{"slug":"what-is-vix1d","qid":"expiry_handover","label":"SPY option volume by expiration through one session, June 17 2026","post_title":"What Is VIX1D? The 1-Day Volatility Index","post_url":"/blog/what-is-vix1d#q-expiry_handover","columns":["et_time","expiring_today_volume","expiring_next_day_volume","today_share_pct"],"rows":[{"et_time":"09:30","expiring_today_volume":501205,"expiring_next_day_volume":117747,"today_share_pct":81},{"et_time":"10:00","expiring_today_volume":647972,"expiring_next_day_volume":120685,"today_share_pct":84.3},{"et_time":"10:30","expiring_today_volume":852274,"expiring_next_day_volume":123721,"today_share_pct":87.3},{"et_time":"11:00","expiring_today_volume":502849,"expiring_next_day_volume":72857,"today_share_pct":87.3},{"et_time":"11:30","expiring_today_volume":374947,"expiring_next_day_volume":52973,"today_share_pct":87.6},{"et_time":"12:00","expiring_today_volume":303827,"expiring_next_day_volume":43970,"today_share_pct":87.4},{"et_time":"12:30","expiring_today_volume":332653,"expiring_next_day_volume":43479,"today_share_pct":88.4},{"et_time":"13:00","expiring_today_volume":397277,"expiring_next_day_volume":77578,"today_share_pct":83.7},{"et_time":"13:30","expiring_today_volume":383065,"expiring_next_day_volume":72219,"today_share_pct":84.1},{"et_time":"14:00","expiring_today_volume":1047415,"expiring_next_day_volume":276495,"today_share_pct":79.1},{"et_time":"14:30","expiring_today_volume":841744,"expiring_next_day_volume":240131,"today_share_pct":77.8},{"et_time":"15:00","expiring_today_volume":845164,"expiring_next_day_volume":252916,"today_share_pct":77},{"et_time":"15:30","expiring_today_volume":560087,"expiring_next_day_volume":454948,"today_share_pct":55.2},{"et_time":"16:00","expiring_today_volume":70844,"expiring_next_day_volume":357084,"today_share_pct":16.6}],"shape":"series","sql":"SELECT\n    formatDateTime(\n        toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE),\n        '%H:%i')                                                     AS et_time,\n    sumIf(volume, startsWith(ticker, 'O:SPY260617'))                 AS expiring_today_volume,\n    sumIf(volume, startsWith(ticker, 'O:SPY260618'))                 AS expiring_next_day_volume,\n    round(100 * toFloat64(sumIf(volume, startsWith(ticker, 'O:SPY260617')))\n              / toFloat64(sum(volume)), 1)                           AS today_share_pct\nFROM global_markets.options_minute_aggs\nWHERE (startsWith(ticker, 'O:SPY260617') OR startsWith(ticker, 'O:SPY260618'))\n  AND window_start >= '2026-06-17 04:00:00'\n  AND window_start <  '2026-06-18 04:00:00'\nGROUP BY et_time\nHAVING sum(volume) >= 50000\nORDER BY et_time","computed_at":"2026-08-22T04:35:02.539535+00:00","elapsed":0.04167839}