STRASMORE/EXPLORE 2,170 QUERIES

SPY volume on monthly expiration Fridays against the month's other sessions

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 SpaceX Lockup Expiration Date: How to Find It.

as of series 11×3read in context →
SPY volume on monthly expiration Fridays against the month's other sessions — 11 rows by 3 columns, computed from US exchange, SIP and OPRA data.
monthexpiry_friday_volumeother_session_volume
2025-0858.859.7
2025-0980.765
2025-1080.666.9
2025-11109.274.1
2025-1284.861.8
2026-0167.169.9
2026-0288.874.3
2026-03131.283.7
2026-0459.746.9
2026-0548.438.3
2026-0751.539.2
Rows × columns
11 × 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 SPY volume on monthly expiration Fridays against the month's other sessions, derived from the stored result.
ColumnTypeRangeNotes
month date 2025-08 to 2026-07
expiry_friday_volume number 48.4 to 131.2 count
other_session_volume number 38.3 to 83.7 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.

the exact SQL behind every number 
SELECT
    formatDateTime(d, '%Y-%m')                                      AS month,
    round(avgIf(session_volume_millions, is_expiry_friday = 1), 1)  AS expiry_friday_volume,
    round(avgIf(session_volume_millions, is_expiry_friday = 0), 1)  AS other_session_volume
FROM
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        sum(volume) / 1e6                                    AS session_volume_millions,
        max(if(toDayOfWeek(toDate(toTimeZone(window_start, 'America/New_York'))) = 5
               AND toDayOfMonth(toDate(toTimeZone(window_start, 'America/New_York'))) BETWEEN 15 AND 21,
               1, 0))                                        AS is_expiry_friday
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= '2025-08-01'
      AND window_start <  '2026-08-01'
      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
)
GROUP BY month
HAVING countIf(is_expiry_friday = 1) > 0
   AND countIf(is_expiry_friday = 0) > 0
ORDER BY month

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 analysisSpaceX Lockup Expiration Date: How to Find It
SPCX regular sessions since June 2026: closing price and share volume series 49×4 → Calendar days against regular trading sessions since the SPCX debut series 11×3 → Every year the SPCX symbol printed a regular session series 7×4 → Where standard lockup conventions land, counted from the first SPCX session series 4×5 → RDDT daily close and volume around its 180 day mark, Aug to Oct 2024 series 53×3 → Regular-hours session scoreboard: open, close, low, high, volume for every SPCX session since listing series 47×7 → See all 2,170 queries →