Stats › Options, shorts and positioning › Options volume
Two thirds of index option volume now expires the same day
| Measure | Value | Period |
|---|---|---|
| Same day expiry share of the index contract | 66.2%, a record | July 2026 |
| Same day expiry average daily volume | 3.2 m contracts | Q3 2026 |
| The same | 3.4 m contracts | September 2026 |
| Index contract average daily volume | 4.9 m contracts | Q3 2026 |
| The same | 5.1 m, a quarterly record | Q2 2026 |
| Single day index contract volume | 7.8 m contracts | 5 June 2026 |
| Industry wide average daily volume | 70.48 m contracts | July 2026 |
| The same at the end of the first quarter of 2020 | over 30 m contracts | vs 19.6 m in December 2019 |
All figures are exchange or regulator reported descriptive statistics with no significance tests. The industry wide figure is published by one exchange operator for the whole consolidated market; the index contract figures are that operator's own product. The implied same day share from the two Q3 2026 figures is 65.3 per cent, which is arithmetic from two published numbers in the same post.
Same day expiry options reached 66.2 per cent of total volume in the main index contract in July 2026, against an industry wide average daily volume of 70.48 million contracts across all listed options.
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