expiry_friday_clock
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 2026-10-02, from when-do-ndx-options-expire.
| et_time | expiry_friday_millions | ordinary_friday_millions |
|---|---|---|
| 09:00 | 4.5 | 3.9 |
| 10:00 | 5.8 | 4.8 |
| 11:00 | 6.5 | 2.7 |
| 12:00 | 3.8 | 1.8 |
| 13:00 | 3 | 1.9 |
| 14:00 | 4.1 | 2.2 |
| 15:00 | 10.9 | 4.7 |
- Rows × columns
- 7 × 3
- 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 |
|---|---|---|---|
et_time |
text | 7 distinct values (09:00, 10:00, 11:00…) | |
expiry_friday_millions |
number | 3 to 10.9 | |
ordinary_friday_millions |
number | 1.8 to 4.8 |
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.
SELECT
formatDateTime(toStartOfHour(toTimeZone(window_start, 'America/New_York')), '%H:00') AS et_time,
round(toFloat64(sumIf(volume, is_expiry = 1)) / 1e6, 1) AS expiry_friday_millions,
round(toFloat64(sumIf(volume, is_expiry = 0)) / 1e6, 1) AS ordinary_friday_millions
FROM
(
SELECT
window_start,
volume,
toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2026-09-18') AS is_expiry,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS minute_of_day
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'QQQ'
AND window_start >= toDateTime('2026-09-11 00:00:00')
AND window_start < toDateTime('2026-09-19 05:00:00')
AND toDate(toTimeZone(window_start, 'America/New_York')) IN (toDate('2026-09-11'), toDate('2026-09-18'))
)
WHERE minute_of_day >= 570
AND minute_of_day < 960
GROUP BY et_time
ORDER BY et_time
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