zero_dte_volume_share

Share of the session's option volume in contracts expiring that session, denominator truncated at 120 DTE. ONLY SPY, QQQ AND IWM, which list a 0DTE expiry every session; NULL for every other name, whose Friday weekly would make it a once-a-week statistic under the same name.

fractionRESTATEDcore.option_strikesn_min 20export restricted — hover for the licence

value

64.7%

1y percentile

11.7%

3y percentile

11.7%

all percentile

11.7%

robust z

-1.59

rank 1y

45.8%

Rank and percentile disagree by 34 points. rank 46% sits far above percentile 12%, both over every reading on record, less than a year of them: the window is compressed near its low, so a small absolute move covers much of the range without being unusual

64.7%2026-09-17

2026-06-1764 obs2026-09-17

Every symbol at 2026-09-17

3 of 39 with a reading on or before 2026-09-17. Each row is that name against its own history — core.metric_context(), one query for all of them — not a rank among them.

symbol	value	1y pct ↑	3y pct	1y rank	robust z	n
QQQ	63.0%	2.3%	2.3%	25.1%	-2.39	64
IWM	32.0%	8.6%	8.6%	9.6%	-1.68	64
SPY	64.7%	11.7%	11.7%	45.8%	-1.59	64
AAPL	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
AMD	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
AMZN	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
AVGO	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
CAT	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
CRSR	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
CRWD	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
DE	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
DELL	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
DIA	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
GOOG	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
INTC	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
LMT	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
META	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
MRVL	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
MSFT	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
MU	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
NVDA	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
ORCL	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
PANW	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
PLTR	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
SMH	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
SNDK	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
SOXX	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
SPCX	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
STX	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
WDC	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
XLE	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
XLF	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
XLI	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
XLK	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
XLP	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
XLU	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
XLV	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
XLY	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0
XOM	no reading	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	insufficient data (n=0)	0

Provenance

Source: core.option_strikes
Cadence: daily, XNYS sessions; fetched 19:00 ET, first materialised by the next run
Read by: Page 4's 0DTE share of volume (DATA_SOURCES.md), a header cell for SPY, QQQ and IWM
Point-in-time: RESTATED — values change as corporate actions arrive. Each row's vintage_ts records when it was computed.
Export restriction: INHERITED FROM core.option_strikes, whose uw_option_chains SourceSpec records the basis: UW API Basic is a personal-use tier and the rows carry OPRA-derived NBBO and greeks (DESIGN.md §9.15, ADR-0014). A statistic computed from restricted data is still restricted - a sum is not a licence.