Distinct SPY expiration dates traded each week
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 2026-09-27, from Does an Expired Option Count as a Day Trade?.
| week | week_label | expirations_traded |
|---|---|---|
| 2026-06-01 | Jun 1 | 39 |
| 2026-06-08 | Jun 8 | 38 |
| 2026-06-15 | Jun 15 | 35 |
| 2026-06-22 | Jun 22 | 36 |
| 2026-06-29 | Jun 29 | 37 |
| 2026-07-06 | Jul 6 | 38 |
| 2026-07-13 | Jul 13 | 37 |
| 2026-07-20 | Jul 20 | 37 |
| 2026-07-27 | Jul 27 | 38 |
| 2026-08-03 | Aug 3 | 38 |
| 2026-08-10 | Aug 10 | 38 |
| 2026-08-17 | Aug 17 | 36 |
| 2026-08-24 | Aug 24 | 35 |
- Rows × columns
- 13 × 3
- 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 |
|---|---|---|---|
week |
date | 2026-06-01 to 2026-08-24 | |
week_label |
text | 13 distinct values (Aug 10, Aug 17, Aug 24…) | |
expirations_traded |
number | 35 to 39 |
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.
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SELECT
toMonday(date) AS week,
formatDateTime(toMonday(date), '%b %e') AS week_label,
countDistinct(expiration_date) AS expirations_traded
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND volume > 0
AND date >= '2026-06-01'
AND date < '2026-08-31'
GROUP BY week
ORDER BY week
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