By Matt Connor 2026-07-10 · Updated 2026-09-28

July 9 Market Recap: The Day in Numbers

Chip equipment gap up then fade, mega-caps bounce back, and tape turn green. See how NVDA still close red and wetin drive the sharp reversal.

Thursday, July 9, 2026 carry all the violence inside one minute, and that minute happen before opening bell. Chip-equipment names don already dey trade far above Wednesday close for premarket, while META sit -3.16% below am; the 9:30 print confirm both moves. The day later reverse part of its own open: the chip gaps fade, META climb back fully, and the tape close 71.5% green, the broadest session for the week. NVDA, wey dey green throughout Tuesday rout, close red. Every number below come from stored query.

What set up the open

Gaps no happen for the first time at 9:30. Between 4:00 am and 9:29 am ET, premarket tape don already reprice these names, and opening print land for that level.

QueryPremarket path, 4:00-9:29 am ET: last premarket print vs Wednesday close, and the open wey follow

ticker	prior close	first premkt bar ET	premkt last	premkt pct	premkt shares k	gap pct	open vs premkt pct
KLAC	221.03	04:00	239.8	8.49	357.1	8.14	-0.33
LRCX	332.93	04:00	365.04	9.64	359.6	9.67	0.02
META	603.03	04:00	584	-3.16	1463.8	-3.16	0
NVDA	204.14	04:00	204.46	0.16	3741.7	0.16	0
QQQ	711.3	04:00	718.32	0.99	1652.7	0.99	0
SPY	745.31	04:00	747.38	0.28	814.8	0.27	0

The exact SQL behind every number

SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    formatDateTime(first_pm_bar, '%H:%i') AS first_premkt_bar_et,
    round(premkt_last, 2) AS premkt_last,
    round((premkt_last / prior_close - 1) * 100, 2) AS premkt_pct,
    round(premkt_shares / 1e3, 1) AS premkt_shares_k,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_open / premkt_last - 1) * 100, 2) AS open_vs_premkt_pct
FROM (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS prior_close,
        minIf(toTimeZone(window_start, 'America/New_York'), window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00') AS first_pm_bar,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00')) AS premkt_last,
        sumIf(toFloat64(volume), window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00') AS premkt_shares,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS day_open
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'KLAC', 'LRCX', 'META', 'NVDA')
      AND ((window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')
        OR (window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 20:00:00'))
    GROUP BY ticker
)
ORDER BY ticker

Run am yourself

KLAC last premarket print dey +8.49% above Wednesday close, and e open +8.14%; LRCX run +9.64% before e open +9.67%; META print -3.16% and e open -3.16%. Read open_vs_premkt_pct: all six open within one percent of their last premarket price. NVDA na the odd one, 0.16% overnight on 3741.7k shares. Na the one wey get the heaviest premarket volume among the six, plus the smallest move (premarket and after-hours trading).

Catalyst dey? Our data no name any

Recap suppose talk wetin move a stock. But for here, our tables no name anything: both the news feed and SEC filing index empty for the four names wey gap pass.

QueryNamed catalysts wey dey file: news articles and SEC filings for each name, Wednesday close reach Thursday own

ticker	overnight articles	session articles	SEC filings
AMD	1	2	0
KLAC	0	0	0
LRCX	0	0	0
META	4	7	1
MSFT	6	5	0
MU	6	6	0
NVDA	7	9	0
TER	0	0	0
WDC	0	0	0

