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SPY contract volume by days to expiry, September 2026ranking ·
2026-10-05 · 4×3
SPY contract volume by days to expiry, September 2026
SPY contract volume by days to expiry, September 2026
| dte_bucket | contracts_millions | share_pct |
|---|---|---|
| 1 to 5 | 42.87 | 57.7 |
| 6 to 21 | 18.16 | 24.4 |
| 22 to 60 | 8.61 | 11.6 |
| 61 or more | 4.67 | 6.3 |
the exact SQL behind every number
WITH
(
SELECT sum(volume)
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND date >= '2026-09-01'
AND date < '2026-10-01'
AND volume > 0
) AS month_volume
SELECT
multiIf(
days_to_expiry = 0, '0 (same day)',
days_to_expiry BETWEEN 1 AND 5, '1 to 5',
days_to_expiry BETWEEN 6 AND 21, '6 to 21',
days_to_expiry BETWEEN 22 AND 60, '22 to 60',
'61 or more') AS dte_bucket,
round(sum(volume) / 1e6, 2) AS contracts_millions,
round(100 * sum(volume) / month_volume, 1) AS share_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND date >= '2026-09-01'
AND date < '2026-10-01'
AND volume > 0
GROUP BY dte_bucket
ORDER BY min(days_to_expiry)
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