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SPY's expiration on every trading day: each near-term SPY expiry date, its weekday and volume

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 2026-10-04, from Which Stocks Have Daily Options?.

as of series 12×4read in context →
SPY's expiration on every trading day: each near-term SPY expiry date, its weekday and volume — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
expiry_dateexpiry_labelweekdaycontracts_mm
2026-10-01Oct 1Thursday11.81
2026-10-02Oct 2Friday3.42
2026-10-05Oct 5Monday0.77
2026-10-06Oct 6Tuesday0.42
2026-10-07Oct 7Wednesday0.42
2026-10-08Oct 8Thursday0.16
2026-10-09Oct 9Friday1.03
2026-10-12Oct 12Monday0.1
2026-10-13Oct 13Tuesday0.05
2026-10-14Oct 14Wednesday0.03
2026-10-15Oct 15Thursday0.01
2026-10-16Oct 16Friday1.24
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for SPY's expiration on every trading day: each near-term SPY expiry date, its weekday and volume, derived from the stored result.
ColumnTypeRangeNotes
expiry_date date 2026-10-01 to 2026-10-16
expiry_label text 12 distinct values (Oct 1, Oct 12, Oct 13…)
weekday text 5 distinct values (Friday, Monday, Thursday…)
contracts_mm number 0.01 to 11.81 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(expiry) AS expiry_date,
       formatDateTime(expiry, '%b %e') AS expiry_label,
       dateName('weekday', expiry) AS weekday,
       round(sum(vol) / 1e6, 2) AS contracts_mm
FROM (
    SELECT toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) AS expiry,
           toFloat64(volume) AS vol
    FROM global_markets.options_minute_aggs
    WHERE window_start >= now() - INTERVAL 8 DAY
      AND ticker LIKE 'O:SPY2%'
)
WHERE expiry >= today() - 3 AND expiry <= today() + INTERVAL 12 DAY
GROUP BY expiry
ORDER BY expiry
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