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DTE, worked on real contracts: SPY's most-traded option in each DTE band, July 8, 2026

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 2026-08-11, from DTE Meaning in Options: Days to Expiration.

as of table 6×5read in context →
DTE, worked on real contracts: SPY's most-traded option in each DTE band, July 8, 2026 — 6 rows by 5 columns, computed from US exchange, SIP and OPRA data.
option_tickertraded_onexpires_oncalendar_dtecontracts_traded
O:SPY260708C00745000July 8, 2026July 8, 20260677,981
O:SPY260709P00740000July 8, 2026July 9, 2026193,266
O:SPY260710P00740000July 8, 2026July 10, 2026256,299
O:SPY260717P00720000July 8, 2026July 17, 2026935,792
O:SPY260918P00650000July 8, 2026September 18, 20267242,388
O:SPY261016P00425000July 8, 2026October 16, 20261004,553
Rows × columns
6 × 5
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 DTE, worked on real contracts: SPY's most-traded option in each DTE band, July 8, 2026, derived from the stored result.
ColumnTypeRangeNotes
option_ticker text 6 distinct values
traded_on text 1 distinct value (July 8, 2026)
expires_on text 6 distinct values
calendar_dte number 0 to 100
contracts_traded text 6 distinct values (35,792, 4,553, 42,388…)

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 
SELECT argMax(contract, (vol, contract)) AS option_ticker,
       argMax(traded_on, (vol, contract)) AS traded_on,
       argMax(expires_on, (vol, contract)) AS expires_on,
       argMax(dte, (vol, contract)) AS calendar_dte,
       multiIf(max(vol) >= 1000000,
               concat(toString(intDiv(toUInt64(max(vol)), 1000000)), ',',
                      leftPad(toString(intDiv(toUInt64(max(vol)), 1000) % 1000), 3, '0'), ',',
                      leftPad(toString(toUInt64(max(vol)) % 1000), 3, '0')),
               max(vol) >= 1000,
               concat(toString(intDiv(toUInt64(max(vol)), 1000)), ',',
                      leftPad(toString(toUInt64(max(vol)) % 1000), 3, '0')),
               toString(toUInt64(max(vol)))) AS contracts_traded
FROM (
    SELECT ticker AS contract,
           replaceRegexpAll(formatDateTime(toDate(toTimeZone(window_start, 'America/New_York')), '%M %e, %Y'), '  ', ' ') AS traded_on,
           replaceRegexpAll(formatDateTime(toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))), '%M %e, %Y'), '  ', ' ') AS expires_on,
           dateDiff('day',
                    toDate(toTimeZone(window_start, 'America/New_York')),
                    toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6)))) AS dte,
           multiIf(dte = 0, '0 DTE', dte = 1, '1 DTE', dte <= 7, '2-7 DTE',
                   dte <= 30, '8-30 DTE', dte <= 90, '31-90 DTE', '91+ DTE') AS bucket,
           sum(volume) AS vol
    FROM global_markets.options_minute_aggs
    WHERE ticker LIKE 'O:SPY2%'
      AND window_start >= '2026-07-08 04:00:00'
      AND window_start < '2026-07-09 04:00:00'
    GROUP BY contract, traded_on, expires_on, dte, bucket
    HAVING dte >= 0
)
GROUP BY bucket
ORDER BY min(dte)

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