calendar_2026

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
    traded AS
    (
        SELECT groupArray(session_day) AS session_days
        FROM
        (
            SELECT date AS session_day
            FROM global_markets.stocks_daily_aggs
            WHERE ticker = 'SPY'
              AND date >= toDate('2014-11-01')
            GROUP BY session_day
        )
    ),
    closures_ahead AS
    (
        SELECT groupArray(date) AS closed_days
        FROM global_markets.stocks_market_holidays
        WHERE status = 'closed'
    )
SELECT
    toString(settlement)                                    AS settlement_date,
    formatDateTime(settlement, '%a %b %e')                  AS settlement_label,
    concat('VX ', formatDateTime(contract_month, '%b %Y'))  AS vix_contract,
    formatDateTime(spx_anchor, '%b %e')                     AS spx_anchor_friday,
    toInt32(dateDiff('day', equity_monthly, settlement))    AS days_from_equity_expiry
FROM
(
    SELECT
        a.contract_month AS contract_month,
        a.equity_monthly AS equity_monthly,
        if(((a.ref_friday <= toDate(arrayMax(t.session_days))) AND (NOT has(t.session_days, a.ref_friday)))
            OR has(h.closed_days, a.ref_friday),
           addDays(a.ref_friday, -1),
           a.ref_friday)                                    AS spx_anchor,
        addDays(spx_anchor, -30)                            AS wednesday_target,
        if(((wednesday_target <= toDate(arrayMax(t.session_days))) AND (NOT has(t.session_days, wednesday_target)))
            OR has(h.closed_days, wednesday_target),
           addDays(wednesday_target, -1),
           wednesday_target)                                AS settlement
    FROM
    (
        SELECT
            contract_month,
            addMonths(contract_month, 1)                                                       AS ref_month,
            addDays(ref_month, ((5 - toInt32(toDayOfWeek(ref_month)) + 7) % 7) + 14)           AS ref_friday,
            addDays(contract_month, ((5 - toInt32(toDayOfWeek(contract_month)) + 7) % 7) + 14) AS equity_monthly
        FROM
        (
            SELECT addMonths(toDate('2026-01-01'), toInt32(arrayJoin(range(12)))) AS contract_month
        )
    ) AS a
    CROSS JOIN traded AS t
    CROSS JOIN closures_ahead AS h
)
ORDER BY settlement ASC