STRASMORE/EXPLORE 2,170 QUERIES

Share of SPY regular hours volume by half hour: expiration Friday vs the Friday after

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 Quadruple Witching vs Triple Witching.

as of series 14×3read in context →
Share of SPY regular hours volume by half hour: expiration Friday vs the Friday after — 14 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timeexpiry_friday_pctordinary_friday_pct
09:308.0711.59
10:005.97.39
10:3014.175.12
11:004.897.32
11:306.435.36
12:005.214.75
12:303.345.09
13:003.576.88
13:303.815.26
14:007.666.65
14:307.16.19
15:008.968.92
15:3020.3419
16:000.540.46
Rows × columns
14 × 3
Period covered
to
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 Share of SPY regular hours volume by half hour: expiration Friday vs the Friday after, derived from the stored result.
ColumnTypeRangeNotes
et_time date 09:30 to 16:00
expiry_friday_pct number 0.54 to 20.34 percent
ordinary_friday_pct number 0.46 to 19 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 bars AS
(
    SELECT
        toTimeZone(window_start, 'America/New_York')         AS et,
        toDate(toTimeZone(window_start, 'America/New_York')) AS session,
        toFloat64(volume)                                    AS vol
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= '2026-03-20 00:00:00'
      AND window_start <  '2026-03-28 00:00:00'
      AND toDate(toTimeZone(window_start, 'America/New_York')) IN ('2026-03-20', '2026-03-27')
      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
),
day_totals AS
(
    SELECT
        sumIf(vol, session = '2026-03-20') AS expiry_total,
        sumIf(vol, session = '2026-03-27') AS ordinary_total
    FROM bars
)
SELECT
    formatDateTime(toStartOfInterval(b.et, INTERVAL 30 MINUTE), '%H:%i')            AS et_time,
    round(100 * sumIf(b.vol, b.session = '2026-03-20') / any(t.expiry_total), 2)    AS expiry_friday_pct,
    round(100 * sumIf(b.vol, b.session = '2026-03-27') / any(t.ordinary_total), 2)  AS ordinary_friday_pct
FROM bars AS b
CROSS JOIN day_totals AS t
GROUP BY et_time
ORDER BY et_time

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