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 2026-10-04, from SpaceX Lockup Expiration Date: How to Find It.
| month | expiry_friday_volume | other_session_volume |
|---|---|---|
| 2025-08 | 59.6 | 60.8 |
| 2025-09 | 83.1 | 66.2 |
| 2025-10 | 81.8 | 68.3 |
| 2025-11 | 111.4 | 75.5 |
| 2025-12 | 87.4 | 63 |
| 2026-01 | 69 | 71.1 |
| 2026-02 | 90.5 | 75.5 |
| 2026-03 | 134.5 | 85.1 |
| 2026-04 | 62.4 | 48.2 |
| 2026-05 | 50.7 | 39.5 |
| 2026-07 | 54 | 40.3 |
- Rows × columns
- 11 × 3
- 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 |
|---|---|---|---|
month |
text | 11 distinct values (2025-08, 2025-09, 2025-10…) | |
expiry_friday_volume |
number | 50.7 to 134.5 | count |
other_session_volume |
number | 39.5 to 85.1 | 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.
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
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
b.d AS d,
(b.bar_volume + p.closing_print) / 1e6 AS session_volume_millions,
b.is_expiry_friday AS is_expiry_friday
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
toFloat64(sum(volume)) AS bar_volume,
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
) AS b
LEFT JOIN
(
SELECT
toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS d,
toFloat64(maxIf(size, has(conditions, 8))) AS closing_print
FROM global_markets.stocks_trades
WHERE ticker = 'SPY'
AND sip_timestamp >= '2025-08-01 04:00:00'
AND sip_timestamp < '2026-08-01 04:00:00'
GROUP BY d
) AS p ON p.d = b.d
)
GROUP BY month
HAVING countIf(is_expiry_friday = 1) > 0
AND countIf(is_expiry_friday = 0) > 0
ORDER BY month
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