weekday_coverage
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 2026-10-01, from options-expirations-by-weekday.
| weekday_coverage | option_classes |
|---|---|
| 1 weekday | 4159 |
| 2 weekdays | 7 |
| 3 weekdays | 20 |
| 5 weekdays | 6 |
- Rows × columns
- 4 × 2
- 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 |
|---|---|---|---|
weekday_coverage |
text | 4 distinct values (1 weekday, 2 weekdays, 3 weekdays…) | |
option_classes |
number | 6 to 4,159 |
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
concat(toString(weekdays_used), if(weekdays_used = 1, ' weekday', ' weekdays')) AS weekday_coverage,
count() AS option_classes
FROM
(
SELECT
underlying_symbol,
countDistinct(toDayOfWeek(expiration_date)) AS weekdays_used
FROM global_markets.options_greeks
WHERE date >= today() - 120
AND date < today()
AND expiration_date >= today() - 90
AND expiration_date < today()
AND toDayOfWeek(expiration_date) <= 5
AND volume > 100
AND underlying_symbol NOT IN ('SPCX')
GROUP BY underlying_symbol
)
GROUP BY weekdays_used
ORDER BY weekdays_used
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