The exact SQL behind every number

SELECT
    ticker,
    toUInt32(sum(overnight_articles)) AS overnight_articles,
    toUInt32(sum(session_articles)) AS session_articles,
    toUInt32(sum(sec_filings)) AS sec_filings,
    toUInt32(sum(filings_8k)) AS filings_8k
FROM (
    SELECT
        arrayJoin(['AMD', 'KLAC', 'LRCX', 'META', 'MSFT', 'MU', 'NVDA', 'TER', 'WDC']) AS ticker,
        toUInt64(0) AS overnight_articles, toUInt64(0) AS session_articles,
        toUInt64(0) AS sec_filings, toUInt64(0) AS filings_8k
    UNION ALL
    SELECT
        arrayJoin(tickers) AS ticker,
        countIf(published_utc < '2026-07-09 13:30:00') AS overnight_articles,
        countIf(published_utc >= '2026-07-09 13:30:00') AS session_articles,
        toUInt64(0) AS sec_filings, toUInt64(0) AS filings_8k
    FROM global_markets.stocks_news
    WHERE published_utc >= '2026-07-08 20:00:00' AND published_utc < '2026-07-09 20:00:00'
    GROUP BY ticker
    UNION ALL
    SELECT
        ticker, toUInt64(0), toUInt64(0),
        count() AS sec_filings,
        countIf(form_type = '8-K') AS filings_8k
    FROM global_markets.stocks_sec_edgar_index
    WHERE filing_date >= '2026-07-08' AND filing_date <= '2026-07-09'
    GROUP BY ticker
)
WHERE ticker IN ('AMD', 'KLAC', 'LRCX', 'META', 'MSFT', 'MU', 'NVDA', 'TER', 'WDC')
GROUP BY ticker
ORDER BY ticker

Run am yourself

0 overnight articles, 0 intraday, 0 SEC filings for KLAC. LRCX, TER and WDC get the same empty row. NVDA, wey no gap at all, get the heaviest coverage among the nine (7 overnight, 9 intraday) and e close red. Na attention from one feed, no be all the world media. Empty row no prove say event no happen. But nothing for our data name a cause, and “cause unknown” na complete answer.

The scoreboard

Every change dey compare July 9 last regular-session minute bar with Wednesday own. Rows dey alphabetical, so every ETF keep fixed position.

QuerySPY / QQQ / DIA / IWM: July 9 vs July 8 close, regular hours

ticker	prior close	day open	day close	gap pct	intraday pct	pct change	day high	day low	shares traded m
DIA	522.72	523.65	524.22	0.18	0.11	0.29	525.15	522.14	2.7
IWM	293.47	295.27	297.26	0.61	0.67	1.29	297.88	294.9	14.4
QQQ	711.3	718.33	723.19	0.99	0.68	1.67	724.23	715.12	27.8
SPY	745.31	747.35	751.64	0.27	0.57	0.85	751.97	745.59	32.5

The exact SQL behind every number

WITH prior AS (
    SELECT ticker, argMax(close, window_start) AS prior_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00'
    GROUP BY ticker
),
sess AS (
    SELECT ticker,
           argMin(open, window_start) AS day_open,
           argMax(close, window_start) AS day_close,
           max(high) AS day_high,
           min(low) AS day_low,
           round(toFloat64(sum(volume)) / 1e6, 1) AS shares_traded_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)
SELECT
    s.ticker AS ticker,
    round(toFloat64(p.prior_close), 2) AS prior_close,
    round(toFloat64(s.day_open), 2) AS day_open,
    round(toFloat64(s.day_close), 2) AS day_close,
    round((toFloat64(s.day_open) / toFloat64(p.prior_close) - 1) * 100, 2) AS gap_pct,
    round((toFloat64(s.day_close) / toFloat64(s.day_open) - 1) * 100, 2) AS intraday_pct,
    round((toFloat64(s.day_close) / toFloat64(p.prior_close) - 1) * 100, 2) AS pct_change,
    round(toFloat64(s.day_high), 2) AS day_high,
    round(toFloat64(s.day_low), 2) AS day_low,
    s.shares_traded_m
FROM sess s LEFT JOIN prior p ON s.ticker = p.ticker
ORDER BY ticker

Run am yourself

All four close green. QQQ lead with +1.67%, from a +0.99% gap plus a +0.68% climb. Small-cap IWM take +1.29%, SPY gain +0.85% to $751.64, while DIA trail with +0.29%. Growth dey front, Dow dey back.

Was di day unusual?

