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Same-day share of options volume by weekday: all sessions, June 1 to July 10, 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 2026-08-13, from When Do 0DTE Options Trade? By the Hour.

as of series 5×5read in context →
Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026 — 5 rows by 5 columns, computed from US exchange, SIP and OPRA data.
dowweekdaysessionsavg_same_day_contracts_msame_day_pct_of_volume
1Monday622.9134.5
2Tuesday618.9229.2
3Wednesday622.7234.2
4Thursday624.5935.4
5Friday436.146.1
Rows × columns
5 × 5
Period covered
to
Computed
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

Column definitions for Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026, derived from the stored result.
ColumnTypeRangeNotes
dow number 1 to 5
weekday date Friday to Wednesday
sessions number 4 to 6
avg_same_day_contracts_m number 18.92 to 36.1 count
same_day_pct_of_volume number 29.2 to 46.1 percent

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 , and the query below is what returned them.

the exact SQL behind every number 
WITH sessions AS (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
           sumIf(volume, substring(ticker, length(ticker) - 14, 6)
                         = formatDateTime(toDate(toTimeZone(window_start, 'America/New_York')), '%y%m%d')) AS same_day_vol,
           sum(volume) AS all_vol
    FROM global_markets.options_minute_aggs
    WHERE window_start >= toDateTime64('2026-06-01 13:30:00', 9)
      AND window_start < toDateTime64('2026-07-10 20:00:00', 9)
      AND toHour(toTimeZone(window_start, 'America/New_York')) BETWEEN 9 AND 15
    GROUP BY session_date
)
SELECT toDayOfWeek(session_date) AS dow,
       formatDateTime(session_date, '%W') AS weekday,
       count() AS sessions,
       round(avg(same_day_vol) / 1e6, 2) AS avg_same_day_contracts_m,
       round(100.0 * sum(same_day_vol) / sum(all_vol), 1) AS same_day_pct_of_volume
FROM sessions
GROUP BY dow, weekday
ORDER BY dow

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