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July 6, 2026 volume by time to expiration: the tape is short-dated, the listed universe is not

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 2026-08-12, from Options Volume vs. Open Interest, Explained.

as of table 5×5read in context →
July 6, 2026 volume by time to expiration: the tape is short-dated, the listed universe is not — 5 rows by 5 columns, computed from US exchange, SIP and OPRA data.
expires_incontracts_mpct_of_volumedistinct_contracts_kpct_of_contracts
same day (0DTE)23.538.830.9
1-7 days15.325.347.113.8
8-31 days10.517.397.828.7
32-365 days10.517.3168.849.6
over a year0.81.323.66.9
Rows × columns
5 × 5
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 July 6, 2026 volume by time to expiration: the tape is short-dated, the listed universe is not, derived from the stored result.
ColumnTypeRangeNotes
expires_in text 5 distinct values (1-7 days, 32-365 days, 8-31 days…)
contracts_m number 0.8 to 23.5 count
pct_of_volume number 1.3 to 38.8 percent
distinct_contracts_k number 3 to 168.8 count
pct_of_contracts number 0.9 to 49.6 percent

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('2026-07-06'), 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 <= 31, '8-31 days', dte <= 365, '32-365 days', 'over a year') AS expires_in,
    round(sum(volume) / 1e6, 1) AS contracts_m,
    round(100 * toFloat64(sum(volume)) / (SELECT toFloat64(sum(volume)) FROM global_markets.options_minute_aggs WHERE window_start >= '2026-07-06 00:00:00' AND window_start < '2026-07-07 00:00:00'), 1) AS pct_of_volume,
    round(uniqExact(ticker) / 1e3, 1) AS distinct_contracts_k,
    round(100 * toFloat64(uniqExact(ticker)) / (SELECT toFloat64(uniqExact(ticker)) FROM global_markets.options_minute_aggs WHERE window_start >= '2026-07-06 00:00:00' AND window_start < '2026-07-07 00:00:00'), 1) AS pct_of_contracts
FROM global_markets.options_minute_aggs
WHERE window_start >= '2026-07-06 00:00:00' AND window_start < '2026-07-07 00:00:00'
  AND dte >= 0
GROUP BY expires_in
ORDER BY min(dte)

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