For di index level, no be so: QQQ get +1.67% close-over-close move, wey rank 10 out of 21 trailing sessions by size. SPY open-to-close move rank 8 out of 22. Na the movement between the day’s groups carry di drama.

QuerySPY / QQQ day move for trailing context (~22 sessions)

QQQ close over close pct	QQQ absolute move rank	QQQ sessions wey dem compare	SPY open to close pct	SPY absolute move rank	SPY sessions wey dem compare	first session
1.67	10	21	0.57	8	22	2026-06-08

The exact SQL behind every number

SELECT
    round(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-09')), 2) AS qqq_close_over_close_pct,
    arrayCount(x -> x > abs(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-09'))), groupArrayIf(abs(cc_pct), ticker = 'QQQ' AND d != toDate('2026-07-09'))) + 1 AS qqq_abs_move_rank,
    countIf(ticker = 'QQQ' AND isFinite(cc_pct)) AS qqq_sessions_compared,
    round(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-09')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-09'))), groupArrayIf(abs(oc_pct), ticker = 'SPY' AND d != toDate('2026-07-09'))) + 1 AS spy_abs_move_rank,
    countIf(ticker = 'SPY') AS spy_sessions_compared,
    toString(min(d)) AS first_session
FROM (
    SELECT ticker, d,
           if(isFinite(close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1),
              (close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1) * 100, NULL) AS cc_pct,
           oc_pct
    FROM (
        SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
               argMax(toFloat64(close), window_start) AS close_px,
               (argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS oc_pct
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('SPY', 'QQQ')
          AND window_start >= toDateTime('2026-06-08 13:30:00')
          AND window_start < toDateTime('2026-07-10 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
        GROUP BY ticker, d
    )
)

Run am yourself

Breadth: di na session wey broad pass for this week

QueryLiquid-tape breadth: July 9 advancer share vs July 8, $1M-traded filter

advancers	decliners	unchanged	liquid tickers	traded for both sessions	dropped by liquidity filter	advancer pct	Jul 8 advancer pct
4263	1631	72	5966	11351	5385	71.5	29.6

The exact SQL behind every number

SELECT
    countIf(close_9 > close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS advancers,
    countIf(close_9 < close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS decliners,
    countIf(close_9 = close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS unchanged,
    countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000) AS liquid_tickers,
    countIf(close_8 > 0 AND close_9 > 0) AS traded_both_sessions,
    countIf(close_8 > 0 AND close_9 > 0) - countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(close_9 > close_8 AND close_8 > 0 AND dv_9 >= 1000000) / countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000), 1) AS advancer_pct,
    round(100.0 * countIf(close_8 > close_7 AND close_7 > 0 AND dv_8 >= 1000000) / countIf(close_8 > 0 AND close_7 > 0 AND dv_8 >= 1000000), 1) AS jul8_advancer_pct
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')) AS close_7,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS close_8,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS close_9,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS dv_9,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00') AS dv_8
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)

Run am yourself

4263 advancers against 1631 decliners, meaning say advancers make up 71.5% after 29.6% on Wednesday. Na the same calculation and the same $1M-traded filter apply; 5385 of 11351 names fall below the filter. Compare am with the rest of the week:

QueryThe week so far: index moves and advancer share for each session wey don complete

date	SPY pct	QQQ pct	advancer pct	liquid names
2026-07-06	0.87	1.39	62.4	6189
2026-07-07	-0.48	-1.82	33.9	6189
2026-07-08	-0.31	0.25	29.6	6162
2026-07-09	0.85	1.67	71.4	5973

