STRASMORE/EXPLORE 2,500 QUERIES

friday_tail

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 2026-09-23, from when-do-spx-options-stop-trading.

as of series 7×4read in context →
friday_tail — 7 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_timeweekly_spxw_contractsam_settled_spx_contractsam_settled_afternoon_total
15:007049700
15:108296800
15:206306000
15:306435500
15:408555400
15:5016146200
16:0040900
Rows × columns
7 × 4
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 friday_tail, derived from the stored result.
ColumnTypeRangeNotes
et_time text 7 distinct values (15:00, 15:10, 15:20…)
weekly_spxw_contracts number 409 to 161,462 count
am_settled_spx_contracts number every row is 0 count
am_settled_afternoon_total number every row is 0

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
    et_time,
    weekly_spxw_contracts,
    am_settled_spx_contracts,
    sum(am_settled_spx_contracts) OVER () AS am_settled_afternoon_total
FROM
(
    SELECT
        formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 10 MINUTE), '%H:%i') AS et_time,
        sum(if(startsWith(ticker, 'O:SPXW'), volume, 0)) AS weekly_spxw_contracts,
        sum(if(startsWith(ticker, 'O:SPXW'), 0, volume)) AS am_settled_spx_contracts
    FROM global_markets.options_minute_aggs
    WHERE (startsWith(ticker, 'O:SPX260515') OR startsWith(ticker, 'O:SPXW260515'))
      AND window_start >= toDateTime('2026-05-15 19:00:00', 'UTC')
      AND window_start <  toDateTime('2026-05-15 21:30:00', 'UTC')
    GROUP BY et_time
    HAVING weekly_spxw_contracts > 0
)
ORDER BY et_time
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