Quadruple Witching vs Triple Witching
SPY volume on quarterly expiration Fridays, against the average ordinary Fridayseries ·
2026-08-22 · 13×4
Share of SPY regular hours volume by half hour: expiration Friday vs the Friday afterseries ·
2026-08-22 · 14×3
Average absolute open to close move on SPY Fridays, expiration vs ordinary, by yearranking ·
2026-08-22 · 10×4
Percent of regular hours volume printed in the 4:00 p.m. minute, six large listingsranking ·
2026-08-22 · 6×3
Options Expiration Calendar 2026: All 12 Dates
Every Friday of 2026 through July, shortest session firstseries ·
2026-08-22 · 31×4
Every 2026 monthly options expiration dateseries ·
2026-08-22 · 12×6
Was the April expiration Friday a trading day?ranking ·
2026-08-22 · 11×4
AAPL contracts traded into each 2026 expiration date, H1series ·
2026-08-22 · 68×4
Triple Witching 2026 Dates and Volume Data
SPY on witching sessions vs. the same month's other sessions: intraday range and net move (% of the open)series ·
2026-08-14 · 8×4
Every quarterly witching session since September 2024: market-wide regular-hours dollar volume vs. the month's other sessionsseries ·
2026-08-14 · 8×4
Dollar volume by half hour: witching Thursday (Jun 18, 2026) vs. the ordinary Friday before it (Jun 12)series ·
2026-08-14 · 13×3
SPY volume on quarterly expiration Fridays, against the average ordinary Friday
SPY volume on quarterly expiration Fridays, against the average ordinary Friday
| session_date | session_label | spy_volume_millions | vs_ordinary_friday_ratio |
|---|---|---|---|
| 2023-03-17 | Mar 2023 | 140.4 | 1.87 |
| 2023-06-16 | Jun 2023 | 114.2 | 1.52 |
| 2023-09-15 | Sep 2023 | 111.8 | 1.49 |
| 2023-12-15 | Dec 2023 | 141.6 | 1.89 |
| 2024-03-15 | Mar 2024 | 107.6 | 1.43 |
| 2024-06-21 | Jun 2024 | 63.4 | 0.84 |
| 2024-09-20 | Sep 2024 | 77.5 | 1.03 |
| 2024-12-20 | Dec 2024 | 124.7 | 1.66 |
| 2025-03-21 | Mar 2025 | 83.8 | 1.12 |
| 2025-06-20 | Jun 2025 | 94.1 | 1.25 |
| 2025-09-19 | Sep 2025 | 97.9 | 1.3 |
| 2025-12-19 | Dec 2025 | 103.5 | 1.38 |
| 2026-03-20 | Mar 2026 | 165.6 | 2.21 |
the exact SQL behind every number
WITH fridays AS
(
SELECT
date,
toFloat64(volume) AS vol,
(toMonth(date) IN (3, 6, 9, 12) AND toDayOfMonth(date) BETWEEN 15 AND 21) AS is_expiry
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2023-01-01'
AND date < today()
AND toDayOfWeek(date) = 5
),
ordinary AS
(
SELECT avg(vol) AS avg_ordinary_friday
FROM fridays
WHERE is_expiry = 0
)
SELECT
toString(f.date) AS session_date,
formatDateTime(f.date, '%b %Y') AS session_label,
round(f.vol / 1e6, 1) AS spy_volume_millions,
round(f.vol / o.avg_ordinary_friday, 2) AS vs_ordinary_friday_ratio
FROM fridays AS f
CROSS JOIN ordinary AS o
WHERE f.is_expiry = 1
ORDER BY f.date
More from this analysisQuadruple Witching vs Triple Witching
Share of SPY regular hours volume by half hour: expiration Friday vs the Friday after
series 14×3
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Average absolute open to close move on SPY Fridays, expiration vs ordinary, by year
ranking 10×4
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Percent of regular hours volume printed in the 4:00 p.m. minute, six large listings
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AAPL contracts traded into each 2026 expiration date, H1
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