STRASMORE/EXPLORE 2,500 QUERIES

thursday_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 8×3read in context →
thursday_tail — 8 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timeam_settled_spx_contractsweekly_spxw_contracts
15:0066298405
15:1043317972
15:20518333713
15:30670310491
15:401026423697
15:501144333810
16:00694740752
16:10173513366
Rows × columns
8 × 3
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 thursday_tail, derived from the stored result.
ColumnTypeRangeNotes
et_time text 8 distinct values (15:00, 15:10, 15:20…)
am_settled_spx_contracts number 1,735 to 11,443 count
weekly_spxw_contracts number 7,972 to 40,752 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
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 10 MINUTE), '%H:%i') AS et_time,
    sum(if(startsWith(ticker, 'O:SPXW'), 0, volume)) AS am_settled_spx_contracts,
    sum(if(startsWith(ticker, 'O:SPXW'), volume, 0)) AS weekly_spxw_contracts
FROM global_markets.options_minute_aggs
WHERE (startsWith(ticker, 'O:SPX260515') OR startsWith(ticker, 'O:SPXW260515'))
  AND window_start >= toDateTime('2026-05-14 19:00:00', 'UTC')
  AND window_start <  toDateTime('2026-05-14 21:30:00', 'UTC')
GROUP BY et_time
HAVING am_settled_spx_contracts > 0
ORDER BY et_time
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