Contracts that traded once, and contracts still trading at expiry

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(toStartOfMonth(first_seen))                AS month,
    formatDateTime(toStartOfMonth(first_seen), '%b %Y') AS cohort,
    count()                                             AS contracts,
    round(100 * countIf(min_dte <= 1) / count(), 1)      AS traded_to_expiry_pct,
    round(100 * countIf(observed_days = 1) / count(), 1) AS single_day_pct
FROM
(
    SELECT
        ticker,
        min(date)           AS first_seen,
        min(days_to_expiry) AS min_dte,
        count()             AS observed_days
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'SPY'
      AND date >= '2021-09-01'
      AND date <  '2026-09-01'
      AND expiration_date < '2026-09-01'
      AND volume > 0
    GROUP BY ticker
)
WHERE first_seen < '2026-06-01'
GROUP BY month, cohort
ORDER BY month