STRASMORE/EXPLORE 2,170 QUERIES

SPY option volume by time to expiration, July 15 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 2026-07-31, from How to Read an Option Chain, Column by Column.

as of ranking 5×4read in context →
SPY option volume by time to expiration, July 15 2026 — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
expires_incontracts_mpct_of_spy_volumedistinct_contracts
same day (0DTE)8.4866.9170
1-7 days2.9623.4844
8-30 days0.614.81299
31-90 days0.514.11253
over 90 days0.10.81502
Rows × columns
5 × 4
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 SPY option volume by time to expiration, July 15 2026, derived from the stored result.
ColumnTypeRangeNotes
expires_in text 5 distinct values (1-7 days, 31-90 days, 8-30 days…)
contracts_m number 0.1 to 8.48 count
pct_of_spy_volume number 0.8 to 66.9 percent
distinct_contracts number 170 to 1,502 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 
WITH dateDiff('day', toDate('2026-07-15'), toDate(concat('20', substring(ticker, length(ticker) - 14, 2), '-', substring(ticker, length(ticker) - 12, 2), '-', substring(ticker, length(ticker) - 10, 2)))) AS dte
SELECT multiIf(dte = 0, 'same day (0DTE)', dte <= 7, '1-7 days', dte <= 30, '8-30 days',
               dte <= 90, '31-90 days', 'over 90 days') AS expires_in,
       round(sum(volume) / 1e6, 2) AS contracts_m,
       round(100 * toFloat64(sum(volume)) / (SELECT toFloat64(sum(volume))
             FROM global_markets.options_minute_aggs
             WHERE window_start >= '2026-07-15 00:00:00' AND window_start < '2026-07-16 00:00:00'
               AND substring(ticker, 3, length(ticker) - 17) = 'SPY'), 1) AS pct_of_spy_volume,
       toUInt64(uniqExact(ticker)) AS distinct_contracts
FROM global_markets.options_minute_aggs
WHERE window_start >= '2026-07-15 00:00:00'
  AND window_start < '2026-07-16 00:00:00'
  AND substring(ticker, 3, length(ticker) - 17) = 'SPY'
  AND dte >= 0
GROUP BY expires_in
ORDER BY min(dte)

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