SPY option volume by expiration through one session, June 17 2026

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 2026-08-22, from What Is VIX1D? The 1-Day Volatility Index.

Rows × columns

14 × 4

Period covered

09:30 to 16:00

Computed

2026-08-22

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 2026-08-22, and the query below is what returned them.

SELECT
    formatDateTime(
        toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE),
        '%H:%i')                                                     AS et_time,
    sumIf(volume, startsWith(ticker, 'O:SPY260617'))                 AS expiring_today_volume,
    sumIf(volume, startsWith(ticker, 'O:SPY260618'))                 AS expiring_next_day_volume,
    round(100 * toFloat64(sumIf(volume, startsWith(ticker, 'O:SPY260617')))
              / toFloat64(sum(volume)), 1)                           AS today_share_pct
FROM global_markets.options_minute_aggs
WHERE (startsWith(ticker, 'O:SPY260617') OR startsWith(ticker, 'O:SPY260618'))
  AND window_start >= '2026-06-17 04:00:00'
  AND window_start <  '2026-06-18 04:00:00'
GROUP BY et_time
HAVING sum(volume) >= 50000
ORDER BY et_time