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July 6, 2026: whole-tape options volume by days to 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 What Is 0DTE? Zero Days to Expiry Options.

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July 6, 2026: whole-tape options volume by days to expiry — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
days_to_expirycontracts_mmpct_of_volume
0 (expires today)23.5238.8
1 day2.714.5
2-7 days12.6120.8
8-30 days10.5117.3
31+ days11.2818.6
Rows × columns
5 × 3
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 July 6, 2026: whole-tape options volume by days to expiry, derived from the stored result.
ColumnTypeRangeNotes
days_to_expiry text 5 distinct values (0 (expires today), 1 day, 2-7 days…)
contracts_mm number 2.71 to 23.52 count
pct_of_volume number 4.5 to 38.8 percent

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 multiIf(dte = 0, '0 (expires today)',
               dte = 1, '1 day',
               dte <= 7, '2-7 days',
               dte <= 30, '8-30 days',
               '31+ days') AS days_to_expiry,
       round(sum(volume) / 1e6, 2) AS contracts_mm,
       round(100.0 * sum(volume) / sum(sum(volume)) OVER (), 1) AS pct_of_volume
FROM (
    SELECT toFloat64(volume) AS volume,
           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 >= toDateTime('2026-07-06 08:00:00')
      AND window_start < toDateTime('2026-07-07 04:00:00')
      AND toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2026-07-06')
)
WHERE dte >= 0
GROUP BY days_to_expiry
ORDER BY min(dte)

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