Was the April expiration Friday a trading day?
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 2026-08-22, from Options Expiration Calendar 2026: All 12 Dates.
| year | april_expiry_label | regular_session_bars | session_status |
|---|---|---|---|
| 2016 | Apr 15 | 390 | full session |
| 2017 | Apr 21 | 390 | full session |
| 2018 | Apr 20 | 390 | full session |
| 2019 | Apr 19 | 0 | market closed |
| 2020 | Apr 17 | 390 | full session |
| 2021 | Apr 16 | 390 | full session |
| 2022 | Apr 15 | 0 | market closed |
| 2023 | Apr 21 | 390 | full session |
| 2024 | Apr 19 | 390 | full session |
| 2025 | Apr 18 | 0 | market closed |
| 2026 | Apr 17 | 390 | full session |
- Rows × columns
- 11 × 4
- 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 |
|---|---|---|---|
year |
text | 11 distinct values (2016, 2017, 2018…) | |
april_expiry_label |
text | 7 distinct values (Apr 15, Apr 16, Apr 17…) | |
regular_session_bars |
number | 0 to 390 | |
session_status |
text | 2 distinct values (full session, market closed) |
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(toYear(cal.exp_date)) AS year,
concat(formatDateTime(cal.exp_date, '%b '), toString(toDayOfMonth(cal.exp_date))) AS april_expiry_label,
toUInt32(ifNull(tape.bars, 0)) AS regular_session_bars,
if(ifNull(tape.bars, 0) = 0, 'market closed', 'full session') AS session_status
FROM
(
SELECT
toDate(concat(toString(2016 + arrayJoin(range(11))), '-04-01')) AS april_first,
april_first + ((12 - toDayOfWeek(april_first)) % 7) + 14 AS exp_date
) AS cal
LEFT JOIN
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
count() AS bars
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2016-01-01 00:00:00')
AND toMonth(window_start) = 4
AND toDayOfMonth(window_start) BETWEEN 14 AND 22
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY d
) AS tape ON tape.d = cal.exp_date
ORDER BY cal.exp_date
Run your own version of this
The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.
More from this analysisOptions Expiration Calendar 2026: All 12 Dates
AAPL contracts traded into each 2026 expiration date, H1
series 68×4
→
Every Friday of 2026 through July, shortest session first
series 31×4
→
Every 2026 monthly options expiration date
series 12×6
→
Dollar volume by half hour: witching Thursday (Jun 18, 2026) vs. the ordinary Friday before it (Jun 12)
series 13×3
→
SPY on witching sessions vs. the same month's other sessions: intraday range and net move (% of the open)
series 8×4
→
Every quarterly witching session since September 2024: market-wide regular-hours dollar volume vs. the month's other sessions
series 8×4
→
See all 2,170 queries →