YES! The AM expirations expire at the open on the expiring Friday (not tradeable on Friday, but last trade possible on Thursday before expiry). A Friday expiry on a Weekly expires at 4PM Eastern time and is tradeable up to that point! For example, no one doing 0DTE will use the AM expiry products (on purpose)!
It begins so: It looks buggy, isn't it? B/c for the year 2029 it has more options than for today (0) and monday(3). Or am I maybe misinterpreting your table structure?
I suspect you are misinterpreting what you see. That first reference is for weekly SPX expiring today, hence # days to expiration < 1. The 2nd reference is for a 3/18/24 PM expiration (Monday), which is 3.xxx days from now! Unclear why you are stating year 2029, yet showing only 2024 options. I posted the expirations to help you determine which ones you are missing! Note the string here is identical to the Opra string prior to the 'P|C' character in the opra.
Ah, your 2nd table contains the DTEs for the expiration dates. I was thinking it's the number of options for each exp date. I'll check to find out which EDs or Ks are missing in my PM data...
@stepandfetchit, is it possible in your posted first table to find/filter the AM options? And NS options?
I've extended my program to show also the AM settled strikes: T=SPX Calls(cED=54 cPM=3563 cAM=1551 cNS=0) Puts(cED=54 cPM=3563 cAM=1551 cNS=0) As can be seen, today there are 54 ExpiryDates with 3563 PM Call strikes in total and 1551 AM Call strikes in total. Same with Puts. Sooo, in the above discussion @stepandfetchit had posted such numbers from his database that go even beyond 20,000 Call strikes in total for both PM + AM. I strongly believe that information by him cannot be true; he must have made an error, IMO, most probably double-counted from SPX and SPXW together. It's also impolite that he silently stopped answering questions. If I make an error, then I surely admit it. We all are just humans, not machines...
More stats data about EDs, Ks, AM/PM, NS as of today : Code: T=SPX Calls(cED=54(cMonthlys=18 cRest=36) cK=3563(cPM=3563 cAM=1551) cNS=0) Puts(cED=54(cMonthlys=18 cRest=36) cK=3563(cPM=3563 cAM=1551) cNS=0) T=XSP Calls(cED=51(cMonthlys=14 cRest=37) cK=3586(cPM=3586 cAM=0) cNS=0) Puts(cED=51(cMonthlys=14 cRest=37) cK=3586(cPM=3586 cAM=0) cNS=0) T=SPY Calls(cED=33(cMonthlys=13 cRest=20) cK=2589(cPM=2589 cAM=0) cNS=0) Puts(cED=33(cMonthlys=13 cRest=20) cK=2589(cPM=2589 cAM=0) cNS=0) T=RUT Calls(cED=29(cMonthlys=9 cRest=20) cK=1830(cPM=1830 cAM=609) cNS=0) Puts(cED=29(cMonthlys=9 cRest=20) cK=1830(cPM=1830 cAM=609) cNS=0)