08-07 · 4×5 SPY option delta buckets, with the doubling rule applied (Jan to Jun 2026)ranking · 2026-08-07 · 9×4Preview: 9 ranked values, smallest first.
SPY through July 2024 against a level 2% above the July 1 close

SPY through July 2024 against a level 2% above the July 1 close

most recentas of series 28×6read in context →
SPY through July 2024 against a level 2% above the July 1 close — 28 rows by 6 columns, computed from US exchange, SIP and OPRA data.
session_datespy_closespy_highstrike_levelclose_vs_level_pctrun_max_vs_level_pct
2024-07-01545.34545.88556.25-1.96-1.86
2024-07-02549.01549.01556.25-1.3-1.3
2024-07-03551.46551.83556.25-0.86-0.79
2024-07-05554.64555.05556.25-0.29-0.22
2024-07-08555.28556.25556.25-0.170
2024-07-09555.82557.18556.25-0.080.17
2024-07-10561.32561.67556.250.910.97
2024-07-11556.48562.33556.250.041.09
2024-07-12559.99563.67556.250.671.33
2024-07-15561.53564.84556.250.951.54
2024-07-16564.86565.16556.251.551.6
2024-07-17556.94560.51556.250.121.6
2024-07-18552.66559.52556.25-0.641.6
2024-07-19548.99554.08556.25-1.31.6
2024-07-22554.65555.27556.25-0.291.6
2024-07-23553.78556.74556.25-0.441.6
2024-07-24541.23549.17556.25-2.71.6
2024-07-25538.41547.46556.25-3.211.6
2024-07-26544.44547.19556.25-2.121.6
2024-07-29544.76547.05556.25-2.071.6
2024-07-30542547.34556.25-2.561.6
2024-07-31550.81553.5556.25-0.981.6
2024-08-01543.01554.87556.25-2.381.6
2024-08-02532.9536.99556.25-4.21.6
2024-08-05517.38523.58556.25-6.991.6
2024-08-06522.15529.75556.25-6.131.6
2024-08-07518.66531.59556.25-6.761.6
2024-08-08530.65531.29556.25-4.61.6
the exact SQL behind every number
WITH
    bars AS (
        SELECT
            date,
            any(toFloat64(close)) AS c,
            max(toFloat64(high))  AS h
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date BETWEEN '2024-07-01' AND '2024-08-08'
        GROUP BY date
    ),
    anchor AS (
        SELECT argMin(c, date) * 1.02 AS lvl
        FROM bars
    )
SELECT
    toString(b.date)                  AS session_date,
    round(b.c, 2)                     AS spy_close,
    round(b.h, 2)                     AS spy_high,
    round(a.lvl, 2)                   AS strike_level,
    round(100 * (b.c / a.lvl - 1), 2) AS close_vs_level_pct,
    round(100 * (max(b.h) OVER (ORDER BY b.date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) / a.lvl - 1), 2) AS run_max_vs_level_pct
FROM bars AS b
CROSS JOIN anchor AS a
ORDER BY b.date
$