Where traded contracts sat, session by session, into one SPY expiry
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 2026-09-24, from Market Making in Prediction Markets.
| session | session_label | coin_flip_pct | near_settled_pct | contract_count |
|---|---|---|---|---|
| 2026-04-01 | Apr 1 | 18.8 | 41.7 | 218 |
| 2026-04-02 | Apr 2 | 20.4 | 39.3 | 211 |
| 2026-04-06 | Apr 6 | 19.8 | 42.5 | 207 |
| 2026-04-07 | Apr 7 | 21.2 | 40.8 | 184 |
| 2026-04-08 | Apr 8 | 15.1 | 35.6 | 239 |
| 2026-04-09 | Apr 9 | 15.7 | 35.6 | 216 |
| 2026-04-10 | Apr 10 | 12.6 | 40 | 270 |
| 2026-04-13 | Apr 13 | 11.7 | 40.2 | 256 |
| 2026-04-14 | Apr 14 | 11.3 | 44.5 | 265 |
| 2026-04-15 | Apr 15 | 11.4 | 50.2 | 263 |
| 2026-04-16 | Apr 16 | 10.5 | 53.3 | 276 |
| 2026-04-17 | Apr 17 | 6.8 | 60.4 | 293 |
| 2026-04-20 | Apr 20 | 9.4 | 52.3 | 298 |
| 2026-04-21 | Apr 21 | 8.8 | 51.6 | 318 |
| 2026-04-22 | Apr 22 | 9.5 | 50.3 | 296 |
| 2026-04-23 | Apr 23 | 9.7 | 50.3 | 300 |
| 2026-04-24 | Apr 24 | 8.2 | 53.8 | 316 |
| 2026-04-27 | Apr 27 | 8.4 | 57.3 | 274 |
| 2026-04-28 | Apr 28 | 8.6 | 56.3 | 279 |
| 2026-04-29 | Apr 29 | 9.3 | 57.3 | 248 |
| 2026-04-30 | Apr 30 | 7.4 | 60.9 | 271 |
| 2026-05-01 | May 1 | 6.4 | 60.1 | 311 |
| 2026-05-04 | May 4 | 6.6 | 62.5 | 301 |
| 2026-05-05 | May 5 | 7.1 | 65.8 | 225 |
| 2026-05-06 | May 6 | 5 | 66.7 | 303 |
| 2026-05-07 | May 7 | 4.8 | 69.2 | 292 |
| 2026-05-08 | May 8 | 5.1 | 69.2 | 234 |
| 2026-05-11 | May 11 | 4.4 | 75.3 | 275 |
| 2026-05-12 | May 12 | 3.8 | 73.1 | 264 |
| 2026-05-13 | May 13 | 3.3 | 78.5 | 209 |
| 2026-05-14 | May 14 | 1.8 | 86.6 | 284 |
- Rows × columns
- 31 × 5
- Period covered
- to
- 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 |
|---|---|---|---|
session |
date | 2026-04-01 to 2026-05-14 | |
session_label |
text | 31 distinct values (Apr 1, Apr 10, Apr 13…) | |
coin_flip_pct |
number | 1.8 to 21.2 | percent |
near_settled_pct |
number | 35.6 to 86.6 | percent |
contract_count |
number | 184 to 318 | 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.
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.
SELECT
toString(date) AS session,
formatDateTime(date, '%b %e') AS session_label,
round(100 * countIf(abs(delta) >= 0.4 AND abs(delta) <= 0.6) / count(), 1) AS coin_flip_pct,
round(100 * countIf(abs(delta) < 0.1 OR abs(delta) > 0.9) / count(), 1) AS near_settled_pct,
count() AS contract_count
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND expiration_date = '2026-05-15'
AND date >= '2026-04-01'
AND date <= '2026-05-15'
AND iv_converged = 1
AND volume > 0
GROUP BY date
ORDER BY date
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