opening_share_by_expiry
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.
| session_date | expiry_label | first_15min_share_pct | session_volume_millions |
|---|---|---|---|
| 2025-09-19 | Sep 19, 2025 | 8.6 | 51.6 |
| 2025-10-17 | Oct 17, 2025 | 8 | 64.2 |
| 2025-11-21 | Nov 21, 2025 | 8 | 90.2 |
| 2025-12-19 | Dec 19, 2025 | 12 | 51.7 |
| 2026-01-16 | Jan 16, 2026 | 8.2 | 54.4 |
| 2026-02-20 | Feb 20, 2026 | 6.9 | 69.5 |
| 2026-03-20 | Mar 20, 2026 | 5.7 | 81.1 |
| 2026-04-17 | Apr 17, 2026 | 7.4 | 46 |
| 2026-05-15 | May 15, 2026 | 9.3 | 42.3 |
| 2026-07-17 | Jul 17, 2026 | 10.3 | 46.5 |
| 2026-08-21 | Aug 21, 2026 | 8 | 28.6 |
| 2026-09-18 | Sep 18, 2026 | 7.5 | 38.6 |
- Rows × columns
- 12 × 4
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2025-09-19 to 2026-09-18 | |
expiry_label |
text | 12 distinct values (Apr 17, 2026, Aug 21, 2026, Dec 19, 2025…) | |
first_15min_share_pct |
number | 5.7 to 12 | percent |
session_volume_millions |
number | 28.6 to 90.2 | count |
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
toString(d) AS session_date,
formatDateTime(d, '%b %e, %Y') AS expiry_label,
round(100 * toFloat64(sumIf(volume, minute_of_day < 585))
/ toFloat64(sum(volume)), 1) AS first_15min_share_pct,
round(toFloat64(sum(volume)) / 1e6, 1) AS session_volume_millions
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS minute_of_day,
volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'QQQ'
AND window_start >= today() - 400
AND window_start < today() - 1
)
WHERE minute_of_day >= 570
AND minute_of_day < 960
AND toDayOfWeek(d) = 5
AND toDayOfMonth(d) BETWEEN 15 AND 21
GROUP BY d
ORDER BY d
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