strategies — 4 answered market questions

Same-day options volume by premium paid: whole US tape, July 10, 2026

most recentas of 2026-07-31 ranking 5×4read in context →

Same-day options volume by premium paid: whole US tape, July 10, 2026 — 5 rows by 4 columns, computed 2026-07-31 from US exchange, SIP and OPRA data.
premium_paid	contracts_m	pct_of_contracts	pct_of_premium_dollars
Under $0.10	6.69	21.1	0.5
$0.10 to $0.50	9.32	29.4	4.3
$0.50 to $2	10.66	33.6	19.2
$2 to $10	4.07	12.8	29
$10 and up	0.99	3.1	47

the exact SQL behind every number

SELECT multiIf(price < 0.10, 'Under $0.10',
               price < 0.50, '$0.10 to $0.50',
               price < 2, '$0.50 to $2',
               price < 10, '$2 to $10',
               '$10 and up') AS premium_paid,
       round(sum(size) / 1e6, 2) AS contracts_m,
       round(100.0 * sum(size) / sum(sum(size)) OVER (), 1) AS pct_of_contracts,
       round(100.0 * sum(price * size) / sum(sum(price * size)) OVER (), 1) AS pct_of_premium_dollars
FROM global_markets.options_trades
WHERE sip_timestamp >= toDateTime64('2026-07-10 13:30:00', 9)
  AND sip_timestamp < toDateTime64('2026-07-10 20:00:00', 9)
  AND substring(ticker, length(ticker) - 14, 6) = '260710'
GROUP BY premium_paid
ORDER BY min(price)

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