The exact SQL behind every number

WITH per_day AS (
    SELECT ticker,
           toDate(toTimeZone(window_start, 'America/New_York')) AS d,
           argMax(toFloat64(close), window_start) AS c,
           sum(toFloat64(close) * toFloat64(volume)) AS dv
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-09 20:00:00'
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY ticker, d
),
lagged AS (
    SELECT ticker, d, c, dv,
           lagInFrame(c) OVER (PARTITION BY ticker ORDER BY d) AS prev_c
    FROM per_day
)
SELECT
    toString(d) AS date,
    round(anyIf((c / prev_c - 1) * 100, ticker = 'SPY'), 2) AS spy_pct,
    round(anyIf((c / prev_c - 1) * 100, ticker = 'QQQ'), 2) AS qqq_pct,
    round(100.0 * countIf(c > prev_c AND prev_c > 0 AND dv >= 1000000) / countIf(c > 0 AND prev_c > 0 AND dv >= 1000000), 1) AS advancer_pct,
    countIf(c > 0 AND prev_c > 0 AND dv >= 1000000) AS liquid_names
FROM lagged
WHERE d >= toDate('2026-07-06')
GROUP BY d
ORDER BY d

Run am yourself

Monday start with 62.4% advancers. Tuesday and Wednesday drop reach 33.9% and 29.6%. Thursday 71.4% na the highest for the four sessions wey don complete this week. Friday July 10 never enter this recap yet. QQQ follow the same pattern: -1.82% Tuesday, 0.25% Wednesday, and +1.67% Thursday.

Chips no be everything: how the rest of the market trade

Breadth show say most stocks rise; e no mean say the rally spread evenly. Below na equal-weighted basket of three liquid names for each sector, and na the same basket wey dem declare every day.

QueryEight declared sector baskets, three names each: July 9 close-over-close, equal-weighted

sector	names	average pct chg	worst name pct	best name pct	gap to best sector pct
Semiconductors	3	4.24	3.2	5.68	0
Financials	3	1.88	1.46	2.61	-2.36
Industrials	3	0.42	-1	1.4	-3.82
Healthcare	3	0.22	-1.62	1.41	-4.02
Big tech	3	0.17	-0.76	0.93	-4.07
Staples	3	-0.91	-1.04	-0.75	-5.15
Utilities	3	-0.96	-1.28	-0.41	-5.21
Energy	3	-2.01	-2.54	-1.06	-6.25

The exact SQL behind every number

SELECT
    sector,
    count() AS names,
    round(avg(pct_chg), 2) AS avg_pct_chg,
    round(min(pct_chg), 2) AS worst_name_pct,
    round(max(pct_chg), 2) AS best_name_pct,
    round(avg(pct_chg) - max(avg(pct_chg)) OVER (), 2) AS gap_to_best_sector_pct
FROM (
    SELECT
        ticker,
        multiIf(ticker IN ('AMD', 'AVGO', 'KLAC'), 'Semiconductors',
                ticker IN ('AAPL', 'MSFT', 'GOOGL'), 'Big tech',
                ticker IN ('JPM', 'BAC', 'GS'), 'Financials',
                ticker IN ('CAT', 'HON', 'GE'), 'Industrials',
                ticker IN ('XOM', 'CVX', 'COP'), 'Energy',
                ticker IN ('JNJ', 'UNH', 'PFE'), 'Healthcare',
                ticker IN ('KO', 'PG', 'WMT'), 'Staples',
                'Utilities') AS sector,
        (toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'))
         / toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) - 1) * 100 AS pct_chg
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AMD', 'AVGO', 'KLAC', 'AAPL', 'MSFT', 'GOOGL', 'JPM', 'BAC', 'GS', 'CAT', 'HON', 'GE',
                     'XOM', 'CVX', 'COP', 'JNJ', 'UNH', 'PFE', 'KO', 'PG', 'WMT', 'NEE', 'DUK', 'SO')
      AND window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)
GROUP BY sector
ORDER BY avg_pct_chg DESC

Run am yourself

Semiconductors lead with +4.24%, while Energy trail with -2.01%, giving -6.25-point spread (gap_to_best_sector_pct). Financials be the strongest non-chip basket at +1.88%; Staples (-0.91%), Utilities (-0.96%) and Energy close red. Big tech (AAPL, MSFT and GOOGL) average a mild +0.17%. The biggest open-to-close reversal for the day, META's +8.1% swing, dey outside all eight baskets; inside this basket, MSFT's -2.25% open into a +0.33% close be the sharpest round trip.

