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.
| dow | weekday | sessions | avg_same_day_contracts_m | same_day_pct_of_volume |
|---|---|---|---|---|
| 1 | Monday | 6 | 22.91 | 34.5 |
| 2 | Tuesday | 6 | 18.92 | 29.2 |
| 3 | Wednesday | 6 | 22.72 | 34.2 |
| 4 | Thursday | 6 | 24.59 | 35.4 |
| 5 | Friday | 4 | 36.1 | 46.1 |
- Rows × columns
- 5 × 5
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
dow |
number | 1 to 5 | |
weekday |
text | 5 distinct values (Friday, Monday, Thursday…) | |
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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
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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