expiry_volume_share
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 2026-09-28, from why-only-some-stocks-have-daily-options.
| expiry_date | expiry_label | spy_share_pct | aapl_share_pct | ko_share_pct |
|---|---|---|---|---|
| 2026-09-25 | Sep 25 | 46.2 | 75.1 | 52.9 |
| 2026-09-28 | Sep 28 | 10.1 | 6.6 | 0 |
| 2026-09-29 | Sep 29 | 3 | 0 | 0 |
| 2026-09-30 | Sep 30 | 19.6 | 2.5 | 0 |
| 2026-10-01 | Oct 1 | 3.2 | 0 | 0 |
| 2026-10-02 | Oct 2 | 4.6 | 5.4 | 30.4 |
| 2026-10-05 | Oct 5 | 0.9 | 0.5 | 0 |
| 2026-10-06 | Oct 6 | 0.4 | 0 | 0 |
| 2026-10-07 | Oct 7 | 0.3 | 0.1 | 0 |
| 2026-10-08 | Oct 8 | 0.2 | 0 | 0 |
| 2026-10-09 | Oct 9 | 2.4 | 2.7 | 2.9 |
| 2026-10-16 | Oct 16 | 8 | 5.9 | 11.1 |
| 2026-10-23 | Oct 23 | 1.2 | 1.2 | 2.6 |
- Rows × columns
- 13 × 5
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
expiry_date |
date | 2026-09-25 to 2026-10-23 | |
expiry_label |
text | 13 distinct values (Oct 1, Oct 16, Oct 2…) | |
spy_share_pct |
number | 0.2 to 46.2 | percent |
aapl_share_pct |
number | 0 to 75.1 | percent |
ko_share_pct |
number | 0 to 52.9 | percent |
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.
WITH (SELECT max(date) FROM global_markets.options_greeks) AS asof
SELECT
toString(expiration_date) AS expiry_date,
any(formatDateTime(expiration_date, '%b %e')) AS expiry_label,
round(100 * sumIf(volume, underlying_symbol = 'SPY')
/ nullIf(sum(sumIf(volume, underlying_symbol = 'SPY')) OVER (), 0), 1) AS spy_share_pct,
round(100 * sumIf(volume, underlying_symbol = 'AAPL')
/ nullIf(sum(sumIf(volume, underlying_symbol = 'AAPL')) OVER (), 0), 1) AS aapl_share_pct,
round(100 * sumIf(volume, underlying_symbol = 'KO')
/ nullIf(sum(sumIf(volume, underlying_symbol = 'KO')) OVER (), 0), 1) AS ko_share_pct
FROM global_markets.options_greeks
WHERE date = asof
AND underlying_symbol IN ('SPY', 'AAPL', 'KO')
AND volume > 0
AND expiration_date >= asof
AND expiration_date <= asof + 30
GROUP BY expiration_date
ORDER BY expiration_date
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