Semiconductor open wey fade follow am

gap_pct na the open against Wednesday close; intraday_pct na the remaining part of the day. Rows dey alphabetical order.

QueryFourteen chip names: gap at the open vs the rest of the day, July 9

ticker	prior close	day open	day close	gap pct	intraday pct	pct chg	day dollar bn
AMD	517.26	537.26	546.66	3.87	1.75	5.68	12.15
AVGO	388.67	402.19	401.11	3.48	-0.27	3.2	8.34
INTC	110.27	114.87	112.55	4.17	-2.02	2.07	9.21
KLAC	221.03	239.02	229.51	8.14	-3.98	3.84	2.29
LRCX	332.93	365.13	353.24	9.67	-3.26	6.1	3.36
MRVL	231.66	246.18	243.33	6.27	-1.16	5.04	4.04
MU	949.37	1016.51	990.5	7.07	-2.56	4.33	33.56
NVDA	204.14	204.46	202.76	0.16	-0.83	-0.68	21.28
SNDK	1729.4	1835.61	1858.26	6.14	1.23	7.45	20.59
SOXL	174.84	199.81	192.44	14.28	-3.69	10.07	7.8
SOXS	4.52	3.87	4.07	-14.38	5.17	-9.96	2.18
STX	859.68	922.28	889.79	7.28	-3.52	3.5	3.64
TER	351.56	379.24	362.87	7.87	-4.32	3.22	0.95
WDC	550.71	594.14	578.32	7.89	-2.66	5.01	3.27

The exact SQL behind every number

WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-09 00:00:00')) AS prior_close,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-09 00:00:00')) AS day_open,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 00:00:00')) AS day_close,
        maxIf(toFloat64(high), window_start >= '2026-07-09 00:00:00') AS day_high,
        minIf(toFloat64(low), window_start >= '2026-07-09 00:00:00') AS day_low,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AMD', 'AVGO', 'INTC', 'KLAC', 'LRCX', 'MRVL', 'MU', 'NVDA', 'SNDK', 'SOXL', 'SOXS', 'STX', 'TER', 'WDC')
      AND ((window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')
        OR (window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    round(day_open, 2) AS day_open,
    round(day_close, 2) AS day_close,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_close / day_open - 1) * 100, 2) AS intraday_pct,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    day_dollar_bn
FROM per_name
ORDER BY ticker

Run am yourself

KLAC open +8.14% above Wednesday close, then e give back -3.98%; LRCX open +9.67% and fade -3.26%; TER (+7.87%) and WDC (+7.89%) follow the same pattern. MU gap up +7.07%, fall -2.56%, but still close +4.33% on 33.56B, the stock wey get the heaviest trading for the second session in a row (Wednesday recap get the first one). AMD and SNDK na the exceptions: AMD add 1.75% after opening +3.87%, to finish +5.68%, while SNDK, wey don already dey +6.14% for the open, add another 1.23% to close +7.45%. And NVDA: e open +0.16%, no gap, then close at -0.68%.

QueryReceipts: July 9 green/red counts across the fourteen names, and NVDA two-day turn

Jul9 green	Jul9 red	Jul8 green	NVDA Jul9 pct	NVDA Jul8 pct	names we count
12	2	12	-0.68	3.66	14

The exact SQL behind every number

SELECT
    countIf(close_9 > close_8) AS jul9_green,
    countIf(close_9 < close_8) AS jul9_red,
    countIf(close_8 > close_7) AS jul8_green,
    round(anyIf((close_9 / close_8 - 1) * 100, ticker = 'NVDA'), 2) AS nvda_jul9_pct,
    round(anyIf((close_8 / close_7 - 1) * 100, ticker = 'NVDA'), 2) AS nvda_jul8_pct,
    count() AS names_counted
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')) AS close_7,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS close_8,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS close_9
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AMD', 'AVGO', 'INTC', 'KLAC', 'LRCX', 'MRVL', 'MU', 'NVDA', 'SNDK', 'SOXL', 'SOXS', 'STX', 'TER', 'WDC')
      AND window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)

Run am yourself

12 of the fourteen stocks close green; the 2 red closes na the opposite wrapper, structural move for an up day, plus NVDA at -0.68%, one day after e close +3.66%. The biggest chip name for the tape no join the celebration for e own sector, even as e carry the heaviest news coverage.

