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

Futures Tick Size and Tick Value Explained
Worked P&L examples: ticks moved x tick value x contracts (hypothetical)table · 2026-09-16 · 7×5 Outright tick size and tick value per contract, CME specifications, September 2026ranking · 2026-09-16 · 10×4Preview: 10 ranked values, smallest first. Calendar spread tick versus outright tick, dollars per contract, CME specifications, September 2026ranking · 2026-09-16 · 10×4Preview: 10 ranked values, smallest first.
Half-Penny Tick Sizes Under Rule 612
Average quoted spread and time on the penny floor, pinned sessionranking · 2026-08-13 · 8×3Preview: 8 ranked values, smallest first. Share of the session spent at each quoted spread, three namesranking · 2026-08-13 · 5×4Preview: 5 ranked values, largest first. Share of each 15 minute bucket spent at a one cent quoted spreadseries · 2026-08-13 · 30×3Preview: a 16-point series, ending higher. What one cent is worth, as a share of the closing priceranking · 2026-08-13 · 8×3Preview: 8 ranked values, largest first.
The Sub-Penny Rule and Price Improvement
What one cent is worth, by share price bandranking · 2026-08-07 · 8×3Preview: 8 ranked values, smallest first. The penny tick and the quoted gap, in basis pointstable · 2026-08-07 · 7×5 Share of prints that landed on a sub-penny priceranking · 2026-08-07 · 7×3Preview: 7 ranked values, largest first. AAPL sub-penny print rate by trade size, 17 June 2026ranking · 2026-08-07 · 5×3Preview: 5 ranked values, largest first.
Worked P&L examples: ticks moved x tick value x contracts (hypothetical)

Worked P&L examples: ticks moved x tick value x contracts (hypothetical)

most recentas of table 7×5read in context →
Worked P&L examples: ticks moved x tick value x contracts (hypothetical) — 7 rows by 5 columns, computed from US exchange, SIP and OPRA data.
exampleticks_movedtick_value_usdcontractspnl_usd
ES up 4.50 points, 1 contract1812.51225
ES up 4.50 points, 3 contracts1812.53675
MES up 4.50 points, 1 contract181.25122.5
CL down 0.85 per barrel, long 1 contract-85101-850
MCL down 0.85 per barrel, long 1 contract-8511-85
ZN up 8/32 (110-16 to 110-24), 1 contract1615.6251250
ZB down 12/32 (118-00 to 117-20), long 1 contract-1231.251-375
the exact SQL behind every number 
SELECT
    example,
    ticks_moved,
    tick_value_usd,
    contracts,
    ticks_moved * tick_value_usd * contracts AS pnl_usd
FROM
(
    SELECT 1 AS id, 'ES up 4.50 points, 1 contract' AS example, 18 AS ticks_moved, 12.50 AS tick_value_usd, 1 AS contracts
    UNION ALL SELECT 2, 'ES up 4.50 points, 3 contracts', 18, 12.50, 3
    UNION ALL SELECT 3, 'MES up 4.50 points, 1 contract', 18, 1.25, 1
    UNION ALL SELECT 4, 'CL down 0.85 per barrel, long 1 contract', -85, 10.00, 1
    UNION ALL SELECT 5, 'MCL down 0.85 per barrel, long 1 contract', -85, 1.00, 1
    UNION ALL SELECT 6, 'ZN up 8/32 (110-16 to 110-24), 1 contract', 16, 15.625, 1
    UNION ALL SELECT 7, 'ZB down 12/32 (118-00 to 117-20), long 1 contract', -12, 31.25, 1
) AS examples
ORDER BY id
More from this analysisFutures Tick Size and Tick Value Explained
Outright tick size and tick value per contract, CME specifications, September 2026 ranking 10×4 → Calendar spread tick versus outright tick, dollars per contract, CME specifications, September 2026 ranking 10×4 → SPY volume on each quarterly expiry Friday against its prior 20 sessions series 13×3 → Average daily range by index family, trailing six months ranking 4×3 → See all 3,256 queries →
$