Which stocks get daily options? See SPY, QQQ roots

Plenty tickers dey list new options expiration every single trading day: SPY, QQQ, IWM, plus di cash-settled index roots wey dey behind di S&P 500, Nasdaq-100, and Russell 2000. Most stocks no dey do am. Di ordinary single name dey carry weekly Friday contracts and one monthly third-Friday date, with nothing in between. Dis page dey rank tickers by how many separate expiration dates dem dey carry over di coming weeks, e dey walk di SPY calendar one day at a time, and e dey show di Monday-Wednesday-Friday pattern wey di daily names grow out from. Every number wey dey below na live read from di options tape.

Which stocks get daily options?

Di option roots wey dey carry di most separate expiration dates over di next six weeks, measured from di most recent week of di options tape:

SELECT root,
       uniqExact(expiry) AS upcoming_expirations,
       round(sum(vol) / 1e6, 2) AS contracts_mm
FROM (
    SELECT substring(ticker, 3, length(ticker) - 17) AS root,
           toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) AS expiry,
           toFloat64(volume) AS vol
    FROM global_markets.options_minute_aggs
    WHERE window_start >= now() - INTERVAL 8 DAY
)
WHERE expiry >= today() - 3
  AND expiry <= today() + INTERVAL 40 DAY
  AND root != 'SPCX'
GROUP BY root
HAVING upcoming_expirations >= 8
ORDER BY upcoming_expirations DESC, contracts_mm DESC, root
LIMIT 20

SPXW dey lead with 29 distinct upcoming expiration dates, e dey close to one for every trading day inside di window. Every root wey dey above di single stocks na either cash-settled index root or one of di three broad-market ETFs. Di single stocks dey sit lower for di list, each one dey top out near 11 upcoming dates against di 29 wey dey for di top of di table. Di full list dey run 20 roots deep at eight or more upcoming expirations. Di takeaway na structural: contract wey dey expire on every trading day na index-and-ETF feature, and no ordinary company stock get am.

Daily expirations dey exist where di demand heavy pass, and almost all of dat demand na same-day. Daily-expiring contract na wetin dey let trader open and close position inside single session, di core of di 0DTE options boom. To list new expiration every day only make sense on di products wey dey draw dat flow: di S&P 500 in ETF and index form, di Nasdaq-100, di Russell 2000, and small set of di very largest single names.

SPY dey list new expiration every trading day

Zoom into one name. Na every SPY expiration date wey di tape show across two-week span, with im weekday and di volume wey dem trade against each one:

SELECT toString(expiry) AS expiry_date,
       formatDateTime(expiry, '%b %e') AS expiry_label,
       dateName('weekday', expiry) AS weekday,
       round(sum(vol) / 1e6, 2) AS contracts_mm
FROM (
    SELECT toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) AS expiry,
           toFloat64(volume) AS vol
    FROM global_markets.options_minute_aggs
    WHERE window_start >= now() - INTERVAL 8 DAY
      AND ticker LIKE 'O:SPY2%'
)
WHERE expiry >= today() - 3 AND expiry <= today() + INTERVAL 12 DAY
GROUP BY expiry
ORDER BY expiry

From Jul 15 reach Jul 30, SPY carry expiration on all 12 trading days wey dem show, Monday reach Friday, one date after another with no gaps. Di volume dey cluster for di nearest dates, where same-day traders dey concentrate, and e dey thin out as di calendar dey run forward. Dat forward thinning na di reason SPY count 16 distinct dates over six weeks for di first table instead of roughly thirty: di exchanges dey list SPY im daily expirations only couple of weeks out, and past dat di calendar dey drop back to weekly Fridays. Di index root SPXW dey list im dailies further into di future, and im count dey run higher.

My stock get daily options?

Six household tickers, dem count am di same way over di same six-week window:

SELECT root,
       uniqExact(expiry) AS upcoming_expirations,
       round(sum(vol) / 1e6, 2) AS contracts_mm
FROM (
    SELECT substring(ticker, 3, length(ticker) - 17) AS root,
           toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) AS expiry,
           toFloat64(volume) AS vol
    FROM global_markets.options_minute_aggs
    WHERE window_start >= now() - INTERVAL 8 DAY
      AND (ticker LIKE 'O:SPY2%' OR ticker LIKE 'O:QQQ2%' OR ticker LIKE 'O:AAPL2%'
           OR ticker LIKE 'O:NVDA2%' OR ticker LIKE 'O:KO2%' OR ticker LIKE 'O:XOM2%')
)
WHERE expiry >= today() - 3
  AND expiry <= today() + INTERVAL 40 DAY
  AND root IN ('SPY', 'QQQ', 'AAPL', 'NVDA', 'KO', 'XOM')
GROUP BY root
ORDER BY upcoming_expirations DESC, contracts_mm DESC, root

SPY and QQQ dey carry 16 upcoming expiration dates each. Di busiest single stocks, NVDA and AAPL, dey carry 11 apiece: weekly Fridays plus few extra listings wey di exchanges dey add for di most active names. XOM and KO dey carry 6, weekly Friday and di monthly third-Friday date and small thing remain. For di vast majority of stocks di answer dey sit for dat last group. Megacap like NVDA dey get weekly Fridays, no be contract every afternoon, and slower name fit carry only di monthly. Daily options dey reserved for di index products and di handful of ETFs with di deepest same-day flow.

