STRASMORE/EXPLORE 2,401 QUERIES

dte_share

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 2026-09-19, from euro-stoxx-50-daily-options.

as of ranking 5×2read in context →
dte_share — 5 rows by 2 columns, computed from US exchange, SIP and OPRA data.
bucketvolume_share_pct
1 day32.5
2 to 5 days25.9
6 to 14 days17.9
15 to 45 days15.1
Over 45 days8.6
Rows × columns
5 × 2
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 dte_share, derived from the stored result.
ColumnTypeRangeNotes
bucket text 5 distinct values (1 day, 15 to 45 days, 2 to 5 days…)
volume_share_pct number 8.6 to 32.5 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.

the exact SQL behind every number 
SELECT
    multiIf(days_to_expiry = 0,   'Same day (0DTE)',
            days_to_expiry = 1,   '1 day',
            days_to_expiry <= 5,  '2 to 5 days',
            days_to_expiry <= 14, '6 to 14 days',
            days_to_expiry <= 45, '15 to 45 days',
                                  'Over 45 days')                   AS bucket,
    round(100 * toFloat64(sum(volume))
              / toFloat64((SELECT sum(volume)
                           FROM global_markets.options_greeks
                           WHERE underlying_symbol = 'SPY'
                             AND date >= today() - 45
                             AND date <  today() - 1)), 1)           AS volume_share_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND date >= today() - 45
  AND date <  today() - 1
GROUP BY bucket
ORDER BY min(days_to_expiry)

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