Witching Thursday vs. the two ordinary Fridays before it: US option contracts traded, and the same-day-expiring 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 2026-08-10, from What Is Triple Witching? Volume & Volatility.

Rows × columns

3 × 4

Period covered

2026-06-05 to 2026-06-18

Computed

2026-08-10

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

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 2026-08-10, and the query below is what returned them.

SELECT toString(d) AS session_date,
       round(sum(vol) / 1e6, 1) AS all_contracts_mm,
       round(sumIf(vol, expiry = d) / 1e6, 1) AS expiring_same_day_mm,
       round(sumIf(vol, expiry = d) / sum(vol) * 100, 1) AS pct_expiring_same_day
FROM (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
           toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) AS expiry,
           toFloat64(volume) AS vol
    FROM global_markets.options_minute_aggs
    WHERE (window_start >= '2026-06-05 04:00:00' AND window_start < '2026-06-06 04:00:00')
       OR (window_start >= '2026-06-12 04:00:00' AND window_start < '2026-06-13 04:00:00')
       OR (window_start >= '2026-06-18 04:00:00' AND window_start < '2026-06-19 04:00:00')
)
WHERE expiry IS NOT NULL
GROUP BY d
ORDER BY d