Expiring today report
Contracts that expire this session (0 DTE) and have traded, ranked by volume, visible through the close.
Overview
The Expiring today report lists contracts expiring in the current session (0 days to expiry) that have traded, ranked by volume. Expiration-day contracts stay visible through the close.
The data delay depends on your plan and is shown on every view: the as-of time and the delayed label sit above the results. On the Free plan reports show the previous session.
How the report is built
- DTE = 0 and volume > 0. Sorted by volume.
- Remove the volume filter to see the whole expiring chain.
Before you start
Any signed-in plan can open the report from Research → Reports. Your plan decides how fresh the data is and how much history you can read. CSV export needs a plan that includes it.
Steps
- Open Research → Reports, choose the Session family (or type "Expiring today" in Search reports) and open Expiring today.
- The report runs straight away with its default filters. The as-of time and delayed label are shown above the grid.
- Change any filter (for example pick one symbol) and press Run to refresh the grid.
- Choose Save as screen to keep your variant under Research → Saved Screens, where you can schedule it or turn it into an alert.
- Use Export CSV to download the rows (plans with CSV export).
Columns and metrics
| Column | What it means |
|---|---|
| Symbol | The underlying stock or ETF. |
| Expiration | The contract expiration date. |
| DTE | Calendar days until expiration (0 = expires this session). |
| Strike | The strike price of the contract. |
| C/P | Call or put. |
| ITM/ATM/OTM | In, at or out of the money, worked out from the strike against the stock price. |
| Volume | Contracts traded so far this session (cumulative, as of the snapshot time). |
| OI | Open contracts as of the prior settlement. |
| Bid | Best bid of the latest snapshot. |
| Ask | Best ask of the latest snapshot. |
| Mark | Bid/ask midpoint, per share. This is the premium the reports use. |
| Und. Price | The latest price of the underlying stock. |
| Quote quality | Where the latest quote came from: published by the provider, or indicative / derived. |
Percentages are stored as fractions and displayed as percentages (0.05 is shown as 5 %). An unknown value shows as "-", never as 0.
How to read it
- 0 DTE options have almost no time value left; their price moves mostly with the stock.
- Large volume near the stock price shows where expiration-day activity is concentrated.
Example
Illustrative only - the symbol and numbers are invented.
XYZ 100 call expiring today: Volume 25,000, OI 18,000, Bid 0.45, Ask 0.50, Mark 0.475, Und. Price $100.20, ATM.
Using it in your research
- See which strikes are most active on expiration day.
- Compare with the open interest at those strikes from the Open interest report.
Treat every row as a starting point for your own research, not as a signal. Volume and open interest never say whether a trade was a buy or a sell.
Troubleshooting
The list is empty
No covered contract expires in the session you are reading. On the Free plan you read the previous session.
The report shows "No Records Found"
The filters may be too narrow for the session, or the session has only just opened. Widen a threshold, clear the symbol, or check the as-of time to see which session you are reading. On the Free plan you read the previous session.