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The prices behind the arithmetic: Thursday's close, the strike, Friday's open and close

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 2026-08-03, from AM vs PM Settled Index Options Explained.

as of series 29×6read in context →
The prices behind the arithmetic: Thursday's close, the strike, Friday's open and close — 29 rows by 6 columns, computed from US exchange, SIP and OPRA data.
expiration_dateexpiry_labelthursday_closestrike_usdfriday_openfriday_close
2024-01-19Jan 19, 2024476.46476477.65482.42
2024-02-16Feb 16, 2024501.95502501.7499.49
2024-03-15Mar 15, 2024514.95515510.21509.74
2024-04-19Apr 19, 2024499.48499499.44495.1
2024-05-17May 17, 2024528.66529528.81529.43
2024-06-21Jun 21, 2024546.95547544.4544.12
2024-07-19Jul 19, 2024552.66553552.42548.93
2024-08-16Aug 16, 2024553.07553551.42554.21
2024-09-20Sep 20, 2024570.92571567.84568.1
2024-10-18Oct 18, 2024582.28582584.07584.57
2024-11-15Nov 15, 2024593.37593589.72585.7
2024-12-20Dec 20, 2024586.12586581.77590.87
2025-01-17Jan 17, 2025591.7592596.96597.57
2025-02-21Feb 21, 2025610.39610610.16600
2025-03-21Mar 21, 2025565.68566559.28564.19
2025-05-16May 16, 2025590.41590591.25594.29
2025-06-20Jun 20, 2025597.46597598.38594.23
2025-07-18Jul 18, 2025627.98628629.3627.58
2025-08-15Aug 15, 2025644.94645645.99643.44
2025-09-19Sep 19, 2025662.28662662.33663.64
2025-10-17Oct 17, 2025660.65661659.5664.32
2025-11-21Nov 21, 2025652.53653655.05659.06
2025-12-19Dec 19, 2025676.48676676.59680.59
2026-01-16Jan 16, 2026692.18692693.66691.58
2026-02-20Feb 20, 2026684.52685682.32689.36
2026-03-20Mar 20, 2026659.74660656.51648.54
2026-04-17Apr 17, 2026701.55702706.14710.04
2026-05-15May 15, 2026748.15748741.79739.09
2026-07-17Jul 17, 2026750.76751742.08743.2
Rows × columns
29 × 6
Period covered
to
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 The prices behind the arithmetic: Thursday's close, the strike, Friday's open and close, derived from the stored result.
ColumnTypeRangeNotes
expiration_date date 2024-01-19 to 2026-07-17
expiry_label text 29 distinct values (Apr 17, 2026, Apr 19, 2024, Aug 15, 2025…)
thursday_close number 476.46 to 750.76 US dollars
strike_usd number 476 to 751 US dollars
friday_open number 477.65 to 742.08 US dollars
friday_close number 482.42 to 743.2 US dollars

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 sessions AS (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
           toFloat64(argMin(open, window_start)) AS first_print,
           toFloat64(argMax(close, window_start)) AS last_print
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND toDate(toTimeZone(window_start, 'America/New_York')) BETWEEN toDate('2023-12-01') AND toDate('2026-07-31')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY session_date
),
sequenced AS (
    SELECT session_date,
           first_print,
           last_print,
           any(last_print) OVER (ORDER BY session_date ASC
                                 ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prior_close
    FROM sessions
)
SELECT session_date AS expiration_date,
       formatDateTime(session_date, '%b %e, %Y') AS expiry_label,
       round(prior_close, 2) AS thursday_close,
       round(prior_close, 0) AS strike_usd,
       round(first_print, 2) AS friday_open,
       round(last_print, 2) AS friday_close
FROM sequenced
WHERE prior_close > 0
  AND session_date >= toDate('2024-01-01')
  AND toDayOfWeek(session_date) = 5
  AND toDayOfMonth(session_date) BETWEEN 15 AND 21
ORDER BY expiration_date

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