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?.
| expiry_date | expiry_label | weekday | symbol | contract_volume_k |
|---|---|---|---|---|
| 2026-09-02 | Sep 2 | Wed | SPY | 1378.5 |
| 2026-09-03 | Sep 3 | Thu | SPY | 1215.3 |
| 2026-09-04 | Sep 4 | Fri | SPY | 2490.5 |
| 2026-09-08 | Sep 8 | Tue | SPY | 1600.2 |
| 2026-09-09 | Sep 9 | Wed | SPY | 1717.2 |
| 2026-09-10 | Sep 10 | Thu | SPY | 1655 |
| 2026-09-11 | Sep 11 | Fri | SPY | 3521.3 |
| 2026-09-14 | Sep 14 | Mon | SPY | 1674.6 |
| 2026-09-15 | Sep 15 | Tue | SPY | 1967.3 |
| 2026-09-16 | Sep 16 | Wed | SPY | 1406.5 |
| 2026-09-17 | Sep 17 | Thu | SPY | 1925.6 |
| 2026-09-18 | Sep 18 | Fri | SPY | 8648.4 |
| 2026-09-21 | Sep 21 | Mon | SPY | 1808.2 |
| 2026-09-22 | Sep 22 | Tue | SPY | 2109.2 |
| 2026-09-23 | Sep 23 | Wed | SPY | 2052 |
| 2026-09-24 | Sep 24 | Thu | SPY | 1828.4 |
| 2026-09-25 | Sep 25 | Fri | SPY | 5352.7 |
| 2026-09-28 | Sep 28 | Mon | SPY | 2308.3 |
| 2026-09-29 | Sep 29 | Tue | SPY | 2018.1 |
| 2026-09-30 | Sep 30 | Wed | SPY | 5981.2 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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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