The other side: mega-caps open low and climb back

QueryEight mega-caps and defensives: gap at the open vs the rest of the day, July 9

ticker	prior close	day open	day close	gap pct	intraday pct	pct chg	day dollar bn
AAPL	313.26	310.51	316.17	-0.88	1.82	0.93	11.14
AMZN	243.55	239.82	246.95	-1.53	2.97	1.4	6.79
CVX	175.92	174.63	174.05	-0.73	-0.33	-1.06	0.91
GOOGL	361.64	354.31	358.89	-2.03	1.29	-0.76	6.75
JNJ	263.36	260.63	259.1	-1.04	-0.59	-1.62	1.25
META	603.03	583.99	631.31	-3.16	8.1	4.69	12.69
MSFT	383.05	374.45	384.33	-2.25	2.64	0.33	8.27
TSLA	393.92	393.99	406.56	0.02	3.19	3.21	12.67

The exact SQL behind every number

WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-09 00:00:00')) AS prior_close,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-09 00:00:00')) AS day_open,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'AMZN', 'CVX', 'GOOGL', 'JNJ', 'META', 'MSFT', 'TSLA')
      AND ((window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')
        OR (window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    round(day_open, 2) AS day_open,
    round(day_close, 2) AS day_close,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_close / day_open - 1) * 100, 2) AS intraday_pct,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    day_dollar_bn
FROM per_name
ORDER BY ticker

Run am yourself

Seven of the eight open below Wednesday close; wetin happen after that na wetin separate dem. META open -3.16% low and climb +8.1% reach 4.69% close, na the strongest open-to-close reversal for this page. MSFT open -2.25% low and recover reach +0.33%; AMZN (+1.4%) and AAPL (+0.93%) follow the same pattern; TSLA no get gap and climb reach +3.21%. The names wey remain down no be growth stocks: GOOGL (-0.76%), CVX (-1.06%), JNJ (-1.62%). Why stocks dey gap overnight explain the mechanics.

Wey money trade

QueryTop 6 by dollars traded, top 4 by shares traded: July 9 regular hours

leaderboard	ticker	dollar volume bn	shares m	implied average price	pct of board leader
by dollars traded	MU	33.56	33.1	1013.9	100
by dollars traded	SPY	24.37	32.5	749.85	72.6
by dollars traded	NVDA	21.28	105.3	202.09	63.4
by dollars traded	SNDK	20.59	11	1871.82	61.4
by dollars traded	QQQ	20.04	27.8	720.86	59.7
by dollars traded	META	12.69	20.8	610.1	37.8
by shares traded	SOXS	2.18	558.1	3.91	100
by shares traded	BITO	2.79	326.2	8.55	58.4
by shares traded	TZA	0.65	164	3.96	29.4
by shares traded	SNDQ	0.34	137.4	2.47	24.6

The exact SQL behind every number

SELECT leaderboard, ticker, dollar_volume_bn, shares_m,
    round(1000 * dollar_volume_bn / shares_m, 2) AS implied_avg_price,
    round(100 * if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m)
        / max(if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m)) OVER (PARTITION BY leaderboard), 1) AS pct_of_board_leader
FROM (
    SELECT
        'by dollars traded' AS leaderboard,
        ticker,
        round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
        round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY dollar_volume_bn DESC
    LIMIT 6
    UNION ALL
    SELECT
        'by shares traded' AS leaderboard,
        ticker,
        round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
        round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY shares_m DESC
    LIMIT 4
)
ORDER BY leaderboard, pct_of_board_leader DESC

Run am yourself

MU top the dollar board again with 33.56B, pass SPY (24.37B), NVDA (21.28B) and SNDK (20.59B). Memory get two slots among the top four. The shares board na different market: SOXS lead with 558.1M shares, implied price $3.91 (relative volume).

