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 2026-10-04, from Stock Market Hours: Open 9:30, Close 4:00 ET.
| contract | session_date | trades_345_to_400 | trades_400_to_415 | last_trade_et | last_trade_minute_of_day |
|---|---|---|---|---|---|
| AAPL options (single name) | 2026-10-01 | 8623 | 1 | 16:00 | 960 |
| SPY options (ETF) | 2026-10-01 | 63980 | 21161 | 16:14 | 974 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
contract |
text | 2 distinct values | |
session_date |
date | 2026-10-01 | |
trades_345_to_400 |
number | 8,623 to 63,980 | count |
trades_400_to_415 |
number | 1 to 21,161 | count |
last_trade_et |
text | 2 distinct values (16:00, 16:14) | |
last_trade_minute_of_day |
number | 960 to 974 |
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.
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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