{"slug":"what-is-triple-witching","qid":"zero_dte_share","label":"Witching Thursday vs. the two ordinary Fridays before it: US option contracts traded, and the same-day-expiring share","post_title":"What Is Triple Witching? Volume & Volatility","post_url":"/blog/what-is-triple-witching#q-zero_dte_share","columns":["session_date","all_contracts_mm","expiring_same_day_mm","pct_expiring_same_day"],"rows":[{"session_date":"2026-06-05","all_contracts_mm":103.1,"expiring_same_day_mm":45.3,"pct_expiring_same_day":43.9},{"session_date":"2026-06-12","all_contracts_mm":76.3,"expiring_same_day_mm":34.1,"pct_expiring_same_day":44.7},{"session_date":"2026-06-18","all_contracts_mm":79.2,"expiring_same_day_mm":38.6,"pct_expiring_same_day":48.7}],"shape":"series","sql":"SELECT toString(d) AS session_date,\n       round(sum(vol) / 1e6, 1) AS all_contracts_mm,\n       round(sumIf(vol, expiry = d) / 1e6, 1) AS expiring_same_day_mm,\n       round(sumIf(vol, expiry = d) / sum(vol) * 100, 1) AS pct_expiring_same_day\nFROM (\n    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,\n           toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) AS expiry,\n           toFloat64(volume) AS vol\n    FROM global_markets.options_minute_aggs\n    WHERE (window_start >= '2026-06-05 04:00:00' AND window_start < '2026-06-06 04:00:00')\n       OR (window_start >= '2026-06-12 04:00:00' AND window_start < '2026-06-13 04:00:00')\n       OR (window_start >= '2026-06-18 04:00:00' AND window_start < '2026-06-19 04:00:00')\n)\nWHERE expiry IS NOT NULL\nGROUP BY d\nORDER BY d","computed_at":"2026-08-10T14:15:56.722907+00:00","elapsed":0.002919488}