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0DTE's rise: same-day share of SPY option volume, June 8-12 of each year

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 ranking 7×4read in context →
0DTE's rise: same-day share of SPY option volume, June 8-12 of each year — 7 rows by 4 columns, computed from US exchange, SIP and OPRA data.
yearpct_0dtepct_week_or_lessspy_contracts_mm
202020.261.731.1
202118.668.312.7
202230.376.221.6
202344.280.722.7
202450.179.719.6
20256085.730.4
202669.589.971.9
Rows × columns
7 × 4
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 0DTE's rise: same-day share of SPY option volume, June 8-12 of each year, derived from the stored result.
ColumnTypeRangeNotes
year number 2,020 to 2,026
pct_0dte number 18.6 to 69.5 percent
pct_week_or_less number 61.7 to 89.9 percent
spy_contracts_mm number 12.7 to 71.9 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.

the exact SQL behind every number 
SELECT year,
       round(100.0 * sumIf(vol, dte = 0) / sum(vol), 1) AS pct_0dte,
       round(100.0 * sumIf(vol, dte <= 7) / sum(vol), 1) AS pct_week_or_less,
       round(sum(vol) / 1e6, 1) AS spy_contracts_mm
FROM (
    SELECT toYear(toTimeZone(window_start, 'America/New_York')) AS year,
           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 ticker LIKE 'O:SPY2%'
      AND toMonth(toTimeZone(window_start, 'America/New_York')) = 6
      AND toDayOfMonth(toTimeZone(window_start, 'America/New_York')) BETWEEN 8 AND 12
      AND toYear(toTimeZone(window_start, 'America/New_York')) >= 2020
)
WHERE dte >= 0
GROUP BY year
ORDER BY year

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