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

Why the Greeks Don't Add Up to Your P&L
Root sum of squared daily moves versus the net move, SPY by monthseries · 2026-10-09 · 12×4Preview: a 12-point series, roughly flat.
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.
The Low-Volatility Anomaly
Growth of $100: a calm name (KO), the market (SPY), a wild name (NVDA), weeklyseries · 2026-10-04 · 114×4Preview: a 16-point series, ending higher. Annualized volatility vs total return, 25 large caps, calmest to wildest (~2 years)ranking · 2026-10-04 · 25×3Preview: 16 ranked values, smallest first. Volatility thirds: median return, and the range from worst to best name in eachtable · 2026-10-04 · 3×6
The Lowest-Volatility Stocks
The calmest large caps: annualized realized volatility over the past year, lowest firstranking · 2026-10-04 · 15×2Preview: 15 ranked values, smallest first. Maximum drawdown of the calmest names: the worst peak-to-trough fall over the past yearranking · 2026-10-04 · 8×2Preview: 8 ranked values, largest first.
Event Contract Collateral and Max Loss
Return on collateral for each side, by contract priceranking · 2026-10-04 · 13×4Preview: 13 ranked values, smallest first. Near the money SPY put marks, May to June 2026series · 2026-10-04 · 41×4Preview: a 16-point series, roughly flat. Buyer and seller collateral at every contract priceranking · 2026-10-04 · 19×4Preview: 16 ranked values, smallest first. Short dated Treasury yields, trailing 18 monthsseries · 2026-10-04 · 18×4Preview: a 16-point series, ending lower. A 60 cent contract, annualised across holding periodsranking · 2026-10-04 · 7×3Preview: 7 ranked values, largest first.
Can You Buy a Put Without Owning Stock?
Days to cover on the latest reported short interestranking · 2026-10-04 · 5×2Preview: 5 ranked values, largest first. One put contract versus the 100 shares it coverstable · 2026-10-04 · 5×5 AAPL put ladder: debit, delta and breakeven by strikeranking · 2026-10-04 · 8×4Preview: 8 ranked values, smallest first. Overnight gaps across a year of daily barsranking · 2026-10-04 · 5×4Preview: 5 ranked values, largest first.
Why Stop Orders Fill Below Your Stop
KO's quoted spread and displayed size across one full trading day, 15 September 2026series · 2026-10-03 · 27×4Preview: a 16-point series, ending higher. SPY's twelve deepest gap-down opens since 2021, measured against the prior closeseries · 2026-10-03 · 12×4Preview: a 12-point series, ending lower. How often six household names open under the prior closetable · 2026-10-03 · 6×5
Margin for Selling Naked Options: Reg T Math
One fixed short AAPL call strike: requirement as a percent of the share price, April to June 2026series · 2026-09-26 · 62×4Preview: a 16-point series, ending higher. Reg T minimum branches for one uncovered AAPL put, by strike (dollars per share)ranking · 2026-09-26 · 11×4Preview: 11 ranked values, smallest first. Uncovered call minimum per contract, strike about 5% out of the moneyranking · 2026-09-26 · 5×3Preview: 5 ranked values, largest first. Reg T minimum branches for one uncovered AAPL call, by strike (dollars per share)ranking · 2026-09-26 · 12×4Preview: 12 ranked values, smallest first.
Are 0DTE Options High Risk? What the Greeks Say
Delta change from a 1% SPY move, by distance from the strike (June 2026)ranking · 2026-09-18 · 9×3Preview: 9 ranked values, largest first. What an at-the-money SPY call cost, by days to expiry (June 2026)table · 2026-09-18 · 5×5 Gamma and theta per dollar of premium, by days to expiry (June 2026)series · 2026-09-18 · 5×5Preview: a 5-point series, ending lower. How the at-the-money call finished, June 2026 expiriesranking · 2026-09-18 · 5×2Preview: 5 ranked values, largest first. An at-the-money SPY call: prior close versus value at the expiry close, every June 2026 expiryseries · 2026-09-18 · 21×6Preview: a 16-point series, ending lower.
Probability of Touch vs Probability ITM
SPY through July 2024 against a level 2% above the July 1 closeseries · 2026-08-27 · 28×6Preview: a 16-point series, ending higher. SPY: touched versus finished above, 21-session forward windows since 2011table · 2026-08-27 · 4×5 SPY option delta buckets, with the doubling rule applied (Jan to Jun 2026)ranking · 2026-08-27 · 9×4Preview: 9 ranked values, smallest first.
How Buffer ETFs Work: Caps and Resets
A 15% cap and 9% buffer, seen from three entry pointsranking · 2026-08-12 · 21×4Preview: 16 ranked values, smallest first. SPY calendar-year price return against a 15% cap and 9% bufferranking · 2026-08-12 · 12×3Preview: 12 ranked values, smallest first. Remaining buffer and remaining cap by entry pointranking · 2026-08-12 · 11×3Preview: 11 ranked values, smallest first. Compounding the index against the buffered payoff, net of a 0.79% feeranking · 2026-08-12 · 12×3Preview: 12 ranked values, smallest first.
How Futures Margin Works: SPAN and Calls
SPY typical and largest daily move, month by month since 2019series · 2026-08-10 · 91×4Preview: a 16-point series, ending higher. Short term Treasury yields, the reference a stock margin loan is priced offseries · 2026-08-10 · 91×4Preview: a 16-point series, ending higher. One day move size across six household names, five years to July 2026ranking · 2026-08-10 · 6×3Preview: 6 ranked values, largest first. A decade of SPY daily closing moves, sorted into size bucketsranking · 2026-08-10 · 6×3Preview: 6 ranked values, largest first.
Pin Risk at Options Expiration Explained
How far the Friday close lands from the nearest whole dollarranking · 2026-08-09 · 10×3Preview: 10 ranked values, largest first. AAPL's final half hour on its tightest monthly expiration close since 2025series · 2026-08-09 · 30×5Preview: a 16-point series, ending lower.
What Is Maximum Drawdown? Depth vs Recovery
Same fund, five lookback windows: SPY maximum drawdown by sample length to July 31, 2026ranking · 2026-08-05 · 5×3Preview: 5 ranked values, smallest first. Completed SPY drawdowns since 2016: depth, days falling, days climbing backtable · 2026-08-05 · 8×5 SPY underwater curve: month end close against its running peak, 2016 to 2026series · 2026-08-05 · 127×2Preview: a 16-point series, roughly flat. Maximum drawdown against annualized volatility: eight large caps, five years to July 31, 2026ranking · 2026-08-05 · 8×3Preview: 8 ranked values, largest first.
How Risky Is Options Trading? The Mechanics
Weekend gaps: prior close to next open, six widely held names, August 2024 to July 2026table · 2026-08-01 · 6×5 One AAPL call through its final month: closing premium split into intrinsic value and time valueseries · 2026-08-01 · 23×5Preview: a 16-point series, roughly flat. Same AAPL call, same window: session moves for the contract and for the stockseries · 2026-08-01 · 23×3Preview: a 16-point series, ending higher. AAPL contracts trading on their own expiration day: share finishing out of the money, six monthly cyclesranking · 2026-08-01 · 6×4Preview: 6 ranked values, smallest first.
0DTE Options Strategies: How They Trade
Same-day options volume by premium paid: whole US tape, July 10, 2026ranking · 2026-07-31 · 5×4Preview: 5 ranked values, largest first. Median gamma, theta and delta by time to expiry: near-the-money US options, July 15, 2026table · 2026-07-31 · 4×5 How July 10's same-day SPY contracts finished: expired at zero vs. settled with valueranking · 2026-07-31 · 2×4Preview: 2 ranked values, smallest first. SPY intraday travel: close, high and low against the open, June 1 to July 10, 2026series · 2026-07-31 · 28×5Preview: a 16-point series, roughly flat.
The Best and Worst Thousand Dollars of June 2026
The ride, session by session: daily turnover, last price, and the thousand-dollar position's markseries · 2026-07-26 · 10×6Preview: a 10-point series, ending higher. The loss pile by root: contracts down 90%+ from first print, share of the pile, and each root's ten-baggerstable · 2026-07-26 · 6×6 The most expensive ticket to zero: the priciest contract that ended at two cents or lessscalar · 2026-07-26 · 1×510 The entry receipt: the winner's first print, its second, and every penny print of its June life (one row)scalar · 2026-07-26 · 1×110.01 The full distribution: for every jackpot, thousands of near-total losses (put/call split included)scalar · 2026-07-26 · 1×1030,951 The five biggest first-print-to-last-print multiples of June, priced from both chairs (six liquid roots, 50+ trades)table · 2026-07-26 · 5×9 Calibration: every month of 2026 computed identically, SPY and NVDA, open-to-close and rangetable · 2026-07-26 · 6×6
Root sum of squared daily moves versus the net move, SPY by month

