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When Do 0DTE Options Trade? By the Hour
Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026series · 2026-08-13 · 5×5Preview: a 5-point series, ending higher. Median bid-ask spread on SPY same-day contracts quoted $1-$10, by ET hour: July 10, 2026ranking · 2026-08-13 · 7×4Preview: 7 ranked values, largest first. What the last hour trades: same-day volume by premium paid, 10am hour vs. closing hour, July 10, 2026ranking · 2026-08-13 · 5×4Preview: 5 ranked values, largest first. 0DTE contract volume, share of all options volume, and flow rate by ET hour: Friday, July 10, 2026table · 2026-08-13 · 7×5 Same-day calls vs. puts by ET hour, and the put share of 0DTE volume: July 10, 2026ranking · 2026-08-13 · 7×4Preview: 7 ranked values, largest first. Same-day options volume by underlying: the ten heaviest names, July 10, 2026table · 2026-08-13 · 10×5
Why Trading Volume Dies at Midday: U-Shape
Share of regular-session volume by half hour, SPY and AAPLseries · 2026-08-10 · 13×3Preview: a 13-point series, ending lower. Average one-minute SPY range in basis points, by half hourseries · 2026-08-10 · 13×3Preview: a 13-point series, ending lower. SPY open, midday and close volume against an average minute, by yearranking · 2026-08-10 · 8×4Preview: 8 ranked values, smallest first. Open, midday and close volume against an average session minuteranking · 2026-08-10 · 6×4Preview: 6 ranked values, smallest first.
Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026

Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026

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Same-day share of options volume by weekday: all sessions, June 1 to July 10, 2026 — 5 rows by 5 columns, computed from US exchange, SIP and OPRA data.
dowweekdaysessionsavg_same_day_contracts_msame_day_pct_of_volume
1Monday622.9134.5
2Tuesday618.9229.2
3Wednesday622.7234.2
4Thursday624.5935.4
5Friday436.146.1
the exact SQL behind every number
WITH sessions AS (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
           sumIf(volume, substring(ticker, length(ticker) - 14, 6)
                         = formatDateTime(toDate(toTimeZone(window_start, 'America/New_York')), '%y%m%d')) AS same_day_vol,
           sum(volume) AS all_vol
    FROM global_markets.options_minute_aggs
    WHERE window_start >= toDateTime64('2026-06-01 13:30:00', 9)
      AND window_start < toDateTime64('2026-07-10 20:00:00', 9)
      AND toHour(toTimeZone(window_start, 'America/New_York')) BETWEEN 9 AND 15
    GROUP BY session_date
)
SELECT toDayOfWeek(session_date) AS dow,
       formatDateTime(session_date, '%W') AS weekday,
       count() AS sessions,
       round(avg(same_day_vol) / 1e6, 2) AS avg_same_day_contracts_m,
       round(100.0 * sum(same_day_vol) / sum(all_vol), 1) AS same_day_pct_of_volume
FROM sessions
GROUP BY dow, weekday
ORDER BY dow
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