contracts — 3 answered market questions

Volume around one quarterly expiry: SPY June 19 vs September 18, 2026

most recentas of 2026-08-09 series 38×3read in context →

Volume around one quarterly expiry: SPY June 19 vs September 18, 2026 — 38 rows by 3 columns, computed 2026-08-09 from US exchange, SIP and OPRA data.
session_date	jun_19_expiry_millions	sep_18_expiry_millions
2026-05-15	0	0.05
2026-05-18	0	0.04
2026-05-19	0	0.06
2026-05-20	0	0.02
2026-05-21	0	0.02
2026-05-22	0	0.04
2026-05-26	0	0.03
2026-05-27	0	0.04
2026-05-28	0	0.07
2026-05-29	0	0.04
2026-06-01	0	0.06
2026-06-02	0	0.04
2026-06-03	0	0.05
2026-06-04	0	0.02
2026-06-05	0	0.06
2026-06-08	0	0.03
2026-06-09	0	0.06
2026-06-10	0	0.04
2026-06-11	0	0.06
2026-06-12	0	0.04
2026-06-15	0	0.05
2026-06-16	0	0.48
2026-06-17	0	0.09
2026-06-18	0	0.05
2026-06-22	0	0.04
2026-06-23	0	0.04
2026-06-24	0	0.05
2026-06-25	0	0.06
2026-06-26	0	0.04
2026-06-29	0	0.06
2026-06-30	0	0.45
2026-07-01	0	0.09
2026-07-02	0	0.07
2026-07-06	0	0.04
2026-07-07	0	0.06
2026-07-08	0	0.13
2026-07-09	0	0.04
2026-07-10	0	0.05

the exact SQL behind every number

SELECT
    toString(date)                                                            AS session_date,
    round(toFloat64(sumIf(volume, expiration_date = '2026-06-19')) / 1e6, 2)  AS jun_19_expiry_millions,
    round(toFloat64(sumIf(volume, expiration_date = '2026-09-18')) / 1e6, 2)  AS sep_18_expiry_millions
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND date >= '2026-05-15'
  AND date <= '2026-07-10'
  AND volume > 0
  AND iv_converged = 1
GROUP BY date
ORDER BY date

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