dax — 4 answered market questions

Same-day expiries as a share of SPY option volume: every session, July 2026

most recentas of 2026-08-03 series 21×4read in context →

Same-day expiries as a share of SPY option volume: every session, July 2026 — 21 rows by 4 columns, computed 2026-08-03 from US exchange, SIP and OPRA data.
date	total_volume_millions	same_day_volume_millions	same_day_share_pct
2026-07-01	3.27	0	0
2026-07-02	3.87	0	0
2026-07-06	3.61	0	0
2026-07-07	3.55	0	0
2026-07-08	3.58	0	0
2026-07-09	3.5	0	0
2026-07-10	3.25	0	0
2026-07-13	3.89	0	0
2026-07-14	3.11	0	0
2026-07-15	4.19	0	0
2026-07-16	4.31	0	0
2026-07-17	4.06	0	0
2026-07-20	4.11	0	0
2026-07-21	3.39	0	0
2026-07-22	3.22	0	0
2026-07-23	4.52	0	0
2026-07-24	3.8	0	0
2026-07-27	4.53	0	0
2026-07-28	3.23	0	0
2026-07-29	4.74	0	0
2026-07-30	4.12	0	0

the exact SQL behind every number

SELECT date,
       round(sum(volume) / 1e6, 2) AS total_volume_millions,
       round(sumIf(volume, days_to_expiry = 0) / 1e6, 2) AS same_day_volume_millions,
       round(100 * sumIf(volume, days_to_expiry = 0) / sum(volume), 1) AS same_day_share_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND date >= toDate('2026-07-01')
  AND date <= toDate('2026-07-31')
  AND volume > 0
GROUP BY date
HAVING sum(volume) > 0
ORDER BY date

More from this analysisDAX Daily Options: How Eurex 0DTE Works

Expirations on the SPY option board: every listed expiry over 30 days, 16 July 2026 series 13×4 → Distinct expirations listed for the rest of July 2026: eight US names ranking 8×3 → Median implied volatility by days to expiry: near-the-money SPY contracts, 16 July 2026 ranking 5×4 → Implied daily move (IV / 16) against realized daily movement, SPY by month series 14×5 → See all 2,173 queries →