STRASMORE/EXPLORE 2,170 QUERIES

June 2026: whole-month options volume and its same-day-expiry share

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.

as of scalar 1×4read in context →
contracts mm
1,477.9
zero dte contracts mm
506.3
zero dte pct
34.3
sessions
21
Rows × columns
1 × 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 June 2026: whole-month options volume and its same-day-expiry share, derived from the stored result.
ColumnTypeRangeNotes
contracts_mm number every row is 1,477.9 count
zero_dte_contracts_mm number every row is 506.3 count
zero_dte_pct number every row is 34.3 percent
sessions number every row is 21

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 round(sum(toFloat64(volume)) / 1e6, 1) AS contracts_mm,
       round(sumIf(toFloat64(volume), toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) = toDate(toTimeZone(window_start, 'America/New_York'))) / 1e6, 1) AS zero_dte_contracts_mm,
       round(100.0 * sumIf(toFloat64(volume), toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) = toDate(toTimeZone(window_start, 'America/New_York'))) / sum(toFloat64(volume)), 1) AS zero_dte_pct,
       uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions
FROM global_markets.options_minute_aggs
WHERE window_start >= toDateTime('2026-06-01 00:00:00')
  AND window_start < toDateTime('2026-07-01 00:00:00')

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisWhat Is 0DTE? Zero Days to Expiry Options
The receipt: July 6, 2026 session completeness and OCC parse coverage scalar 1×6 → One 0DTE contract, all day: SPY's busiest same-day call and put, July 6, 2026 series 14×4 → July 6, 2026: top roots by same-day-expiry options volume ranking 8×3 → July 6, 2026: whole-tape options volume by days to expiry ranking 5×3 → How July 6's same-day SPY contracts finished: out of the money vs. in the money table 2×5 → July 6, 2026: SPY's two busiest same-day contracts ranking 2×3 → See all 2,170 queries →