What the session's contracts were made of: options volume by days to expiry
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 2026-10-08, from Unusual Options Activity: Last Session.
| dte_bucket | contracts_m | pct_of_volume | session_id |
|---|---|---|---|
| same day | 18.65 | 29.6 | 20261006 |
| 1 to 7 days | 17.39 | 27.6 | 20261006 |
| 8 to 30 days | 11.46 | 18.2 | 20261006 |
| 31 to 90 days | 8.96 | 14.2 | 20261006 |
| 91 to 365 days | 5.29 | 8.4 | 20261006 |
| over a year | 1.31 | 2.1 | 20261006 |
- Rows × columns
- 6 × 4
- 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 |
|---|---|---|---|
dte_bucket |
text | 6 distinct values (1 to 7 days, 31 to 90 days, 8 to 30 days…) | |
contracts_m |
number | 1.31 to 18.65 | count |
pct_of_volume |
number | 2.1 to 29.6 | percent |
session_id |
number | every row is 20,261,006 |
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 tape AS (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(toFloat64(volume)) AS vol
FROM global_markets.options_minute_aggs
WHERE window_start >= toDateTime(today() - 45, 'America/New_York')
GROUP BY d
),
ranked AS (
SELECT d, vol, row_number() OVER (ORDER BY d DESC) AS raw_rn
FROM tape
),
cal AS (
SELECT d, vol, rn, sum(if(rn BETWEEN 2 AND 21, 1, 0)) OVER () AS baseline_sessions
FROM (
SELECT d, vol, row_number() OVER (ORDER BY d DESC) AS rn
FROM ranked
WHERE vol >= 0.75 * (SELECT quantileExact(0.5)(vol) FROM ranked WHERE raw_rn > 1)
)
),
bars AS (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
toFloat64(volume) AS v,
toDate(concat('20', substring(ticker, length(ticker) - 14, 2), '-',
substring(ticker, length(ticker) - 12, 2), '-',
substring(ticker, length(ticker) - 10, 2))) AS expiry
FROM global_markets.options_minute_aggs
WHERE window_start >= toDateTime(today() - 12, 'America/New_York')
AND toDate(toTimeZone(window_start, 'America/New_York')) IN (SELECT d FROM cal WHERE rn = 1)
),
scored AS (
SELECT multiIf(expiry - d <= 0, 1, expiry - d <= 7, 2, expiry - d <= 30, 3,
expiry - d <= 90, 4, expiry - d <= 365, 5, 6) AS bk,
v, d
FROM bars
)
SELECT arrayElement(['same day', '1 to 7 days', '8 to 30 days', '31 to 90 days', '91 to 365 days', 'over a year'], bk) AS dte_bucket,
round(sum(v) / 1e6, 2) AS contracts_m,
round(100.0 * sum(v) / sum(sum(v)) OVER (), 1) AS pct_of_volume,
toYYYYMMDD(max(d)) AS session_id
FROM scored
GROUP BY bk
ORDER BY bk ASC
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