STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

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Why Index Options Are Taxed 60/40: Section 1256
Average daily options volume: Section 1256 names against equity optionsranking · 2026-10-04 · 4×3Preview: 4 ranked values, largest first. Share of contract volume by days to expiry, SPX and SPYranking · 2026-10-04 · 5×3Preview: 5 ranked values, largest first.
SPX vs SPY Options: Which One to Trade
SPY option volume by days to expiry, trailing six weeksranking · 2026-10-04 · 5×3Preview: 5 ranked values, largest first. Time value left in deep in-the-money SPY calls, against the dividend at stakeranking · 2026-10-04 · 15×4Preview: 15 ranked values, smallest first. How close SPY closes to the nearest whole-dollar strike on monthly expirationsseries · 2026-10-04 · 12×4Preview: a 12-point series, roughly flat. What one contract controls: SPX, SPY and XSPranking · 2026-10-04 · 3×4Preview: 3 ranked values, largest first.
SPX Options vs ES Futures Options: Which to Use
Daily S&P 500 moves by month, measured on SPYseries · 2026-10-04 · 13×6Preview: a 13-point series, ending lower. Share of SPY volume by hour of the day (ET), trailing monthranking · 2026-10-04 · 16×2Preview: 16 ranked values, largest first.
Which Options Expire on Each Weekday
SPY expiration dates per weekday, by month, since October 2021series · 2026-10-04 · 60×6Preview: a 16-point series, ending lower. Expiration dates reached, by weekday, trailing yearseries · 2026-10-04 · 5×5Preview: a 5-point series, ending higher. Option classes grouped by how many weekdays they expired on, trailing quarterranking · 2026-10-04 · 4×2Preview: 4 ranked values, largest first.
When Do SPX Options Stop Trading?
The final hours of the AM settled SPX monthly, Thursday May 14, 2026 (ET)series · 2026-09-26 · 8×3Preview: a 8-point series, roughly flat. Prior close to expiration-Friday open, monthly expirations (SPY, percent)series · 2026-09-26 · 11×5Preview: a 11-point series, roughly flat. The final hours of the expiring SPXW weekly, Friday May 15, 2026 (ET)series · 2026-09-26 · 7×4Preview: a 7-point series, roughly flat. Expiration Friday, 8:00 a.m. to 10:00 a.m. ET: which root is tradingseries · 2026-09-26 · 2×5Preview: a 2-point series, roughly flat. Contracts traded per session into the May 15, 2026 expiration, by rootseries · 2026-09-26 · 5×4Preview: a 5-point series, ending higher.
What Is the Gamma Flip Level?
Signed net gamma by strike and its running total, $mm of delta per 1% moveranking · 2026-09-26 · 18×3Preview: 16 ranked values, largest first. Average gamma per contract by strike, SPY, one pinned June 2026 sessionranking · 2026-09-26 · 16×3Preview: 16 ranked values, smallest first. Daily ladder flip estimate against the close, SPY, June 2026series · 2026-09-26 · 21×4Preview: a 16-point series, ending lower. Ladder flip estimate by expiration window, one pinned June 2026 sessionranking · 2026-09-26 · 4×3Preview: 4 ranked values, largest first.
Are 0DTE Options High Risk? What the Greeks Say
Delta change from a 1% SPY move, by distance from the strike (June 2026)ranking · 2026-09-18 · 9×3Preview: 9 ranked values, largest first. What an at-the-money SPY call cost, by days to expiry (June 2026)table · 2026-09-18 · 5×5 Gamma and theta per dollar of premium, by days to expiry (June 2026)series · 2026-09-18 · 5×5Preview: a 5-point series, ending lower. How the at-the-money call finished, June 2026 expiriesranking · 2026-09-18 · 5×2Preview: 5 ranked values, largest first. An at-the-money SPY call: prior close versus value at the expiry close, every June 2026 expiryseries · 2026-09-18 · 21×6Preview: a 16-point series, ending lower.
AM vs PM Settled Index Options Explained
The same hypothetical on every session: expiration mornings against the rest of the tapetable · 2026-08-03 · 3×5 The prices behind the arithmetic: Thursday's close, the strike, Friday's open and closeseries · 2026-08-03 · 29×6Preview: a 16-point series, ending higher. One at-the-money call settled two ways: the ten widest splits since January 2024table · 2026-08-03 · 10×5 Every monthly expiration since January 2024: the overnight gap, then the session that followedseries · 2026-08-03 · 29×4Preview: a 16-point series, ending lower.
Average daily options volume: Section 1256 names against equity options

Average daily options volume: Section 1256 names against equity options

most recentas of ranking 4×3read in context →
Average daily options volume: Section 1256 names against equity options — 4 rows by 3 columns, computed from US exchange, SIP and OPRA data.
symboltax_treatmentavg_daily_contracts_k
SPYOrdinary equity option3660
QQQOrdinary equity option2328.7
IWMOrdinary equity option919.6
AAPLOrdinary equity option885.8
the exact SQL behind every number 
SELECT
    replaceOne(underlying_symbol, 'I:', '')            AS symbol,
    if(symbol IN ('SPX', 'XSP', 'NDX', 'RUT', 'VIX'),
       'Section 1256 (60/40)',
       'Ordinary equity option')                       AS tax_treatment,
    round(sum(volume) / countDistinct(date) / 1000, 1) AS avg_daily_contracts_k
FROM global_markets.options_greeks
WHERE date >= today() - 90
  AND symbol IN ('SPX', 'XSP', 'NDX', 'RUT', 'VIX', 'SPY', 'QQQ', 'IWM', 'AAPL')
  AND volume > 0
GROUP BY symbol
ORDER BY avg_daily_contracts_k DESC
More from this analysisWhy Index Options Are Taxed 60/40: Section 1256
Share of contract volume by days to expiry, SPX and SPY ranking 5×3 → Share of SPY volume by hour of the day (ET), trailing month ranking 16×2 → Time value left in deep in-the-money SPY calls, against the dividend at stake ranking 15×4 → SPY option volume by days to expiry, trailing six weeks ranking 5×3 → See all 3,256 queries →
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