Insights

How to Get a List of Stocks With Weekly Options

Alphanume Team · April 18, 2026

Pulling the weekly-expiration universe via API — and what to do with it.

Weekly options listings — equity options expiring every Friday rather than only on monthly expiration dates — have expanded substantially over the last decade. For systematic options research, knowing exactly which names list weeklies at any given date is a baseline requirement. Most research universes can be narrowed sharply once weekly availability is incorporated.

What "weekly options" means

Weekly options are equity or ETF options that expire on a weekly basis, typically each Friday. They were introduced in 2005 for index products and have since expanded to a substantial number of individual equities.

Important distinctions:

Standard monthly options expire on the third Friday of the month. Available on essentially all optionable securities.
Weekly options expire on most other Fridays. Available on a subset of optionable securities.
Daily options (where available, primarily on indices) expire each trading day.

The current weekly universe

The exchange-listed weekly options universe includes:

All major US equity indices (SPX, NDX, RUT) and their ETF proxies (SPY, QQQ, IWM).
Several hundred individual equity names — the highest-volume, most-actively-traded stocks.
Major sector and country ETFs.

The list is dynamic. New names are added as their options activity reaches thresholds set by the exchanges; names occasionally lose weekly listings due to declining activity or operational issues.

How to get the current list

Sources:

Exchange websites. CBOE and OCC publish lists of weekly-options-listed names. Updated weekly.
OPRA feed. The consolidated options data feed includes expiration dates by symbol; aggregating expirations identifies weekly-listed names.
Broker symbology. Most broker APIs expose option chains including all listed expirations; the presence of non-third-Friday expirations indicates weekly listing.
Options data vendors. Specialized options data providers maintain historical and current weekly-listing data.

How to get the historical list

The current list is easy; the historical list — "what names had weekly options on date X" — is meaningfully harder. Most current-snapshot sources don't preserve historical state. Options:

OCC historical files. The OCC publishes historical options listings; reconstructing the weekly universe by date requires combining listing-add and listing-remove records.
Vendor archives. Specialized vendors maintain historical universe membership.
Reconstruct from option-chain history. Pull historical option chains by date and identify names with non-monthly expirations available.

For backtests, the historical weekly universe is required to avoid look-ahead bias — using current weeklies in a 2015 backtest includes names that didn't have weeklies until 2020.

Why this universe matters

Several systematic options strategies require weekly options:

Weekly premium-selling strategies. Selling weekly options for theta capture — only possible in names with active weekly markets.
Event-driven options strategies. Around earnings, M&A, or other binary events — weekly options provide more precise expiration targeting than monthlies.
Short-dated volatility trading. Weekly options have characteristically different volatility behavior than monthlies; strategies exploiting this require the weekly universe.
0-DTE strategies. See what are 0-DTE options.

Weekly volume and liquidity considerations

Being on the weekly listed-names list doesn't mean weekly volumes are large. Many names have weekly listings but minimal weekly volume — the bulk of options activity concentrates in monthly expirations. For backtests, the relevant measure is not just listing but also liquidity:

Weekly volume relative to monthly volume.
Bid-ask spreads in the weekly chain.
Open interest in the weekly chain.

A name with weekly listings but $50K of weekly volume cannot support a strategy that needs to trade hundreds of contracts in a session.

Universe expansion over time

The weekly universe has grown substantially:

~50 names in 2010.
~200 names in 2015.
~400+ names in 2020.
~600+ names currently.

Strategies designed for the current universe will have substantially smaller historical applicability if backtested over earlier years. See weekly options universe expansion for the full history.