expiry_ladder
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 2026-09-22, from eurex-option-codes-odax-odap-oesx.
| expiry_bucket | contracts_traded | share_pct |
|---|---|---|
| 1 | 2310803 | 50.4 |
| 5 | 379342 | 8.3 |
| 6 | 128420 | 2.8 |
| 7 | 106366 | 2.3 |
| 8 or more | 1658342 | 36.2 |
- Rows × columns
- 5 × 3
- 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_bucket |
text | 5 distinct values (1, 5, 6…) | |
contracts_traded |
number | 106,366 to 2,310,803 | count |
share_pct |
number | 2.3 to 50.4 | percent |
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 spy AS
(
SELECT
days_to_expiry,
volume
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND date = '2026-06-17'
AND volume > 0
AND days_to_expiry >= 0
)
SELECT
if(days_to_expiry >= 8, '8 or more', toString(days_to_expiry)) AS expiry_bucket,
sum(volume) AS contracts_traded,
round(100 * sum(volume) / (SELECT sum(volume) FROM spy), 1) AS share_pct
FROM spy
GROUP BY expiry_bucket
ORDER BY min(days_to_expiry)