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
—
1y percentile
insufficient data (n=0)
3y percentile
insufficient data (n=0)
all percentile
insufficient data (n=0)
robust z
insufficient data (n=0)
rank 1y
insufficient data (n=0)
n
0
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 |
|---|---|---|---|---|---|---|
| SPY | 64.7% | 11.7% | 11.7% | 45.8% | -1.59 | 64 |
| IWM | 32.0% | 8.6% | 8.6% | 9.6% | -1.68 | 64 |
| QQQ | 63.0% | 2.3% | 2.3% | 25.1% | -2.39 | 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.