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.
| expiration_date | expiry_label | thursday_close | strike_usd | friday_open | friday_close |
|---|---|---|---|---|---|
| 2024-01-19 | Jan 19, 2024 | 476.46 | 476 | 477.65 | 482.42 |
| 2024-02-16 | Feb 16, 2024 | 501.95 | 502 | 501.7 | 499.49 |
| 2024-03-15 | Mar 15, 2024 | 514.95 | 515 | 510.21 | 509.74 |
| 2024-04-19 | Apr 19, 2024 | 499.48 | 499 | 499.44 | 495.1 |
| 2024-05-17 | May 17, 2024 | 528.66 | 529 | 528.81 | 529.43 |
| 2024-06-21 | Jun 21, 2024 | 546.95 | 547 | 544.4 | 544.12 |
| 2024-07-19 | Jul 19, 2024 | 552.66 | 553 | 552.42 | 548.93 |
| 2024-08-16 | Aug 16, 2024 | 553.07 | 553 | 551.42 | 554.21 |
| 2024-09-20 | Sep 20, 2024 | 570.92 | 571 | 567.84 | 568.1 |
| 2024-10-18 | Oct 18, 2024 | 582.28 | 582 | 584.07 | 584.57 |
| 2024-11-15 | Nov 15, 2024 | 593.37 | 593 | 589.72 | 585.7 |
| 2024-12-20 | Dec 20, 2024 | 586.12 | 586 | 581.77 | 590.87 |
| 2025-01-17 | Jan 17, 2025 | 591.7 | 592 | 596.96 | 597.57 |
| 2025-02-21 | Feb 21, 2025 | 610.39 | 610 | 610.16 | 600 |
| 2025-03-21 | Mar 21, 2025 | 565.68 | 566 | 559.28 | 564.19 |
| 2025-05-16 | May 16, 2025 | 590.41 | 590 | 591.25 | 594.29 |
| 2025-06-20 | Jun 20, 2025 | 597.46 | 597 | 598.38 | 594.23 |
| 2025-07-18 | Jul 18, 2025 | 627.98 | 628 | 629.3 | 627.58 |
| 2025-08-15 | Aug 15, 2025 | 644.94 | 645 | 645.99 | 643.44 |
| 2025-09-19 | Sep 19, 2025 | 662.28 | 662 | 662.33 | 663.64 |
| 2025-10-17 | Oct 17, 2025 | 660.65 | 661 | 659.5 | 664.32 |
| 2025-11-21 | Nov 21, 2025 | 652.53 | 653 | 655.05 | 659.06 |
| 2025-12-19 | Dec 19, 2025 | 676.48 | 676 | 676.59 | 680.59 |
| 2026-01-16 | Jan 16, 2026 | 692.18 | 692 | 693.66 | 691.58 |
| 2026-02-20 | Feb 20, 2026 | 684.52 | 685 | 682.32 | 689.36 |
| 2026-03-20 | Mar 20, 2026 | 659.74 | 660 | 656.51 | 648.54 |
| 2026-04-17 | Apr 17, 2026 | 701.55 | 702 | 706.14 | 710.04 |
| 2026-05-15 | May 15, 2026 | 748.15 | 748 | 741.79 | 739.09 |
| 2026-07-17 | Jul 17, 2026 | 750.76 | 751 | 742.08 | 743.2 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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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