Root sum of squared daily moves versus the net move, SPY by month

most recentas of series 12×4read in context →
Root sum of squared daily moves versus the net move, SPY by month — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
monthmonth_labelpath_move_pctnet_move_pct
2025-07Jul 20251.962.3
2025-08Aug 20253.42.09
2025-09Sep 20252.123.25
2025-10Oct 20254.082.44
2025-11Nov 20254.10.28
2025-12Dec 20252.410.19
2026-01Jan 20262.841.5
2026-02Feb 20263.580.8
2026-03Mar 20265.385.19
2026-04Apr 20263.9610.07
2026-05May 20262.925.17
2026-06Jun 20264.991.17
the exact SQL behind every number
WITH
    daily AS
    (
        SELECT
            date,
            toFloat64(any(close)) AS close_px
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date >= '2025-06-20'
          AND date <  '2026-07-01'
        GROUP BY date
    ),
    seq AS
    (
        SELECT *, row_number() OVER (ORDER BY date) AS n
        FROM daily
    ),
    steps AS
    (
        SELECT
            toStartOfMonth(b.date)      AS m,
            b.close_px / a.close_px - 1 AS ret
        FROM seq AS a
        INNER JOIN seq AS b ON b.n = a.n + 1
        WHERE b.date >= '2025-07-01'
    )
SELECT
    formatDateTime(m, '%Y-%m')             AS month,
    formatDateTime(m, '%b %Y')             AS month_label,
    round(100 * sqrt(sum(pow(ret, 2))), 2) AS path_move_pct,
    round(100 * abs(sum(ret)), 2)          AS net_move_pct
FROM steps
GROUP BY m
ORDER BY m
$