QueryShares per 30-minute ET bucket, regular hours, closing auction prints for the final bucket, with % of the day biggest bucket

ET time	shares bn	pct of biggest bucket
09:30	1.79	58.3
10:00	1.4	45.4
10:30	1.09	35.5
11:00	0.95	30.9
11:30	0.82	26.7
12:00	0.75	24.3
12:30	0.64	20.9
13:00	0.64	20.9
13:30	0.66	21.5
14:00	0.71	23
14:30	0.74	24.1
15:00	0.84	27.5
15:30	3.07	100

The exact SQL behind every number

SELECT
    et_time,
    round(sum(shares) / 1e9, 2) AS shares_bn,
    round(100 * sum(shares) / max(sum(shares)) OVER (), 1) AS pct_of_biggest_bucket
FROM
(
    SELECT
        formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
        toFloat64(volume) AS shares
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
    UNION ALL
    SELECT
        '15:30' AS et_time,
        toFloat64(size) AS shares
    FROM global_markets.stocks_trades
    WHERE sip_timestamp >= '2026-07-09 20:00:00' AND sip_timestamp < '2026-07-09 20:15:00'
      AND has(conditions, 8)
)
GROUP BY et_time
ORDER BY et_time

Run am yourself

Na textbook U-shape: open bucket carry 1.79B shares, wey be 58.3% of the biggest volume. Midday trough na 0.64B. The closing auction half-hour na the biggest for the day, with 3.07B shares. Even though the day start strong for the open, volume finish for the close.

The options tape

QueryOptions tape: prints, contracts, call %, 0DTE share vs Wednesday, top contracts

option prints m	contracts m	Jul8 contracts m	call pct of volume	pct 0dte	Jul8 pct 0dte	SPY regular close	top1 underlying	top1 strike	top1 type	top1 contracts k	top1 avg px	top1 na 0dte	top2 underlying	top2 strike	top2 type	top2 na 0dte	top3 underlying	top3 strike	top3 type	top3 na 0dte	top1 moneyness
9.99	58.85	63.26	58	28.7	38.7	751.64	SPY	751	C	846.6	0.526	1	SPY	752	C	1	SPY	750	C	1	-0.64

The exact SQL behind every number

WITH
    (
        SELECT (groupArray(und), groupArray(strike), groupArray(typ), groupArray(vol), groupArray(avg_px), groupArray(is_0dte))
        FROM (
            SELECT any(underlying_symbol) AS und, any(toFloat64(strike_price)) AS strike, any(option_type) AS typ,
                   sum(size) AS vol, round(avg(toFloat64(price)), 3) AS avg_px,
                   if(substring(ticker, length(ticker) - 14, 6) = '260709', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
            GROUP BY ticker
            ORDER BY vol DESC
            LIMIT 3
        )
    ) AS top3,
    (
        SELECT round(toFloat64(argMax(close, window_start)), 2)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'
    ) AS jul8_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260708') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'
    ) AS jul8_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul8_contracts_m,
    round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_pct_of_volume,
    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260709') / sum(size), 1) AS pct_0dte,
    jul8_pct_0dte,
    spy_regular_close,
    top3.1[1] AS top1_und, top3.2[1] AS top1_strike, top3.3[1] AS top1_type,
    round(toFloat64(top3.4[1]) / 1e3, 1) AS top1_contracts_k, top3.5[1] AS top1_avg_px, top3.6[1] AS top1_is_0dte,
    top3.1[2] AS top2_und, top3.2[2] AS top2_strike, top3.3[2] AS top2_type, top3.6[2] AS top2_is_0dte,
    top3.1[3] AS top3_und, top3.2[3] AS top3_strike, top3.3[3] AS top3_type, top3.6[3] AS top3_is_0dte,
    round(toFloat64(top3.2[1]) - spy_regular_close, 2) AS top1_moneyness
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'

Run am yourself

Tape get 9.99M prints and 58.85M contracts. E carry am under Wednesday’s 63.26M, with calls taking 58% of volume. The 0DTE share fall to 28.7% from 38.7%. The three contracts wey trade pass na all same-day SPY calls: 751C (846.6K contracts, average $0.526), 752C and 750C. Dem form ladder around SPY’s $751.64 close (0DTE options explain the product).

