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Average daily options volume: Section 1256 names against equity options
Average daily options volume: Section 1256 names against equity options
| symbol | tax_treatment | avg_daily_contracts_k |
|---|---|---|
| SPY | Ordinary equity option | 3660 |
| QQQ | Ordinary equity option | 2328.7 |
| IWM | Ordinary equity option | 919.6 |
| AAPL | Ordinary equity option | 885.8 |
the exact SQL behind every number
SELECT
replaceOne(underlying_symbol, 'I:', '') AS symbol,
if(symbol IN ('SPX', 'XSP', 'NDX', 'RUT', 'VIX'),
'Section 1256 (60/40)',
'Ordinary equity option') AS tax_treatment,
round(sum(volume) / countDistinct(date) / 1000, 1) AS avg_daily_contracts_k
FROM global_markets.options_greeks
WHERE date >= today() - 90
AND symbol IN ('SPX', 'XSP', 'NDX', 'RUT', 'VIX', 'SPY', 'QQQ', 'IWM', 'AAPL')
AND volume > 0
GROUP BY symbol
ORDER BY avg_daily_contracts_k DESC
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