Dan Dunn suggested in the previous thread that it would be worth looking at volume on option expiration dates. For now I have hard-coded dates for monthly expirations in 2010,2011,2012 (ignoring quarterly ones).

After computing the overall averages, the code then filters the data for expiry days and performs the same analysis as before. I think it would also be interesting to have it segregate the two data completely but I've not done that yet (feel free to play around!)