The front of the curve: share of July 8, 2026 volume within a week of 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 2026-08-11, from DTE Meaning in Options: Days to Expiration.
- Rows × columns
- 1 × 3
- 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 |
|---|---|---|---|
pct_week_or_less |
number | every row is 61.8 | percent |
pct_31_dte_plus |
number | every row is 18.7 | percent |
total_contracts_mm |
number | every row is 62.6 | count |
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 round(100.0 * sumIf(vol, dte <= 7) / sum(vol), 1) AS pct_week_or_less,
round(100.0 * sumIf(vol, dte >= 31) / sum(vol), 1) AS pct_31_dte_plus,
round(sum(vol) / 1e6, 1) AS total_contracts_mm
FROM (
SELECT toFloat64(volume) AS vol,
dateDiff('day',
toDate(toTimeZone(window_start, 'America/New_York')),
toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6)))) AS dte
FROM global_markets.options_minute_aggs
WHERE window_start >= '2026-07-08 04:00:00'
AND window_start < '2026-07-09 04:00:00'
)
WHERE dte >= 0
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