STRASMORE/EXPLORE 2,401 QUERIES

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

as of series 10×4read in context →
front_ladder — 10 rows by 4 columns, computed from US exchange, SIP and OPRA data.
expiry_dateexpiry_labelas_of_labelcontracts_k
2026-09-18Fri Sep 18Sep 17, 20262338.3
2026-09-21Mon Sep 21Sep 17, 2026250.6
2026-09-22Tue Sep 22Sep 17, 2026108.2
2026-09-23Wed Sep 23Sep 17, 202654.5
2026-09-24Thu Sep 24Sep 17, 202664.5
2026-09-25Fri Sep 25Sep 17, 2026274
2026-09-28Mon Sep 28Sep 17, 202652.4
2026-09-29Tue Sep 29Sep 17, 202611.3
2026-09-30Wed Sep 30Sep 17, 2026223.2
2026-10-01Thu Oct 1Sep 17, 20267.6
Rows × columns
10 × 4
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 front_ladder, derived from the stored result.
ColumnTypeRangeNotes
expiry_date date 2026-09-18 to 2026-10-01
expiry_label text 10 distinct values (Fri Sep 18, Fri Sep 25, Mon Sep 21…)
as_of_label text 1 distinct value (Sep 17, 2026)
contracts_k number 7.6 to 2,338.3 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.

the exact SQL behind every number 
SELECT
    toString(expiration_date)                                                                          AS expiry_date,
    concat(formatDateTime(expiration_date, '%a %b'), ' ', toString(toDayOfMonth(expiration_date)))     AS expiry_label,
    concat(formatDateTime(any(date), '%b'), ' ', toString(toDayOfMonth(any(date))), ', ', toString(toYear(any(date)))) AS as_of_label,
    round(toFloat64(sum(volume)) / 1000, 1)                                                            AS contracts_k
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND date = (SELECT max(date) FROM global_markets.options_greeks WHERE underlying_symbol = 'SPY')
  AND expiration_date <= date + 14
GROUP BY expiration_date
ORDER BY expiration_date

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