wednesday_expiries

Name: wednesday_expiries
Creator: Strasmore
Published: 2026-09-17
License: https://www.strasmore.com/terms/

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 2026-09-17, from when-do-vix-options-expire.

as of 2026-09-17 ranking 12×3read in context →

wednesday_expiries — 12 rows by 3 columns, computed 2026-09-17 from US exchange, SIP and OPRA data.
underlying	series_traded	volume_thousands
SPY	264	2022
TSLA	198	1943.9
NVDA	113	1831.8
AAPL	97	1635.6
QQQ	225	1250.1
MU	256	651.2
AMZN	92	533.7
META	206	444.3
IBIT	109	276.6
INTC	112	274.8
TLT	55	216.8
MSFT	147	196.1

Rows × columns: 12 × 3
Computed: 2026-09-17
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 wednesday_expiries, derived from the stored result.
Column	Type	Range	Notes
`underlying`	text	12 distinct values (AAPL, AMZN, IBIT…)
`series_traded`	number	55 to 264
`volume_thousands`	number	196.1 to 2,022	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 2026-09-17, and the query below is what returned them.

the exact SQL behind every number

SELECT
    underlying_symbol                            AS underlying,
    uniqExact(ticker)                            AS series_traded,
    round(toFloat64(sum(volume)) / 1000, 1)      AS volume_thousands
FROM global_markets.options_greeks
WHERE toDate(expiration_date) = toDate('2026-09-02')
  AND volume > 0
  AND date BETWEEN toDate('2026-08-19') AND toDate('2026-09-02')
  AND underlying_symbol NOT IN ('SPCX')
GROUP BY underlying_symbol
ORDER BY volume_thousands DESC
LIMIT 12

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