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Single-name vs. ETF options at the 4:00 p.m. bell: AAPL and SPY options trades around the close (same session)

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 Stock Market Hours: Open 9:30, Close 4:00 ET.

as of series 2×6read in context →
Single-name vs. ETF options at the 4:00 p.m. bell: AAPL and SPY options trades around the close (same session) — 2 rows by 6 columns, computed from US exchange, SIP and OPRA data.
contractsession_datetrades_345_to_400trades_400_to_415last_trade_etlast_trade_minute_of_day
AAPL options (single name)2026-08-197402015:59959
SPY options (ETF)2026-08-19536821623816:15975
Rows × columns
2 × 6
Period covered
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 Single-name vs. ETF options at the 4:00 p.m. bell: AAPL and SPY options trades around the close (same session), derived from the stored result.
ColumnTypeRangeNotes
contract text 2 distinct values
session_date date 2026-08-19
trades_345_to_400 number 7,402 to 53,682 count
trades_400_to_415 number 0 to 16,238 count
last_trade_et text 2 distinct values (15:59, 16:15)
last_trade_minute_of_day number 959 to 975

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
(
    SELECT max(d)
    FROM
    (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York')) AS d,
            countIf((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) AS rth_bars
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= today() - 21
          AND window_start < today() - 2
        GROUP BY d
        HAVING rth_bars = 390
    )
) AS session_day
SELECT
    if(startsWith(ticker, 'O:SPY'), 'SPY options (ETF)', 'AAPL options (single name)') AS contract,
    toString(session_day)                                                              AS session_date,
    countIf(sip_timestamp >= toDateTime(concat(toString(session_day), ' 15:45:00'), 'America/New_York')
        AND sip_timestamp <  toDateTime(concat(toString(session_day), ' 16:00:00'), 'America/New_York')) AS trades_345_to_400,
    countIf(sip_timestamp >= toDateTime(concat(toString(session_day), ' 16:00:00'), 'America/New_York')
        AND sip_timestamp <  toDateTime(concat(toString(session_day), ' 16:15:00'), 'America/New_York')) AS trades_400_to_415,
    formatDateTime(toTimeZone(max(sip_timestamp), 'America/New_York'), '%H:%i') AS last_trade_et,
    toHour(toTimeZone(max(sip_timestamp), 'America/New_York')) * 60
    + toMinute(toTimeZone(max(sip_timestamp), 'America/New_York'))              AS last_trade_minute_of_day
FROM global_markets.options_trades
WHERE (startsWith(ticker, 'O:SPY') OR startsWith(ticker, 'O:AAPL'))
  AND match(ticker, '^O:(SPY|AAPL)[0-9]{6}[CP][0-9]{8}$')
  AND sip_timestamp >= toDateTime(concat(toString(session_day), ' 15:45:00'), 'America/New_York')
  AND sip_timestamp <  toDateTime(concat(toString(session_day), ' 23:00:00'), 'America/New_York')
GROUP BY contract
ORDER BY contract

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More from this analysisStock Market Hours: Open 9:30, Close 4:00 ET
Upcoming US stock market holidays and early closes, from the exchange calendar series 12×6 → SPY volume by half hour, premarket through after-hours (same session, ET clock) table 32×2 → SPY volume by half hour on the early-close session, premarket through the shortened after-hours (ET clock) ranking 21×2 → Trading sessions over the trailing year, counted from the SPY tape scalar 1×7 → A full trading day on the SPY tape, split by session window (recent full-length session) scalar 1×15 → The most recent early-close session on the SPY tape, split by session window scalar 1×13 → See all 2,170 queries →