{"slug":"how-to-read-a-futures-symbol","qid":"roll_window","label":"Volume around one quarterly expiry: SPY June 19 vs September 18, 2026","post_title":"How to Read a Futures Symbol (ESZ6, CLF27)","post_url":"/blog/how-to-read-a-futures-symbol#q-roll_window","columns":["session_date","jun_19_expiry_millions","sep_18_expiry_millions"],"rows":[{"session_date":"2026-05-15","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.05},{"session_date":"2026-05-18","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-05-19","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.06},{"session_date":"2026-05-20","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.02},{"session_date":"2026-05-21","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.02},{"session_date":"2026-05-22","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-05-26","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.03},{"session_date":"2026-05-27","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-05-28","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.07},{"session_date":"2026-05-29","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-06-01","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.06},{"session_date":"2026-06-02","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-06-03","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.05},{"session_date":"2026-06-04","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.02},{"session_date":"2026-06-05","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.06},{"session_date":"2026-06-08","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.03},{"session_date":"2026-06-09","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.06},{"session_date":"2026-06-10","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-06-11","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.06},{"session_date":"2026-06-12","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-06-15","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.05},{"session_date":"2026-06-16","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.48},{"session_date":"2026-06-17","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.09},{"session_date":"2026-06-18","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.05},{"session_date":"2026-06-22","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-06-23","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-06-24","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.05},{"session_date":"2026-06-25","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.06},{"session_date":"2026-06-26","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-06-29","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.06},{"session_date":"2026-06-30","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.45},{"session_date":"2026-07-01","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.09},{"session_date":"2026-07-02","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.07},{"session_date":"2026-07-06","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-07-07","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.06},{"session_date":"2026-07-08","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.13},{"session_date":"2026-07-09","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.04},{"session_date":"2026-07-10","jun_19_expiry_millions":0,"sep_18_expiry_millions":0.05}],"shape":"series","sql":"SELECT\n    toString(date)                                                            AS session_date,\n    round(toFloat64(sumIf(volume, expiration_date = '2026-06-19')) / 1e6, 2)  AS jun_19_expiry_millions,\n    round(toFloat64(sumIf(volume, expiration_date = '2026-09-18')) / 1e6, 2)  AS sep_18_expiry_millions\nFROM global_markets.options_greeks\nWHERE underlying_symbol = 'SPY'\n  AND date >= '2026-05-15'\n  AND date <= '2026-07-10'\n  AND volume > 0\n  AND iv_converged = 1\nGROUP BY date\nORDER BY date","computed_at":"2026-08-09T15:07:51.718652+00:00","elapsed":0.002586}