STRASMORE/EXPLORE 2,648 QUERIES

settlement_ladder

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 2026-09-26, from vix-settlement-and-the-soq.

as of series 12×5read in context →
settlement_ladder — 12 rows by 5 columns, computed from US exchange, SIP and OPRA data.
settlement_dateweekdaysettlement_labelstrip_expiry_labeldays_away
2026-10-21WedOct 21, 2026Nov 20, 202625
2026-11-18WedNov 18, 2026Dec 18, 202653
2026-12-16WedDec 16, 2026Jan 15, 202781
2027-01-20WedJan 20, 2027Feb 19, 2027116
2027-02-17WedFeb 17, 2027Mar 19, 2027144
2027-03-17WedMar 17, 2027Apr 16, 2027172
2027-04-21WedApr 21, 2027May 21, 2027207
2027-05-19WedMay 19, 2027Jun 18, 2027235
2027-06-16WedJun 16, 2027Jul 16, 2027263
2027-07-21WedJul 21, 2027Aug 20, 2027298
2027-08-18WedAug 18, 2027Sep 17, 2027326
2027-09-15WedSep 15, 2027Oct 15, 2027354
Rows × columns
12 × 5
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 settlement_ladder, derived from the stored result.
ColumnTypeRangeNotes
settlement_date date 2026-10-21 to 2027-09-15
weekday text 1 distinct value (Wed)
settlement_label text 12 distinct values (Apr 21, 2027, Aug 18, 2027, Dec 16, 2026…)
strip_expiry_label text 12 distinct values (Apr 16, 2027, Aug 20, 2027, Dec 18, 2026…)
days_away number 25 to 354

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
    toString(settle_date)                     AS settlement_date,
    formatDateTime(settle_date, '%a')         AS weekday,
    formatDateTime(settle_date, '%b %e, %Y')  AS settlement_label,
    formatDateTime(strip_expiry, '%b %e, %Y') AS strip_expiry_label,
    dateDiff('day', today(), settle_date)     AS days_away
FROM
(
    SELECT
        third_friday - 30 AS settle_date,
        third_friday      AS strip_expiry
    FROM
    (
        SELECT
            addMonths(toStartOfMonth(today()), n) AS month_start,
            month_start + (((12 - toInt32(toDayOfWeek(month_start))) % 7) + 14) AS third_friday
        FROM
        (
            SELECT arrayJoin(range(14)) AS n
        )
    )
)
WHERE settle_date >= today()
ORDER BY settle_date
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