quarterly_expiry
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 2026-09-23, from dax-futures-fdax-fdxm-fdxs.
| expiry_date | expiry_volume_millions | trailing_20d_volume_millions | expiry_ratio | expiry_label |
|---|---|---|---|---|
| 2023-03-17 | 3.09 | 2.76 | 1.12 | Mar 17, 2023 |
| 2023-06-16 | 2.06 | 2.14 | 0.96 | Jun 16, 2023 |
| 2023-09-15 | 1.49 | 2.11 | 0.71 | Sep 15, 2023 |
| 2023-12-15 | 2.05 | 1.41 | 1.45 | Dec 15, 2023 |
| 2024-03-15 | 1.17 | 1.48 | 0.79 | Mar 15, 2024 |
| 2024-06-21 | 1.22 | 1.14 | 1.07 | Jun 21, 2024 |
| 2024-09-20 | 0.4 | 0.47 | 0.84 | Sep 20, 2024 |
| 2024-12-20 | 0.48 | 0.88 | 0.54 | Dec 20, 2024 |
| 2025-03-21 | 3.29 | 3.67 | 0.9 | Mar 21, 2025 |
| 2025-06-20 | 2.33 | 3.29 | 0.71 | Jun 20, 2025 |
| 2025-09-19 | 2.93 | 2.49 | 1.17 | Sep 19, 2025 |
| 2025-12-19 | 1.75 | 1.98 | 0.89 | Dec 19, 2025 |
| 2026-03-20 | 4.93 | 2.69 | 1.83 | Mar 20, 2026 |
| 2026-09-18 | 1.84 | 0.97 | 1.89 | Sep 18, 2026 |
- Rows × columns
- 14 × 5
- 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 |
|---|---|---|---|
expiry_date |
date | 2023-03-17 to 2026-09-18 | |
expiry_volume_millions |
number | 0.4 to 4.93 | count |
trailing_20d_volume_millions |
number | 0.47 to 3.67 | count |
expiry_ratio |
number | 0.54 to 1.89 | ratio or rate |
expiry_label |
text | 14 distinct values (Dec 15, 2023, Dec 19, 2025, Dec 20, 2024…) |
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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH daily AS
(
SELECT
date,
max(toFloat64(volume)) AS vol
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'EWG'
AND date >= '2023-01-01'
AND date < '2026-09-19'
GROUP BY date
),
with_avg AS
(
SELECT
date,
vol,
avg(vol) OVER (ORDER BY date ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS trailing_avg
FROM daily
)
SELECT
toString(date) AS expiry_date,
round(vol / 1e6, 2) AS expiry_volume_millions,
round(trailing_avg / 1e6, 2) AS trailing_20d_volume_millions,
round(vol / trailing_avg, 2) AS expiry_ratio,
formatDateTime(date, '%b %e, %Y') AS expiry_label
FROM with_avg
WHERE toMonth(date) IN (3, 6, 9, 12)
AND toDayOfWeek(date) = 5
AND toDayOfMonth(date) BETWEEN 15 AND 21
ORDER BY date
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