STRASMORE/EXPLORE 3,022 QUERIES

Every dated expiration for the leading screened fund (September 2026)

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 2026-10-04, from Which ETFs Have 0DTE Options?.

as of series 20×5read in context →
Every dated expiration for the leading screened fund (September 2026) — 20 rows by 5 columns, computed from US exchange, SIP and OPRA data.
expiry_dateexpiry_labelweekdaysymbolcontract_volume_k
2026-09-02Sep 2WedSPY1378.5
2026-09-03Sep 3ThuSPY1215.3
2026-09-04Sep 4FriSPY2490.5
2026-09-08Sep 8TueSPY1600.2
2026-09-09Sep 9WedSPY1717.2
2026-09-10Sep 10ThuSPY1655
2026-09-11Sep 11FriSPY3521.3
2026-09-14Sep 14MonSPY1674.6
2026-09-15Sep 15TueSPY1967.3
2026-09-16Sep 16WedSPY1406.5
2026-09-17Sep 17ThuSPY1925.6
2026-09-18Sep 18FriSPY8648.4
2026-09-21Sep 21MonSPY1808.2
2026-09-22Sep 22TueSPY2109.2
2026-09-23Sep 23WedSPY2052
2026-09-24Sep 24ThuSPY1828.4
2026-09-25Sep 25FriSPY5352.7
2026-09-28Sep 28MonSPY2308.3
2026-09-29Sep 29TueSPY2018.1
2026-09-30Sep 30WedSPY5981.2
Rows × columns
20 × 5
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 Every dated expiration for the leading screened fund (September 2026), derived from the stored result.
ColumnTypeRangeNotes
expiry_date date 2026-09-02 to 2026-09-30
expiry_label text 20 distinct values (Sep 10, Sep 11, Sep 14…)
weekday text 5 distinct values (Fri, Mon, Thu…)
symbol text 1 distinct value (SPY)
contract_volume_k number 1,215.3 to 8,648.4 count

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 dated AS
(
    SELECT
        underlying_symbol,
        expiration_date,
        sum(volume) AS contracts
    FROM global_markets.options_greeks
    WHERE date BETWEEN '2026-09-01' AND '2026-09-30'
      AND expiration_date BETWEEN '2026-09-01' AND '2026-09-30'
      AND toDayOfWeek(expiration_date) <= 5
      AND volume > 0
      AND underlying_symbol IN ('SPY','QQQ','IWM','DIA','VOO','IVV','VTI','RSP','MDY',
                                'EEM','EFA','FXI','EWZ','EWJ','KWEB','INDA',
                                'GLD','SLV','GDX','USO','UNG',
                                'TLT','IEF','LQD','HYG',
                                'XLF','XLE','XLK','XLV','XLU','XLI','XLP','XLY','XLB','XRT','KRE',
                                'SMH','XBI','ARKK','IBIT','TQQQ','SQQQ','SOXL','VXX','UVXY')
      AND underlying_symbol NOT IN ('SPCX')
    GROUP BY underlying_symbol, expiration_date
),
leader AS
(
    SELECT
        underlying_symbol,
        uniqExact(toDayOfWeek(expiration_date)) AS weekdays_covered,
        sum(contracts)                          AS contracts
    FROM dated
    GROUP BY underlying_symbol
    ORDER BY weekdays_covered DESC, contracts DESC, underlying_symbol
    LIMIT 1
)
SELECT
    toString(expiration_date)                AS expiry_date,
    formatDateTime(expiration_date, '%b %e') AS expiry_label,
    formatDateTime(expiration_date, '%a')    AS weekday,
    any(underlying_symbol)                   AS symbol,
    round(sum(contracts) / 1000, 1)          AS contract_volume_k
FROM dated
WHERE underlying_symbol IN (SELECT underlying_symbol FROM leader)
GROUP BY expiration_date
ORDER BY expiration_date
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