Expiration history · 0DTE spikes
The largest same-day option spikes in the archive. ETF entry and exit prices are searched in every ordered raw NBBO tick, with their exact time; no one-minute sampling is used. The peak may then follow theoretical intrinsic value through 17:30.
…
| Symbol | Spikes | Avg. move before spike | Average | Median | Record | CALL / PUT | Sessions | Frequency |
|---|
How the page is built
Snapshots are rebuilt twice daily. QQQ, SPY and IWM: every checksum-verified ordered raw NBBO price transition for a band of strikes around the underlying, since March 2022. The fourteen single stocks: minute trade closes since February 2026; they are not confirmed bid/ask executions. Growth is peak ÷ start × 100: 10¢ → 50¢ is 500%, or 5×. Values below 200% are not stored; entry prices start at $0.01.
Completeness is checked for the selected dates: a session the source could not confirm is never counted as a session without spikes. Frequency statistics therefore use only fully checked sessions, while the spikes known from a partial day still appear in the table. The audit itself is in the response of /api/option-expiration-history.
«Rise within» uses the original nanosecond timestamps for ETF quotes; displayed clocks are shortened to milliseconds. Single-name prices are the last trades of minute bars, not trades at an exact known second. Entry must be before the end of option trading: 16:15 for QQQ/SPY/IWM and 16:00 for single names, earlier on shortened sessions. The bar starting at the cutoff cannot supply an entry.
After trading ends, only the peak may continue through 17:30. CALL intrinsic value is max(underlying HIGH − strike, 0); PUT intrinsic value is max(strike − underlying LOW, 0), using each actual underlying minute bar. Missing bars are not filled. Since the second of a minute extreme is unknown, its entire minute must fit the selected time range and the maximum rise duration. A boundary-minute move may therefore be excluded rather than assigned a fictitious exact time. This is theoretical value, not a post-close option trade or guaranteed profit.