STRASMORE/EXPLORE 2,170 QUERIES

How July 10's same-day SPY contracts finished: expired at zero vs. settled with value

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-31, from 0DTE Options Strategies: How They Trade.

as of ranking 2×4read in context →
How July 10's same-day SPY contracts finished: expired at zero vs. settled with value — 2 rows by 4 columns, computed from US exchange, SIP and OPRA data.
at_the_bellstrikescontracts_mpct_of_spy_same_day_volume
Expired at zero (out of the money)1104.6857.5
Settled with value (in the money)1383.4542.5
Rows × columns
2 × 4
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for How July 10's same-day SPY contracts finished: expired at zero vs. settled with value, derived from the stored result.
ColumnTypeRangeNotes
at_the_bell text 2 distinct values
strikes number 110 to 138
contracts_m number 3.45 to 4.68 count
pct_of_spy_same_day_volume number 42.5 to 57.5 percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number
WITH (
    SELECT round(argMax(close, window_start), 2)
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-07-10 09:30:00', 'America/New_York')
      AND window_start < toDateTime('2026-07-10 16:01:00', 'America/New_York')
) AS spy_close
SELECT if(expired_at_zero, 'Expired at zero (out of the money)',
                           'Settled with value (in the money)') AS at_the_bell,
       count() AS strikes,
       round(sum(vol) / 1e6, 2) AS contracts_m,
       round(100.0 * sum(vol) / sum(sum(vol)) OVER (), 1) AS pct_of_spy_same_day_volume
FROM (
    SELECT substring(ticker, length(ticker) - 8, 1) AS opt_type,
           toFloat64(substring(ticker, length(ticker) - 7, 8)) / 1000 AS strike,
           (opt_type = 'C' AND strike > spy_close) OR (opt_type = 'P' AND strike < spy_close) AS expired_at_zero,
           sum(toFloat64(volume)) AS vol
    FROM global_markets.options_minute_aggs
    WHERE window_start >= toDateTime('2026-07-10 08:00:00')
      AND window_start < toDateTime('2026-07-11 04:00:00')
      AND startsWith(ticker, 'O:SPY260710')
    GROUP BY ticker, opt_type, strike, expired_at_zero
)
GROUP BY expired_at_zero
ORDER BY expired_at_zero DESC

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysis0DTE Options Strategies: How They Trade
Same-day options volume by premium paid: whole US tape, July 10, 2026 ranking 5×4 SPY intraday travel: close, high and low against the open, June 1 to July 10, 2026 series 28×5 Median gamma, theta and delta by time to expiry: near-the-money US options, July 15, 2026 table 4×5 How far the Friday close lands from the nearest whole dollar ranking 10×3 AAPL's final half hour on its tightest monthly expiration close since 2025 series 30×5 A 15% cap and 9% buffer, seen from three entry points ranking 21×4 See all 2,170 queries →