{"slug":"what-is-0dte-options","qid":"session_receipt","label":"The receipt: July 6, 2026 session completeness and OCC parse coverage","post_title":"What Is 0DTE? Zero Days to Expiry Options","post_url":"/blog/what-is-0dte-options#q-session_receipt","columns":["spy_session_bars_jul06","spy_open_jul06","spy_close_jul06","total_contracts_mm","unparsable_expiry_pct","past_expiry_pct"],"rows":[{"spy_session_bars_jul06":390,"spy_open_jul06":748.74,"spy_close_jul06":751.47,"total_contracts_mm":60.64,"unparsable_expiry_pct":0,"past_expiry_pct":0}],"shape":"scalar","sql":"WITH (\n    SELECT countIf(window_start >= toDateTime('2026-07-06 09:30:00', 'America/New_York')\n               AND window_start < toDateTime('2026-07-06 16:00:00', 'America/New_York'))\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'SPY'\n      AND window_start >= toDateTime('2026-07-06 00:00:00', 'America/New_York')\n      AND window_start < toDateTime('2026-07-07 00:00:00', 'America/New_York')\n) AS spy_bars,\n(\n    SELECT round(argMin(open, window_start), 2)\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'SPY'\n      AND window_start >= toDateTime('2026-07-06 09:30:00', 'America/New_York')\n      AND window_start < toDateTime('2026-07-06 16:01:00', 'America/New_York')\n) AS spy_open,\n(\n    SELECT round(argMax(close, window_start), 2)\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'SPY'\n      AND window_start >= toDateTime('2026-07-06 09:30:00', 'America/New_York')\n      AND window_start < toDateTime('2026-07-06 16:01:00', 'America/New_York')\n) AS spy_close\nSELECT spy_bars AS spy_session_bars_jul06,\n       spy_open AS spy_open_jul06,\n       spy_close AS spy_close_jul06,\n       round(sum(toFloat64(volume)) / 1e6, 2) AS total_contracts_mm,\n       round(100.0 * sumIf(toFloat64(volume), toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) IS NULL) / sum(toFloat64(volume)), 2) AS unparsable_expiry_pct,\n       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)), 2) AS past_expiry_pct\nFROM global_markets.options_minute_aggs\nWHERE window_start >= toDateTime('2026-07-06 08:00:00')\n  AND window_start < toDateTime('2026-07-07 04:00:00')\n  AND toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2026-07-06')","computed_at":"2026-08-11T14:13:57.873473+00:00","elapsed":0.004350426}