Monday, Wednesday, Friday: di expiration weekdays

Sort di same forward window by weekday instead of by ticker. Di count na how many distinct option roots dey carry expiration on each weekday:

SELECT weekday,
       uniqExact(root) AS roots_with_expiry,
       round(sum(vol) / 1e6, 1) AS contracts_mm
FROM (
    SELECT substring(ticker, 3, length(ticker) - 17) AS root,
           toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) AS expiry,
           multiIf(toDayOfWeek(toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6)))) = 1, '1 Monday',
                   toDayOfWeek(toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6)))) = 2, '2 Tuesday',
                   toDayOfWeek(toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6)))) = 3, '3 Wednesday',
                   toDayOfWeek(toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6)))) = 4, '4 Thursday',
                   '5 Friday') AS weekday,
           toFloat64(volume) AS vol
    FROM global_markets.options_minute_aggs
    WHERE window_start >= now() - INTERVAL 8 DAY
)
WHERE expiry >= today() - 3 AND expiry <= today() + INTERVAL 30 DAY
GROUP BY weekday
ORDER BY weekday

Friday na universal: 4773 roots dey carry Friday-dated expiration for di window, essentially every optionable name for US. Di midweek days belong to small club. 35 roots dey carry Wednesday date and 29 Monday, against 11 on Tuesday and 12 on Thursday. Monday and Wednesday dey outnumber Tuesday and Thursday, na fossil of listing history: when di exchanges first push SPY and di big index products past weekly Fridays, dem add Monday and Wednesday expirations, den fill in Tuesday and Thursday to complete di daily schedule. Name wey show Monday/Wednesday/Friday pattern and no more na one wey reach partway into daily schedule without finishing am.

Wetin daily options mean for 0DTE

Daily expirations na wetin dey turn 0DTE trade into everyday event instead of Friday-only one. On any given session, SPY, QQQ, IWM, and di index roots each get contract wey dey expire dat same afternoon: zero-days-to-expiration position dey always on di board for dose names. For di rest of di market 0DTE trade only dey possible on di weekly Friday, di one day wey di whole options universe dey expire together. If you want di mechanics of settlement, exercise, and how holiday dey shift expiration, di full expiration calendar dey cover di monthly cycle and triple witching as well.

Daily options FAQ

Which stocks get daily options?

No individual company stock get options wey dey expire every trading day. Daily expirations dey exist for di largest ETFs (SPY, QQQ, and IWM) and for di cash-settled index roots behind di S&P 500, Nasdaq-100, and Russell 2000. Every other optionable name dey top out at weekly Friday contracts plus di monthly third-Friday date. For di current window di top root carry 29 distinct upcoming expiration dates while di busiest single stocks carry around 11.

Every stock get weekly options?

No. Weekly Friday options dey listed only where demand dey enough, wey cover most large and mid-cap names but no be every stock. Smaller and thinly traded companies fit carry only di monthly third-Friday contract. Even so, Friday remain near-universal: Friday-dated contracts appear on 4773 separate option roots for di window wey dem measure here.

Wetin be di difference between SPY and SPX daily options?

Both dey track di S&P 500 and both dey offer daily expirations. SPY options dey on di ETF, American-style, and dem dey settle into shares. SPX options and im weekly root SPXW na cash-settled against di index level and European-style, so dem no fit dey exercised early. SPY im contract na roughly one-tenth di notional size of SPX. Di expiration guide dey walk through di settlement mechanics for each one.

Why some stocks only get Monday, Wednesday, and Friday expirations?

Monday and Wednesday na di first non-Friday expirations wey di exchanges add to di top ETFs and index products, before Tuesday and Thursday fill in di rest of di week. Name wey dey show only Monday/Wednesday/Friday pattern reach partway into daily schedule without completing am. For di current window 29 roots carry Monday date and 35 Wednesday, against far fewer on Tuesday and Thursday.

Every panel here na stored, versioned query over di live options tape. Expand di SQL beneath any panel, or check ticker im expiration calendar yourself on di Strasmore terminal.