Hedge or bet? Hedge dey buy strikes wey dey away from the money. Bet dey buy the side wey e want.

QuerySPY same-day (0DTE) options: contracts by strike distance from the closing price

strike bucket	call contracts k	put contracts k	call share pct
Strike >2% below close	1.8	146.8	1.2
Strike 0.5-2% below	255.4	1356.5	15.8
Strike within 0.5%	3768.9	2563.3	59.5
Strike 0.5-2% above	29.1	2.7	91.6
Strike >2% above close	0.3	0.3	49

The exact SQL behind every number

WITH (
    SELECT toFloat64(argMax(close, window_start))
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY' AND window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
) AS spy_close
SELECT
    multiIf(dist < -2, 'Strike >2% below close',
            dist < -0.5, 'Strike 0.5-2% below',
            dist <= 0.5, 'Strike within 0.5%',
            dist <= 2, 'Strike 0.5-2% above',
            'Strike >2% above close') AS strike_bucket,
    round(toFloat64(sumIf(size, option_type = 'C')) / 1e3, 1) AS call_contracts_k,
    round(toFloat64(sumIf(size, option_type = 'P')) / 1e3, 1) AS put_contracts_k,
    round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_share_pct
FROM (
    SELECT option_type, size, (toFloat64(strike_price) / spy_close - 1) * 100 AS dist
    FROM global_markets.options_trades
    WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
      AND underlying_symbol = 'SPY'
      AND substring(ticker, length(ticker) - 14, 6) = '260709'
)
GROUP BY strike_bucket
ORDER BY min(dist)

Run am yourself

The same-day tape dey near the money: 3768.9k calls and 2563.3k puts within half percent of the close (59.5% calls). The wings split by direction. Below the close, get 1356.5k puts against 255.4k calls (1.2% call share deeper down). Above am, calls take 91.6% of a far thinner 29.1k bucket. Wing volume dey mostly for downside strikes, where people dey buy protection: na at-the-money ladder, no be upside one.

The quote tape

QueryStocks NBBO update count: July 9 vs July 8, with named-ticker updates (millions)

Jul9 updates m	Jul8 updates m	day-over-day pct	Jul9 SPY updates m	Jul9 QQQ updates m	Jul9 NVDA updates m	Jul9 TSLA updates m	Jul9 MU updates m
383.44	530.55	-27.7	2.71	4.35	1.83	0.46	0.72

The exact SQL behind every number

SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09')) / 1e6, 2) AS jul9_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-08')) / 1e6, 2) AS jul8_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-09')) / countIf(toDate(sip_timestamp) = toDate('2026-07-08')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'SPY') / 1e6, 2) AS jul9_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'QQQ') / 1e6, 2) AS jul9_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'NVDA') / 1e6, 2) AS jul9_nvda_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'TSLA') / 1e6, 2) AS jul9_tsla_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'MU') / 1e6, 2) AS jul9_mu_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'

Run am yourself

The day get one quiet fact: 383.44M NBBO updates show for stock tape, -27.7% compared with Wednesday. The big movement dey happen for price levels, no be for how often bid and offer change. Among the tickers wey dem name, QQQ lead with 4.35M, ahead of SPY at 2.71M and NVDA at 1.83M.

QuerySPY / QQQ / NVDA / TSLA / MU / SNDK / AVGO: RTH median quoted spread in basis points

ticker	median spread bps
SPY	0.27
QQQ	0.42
NVDA	0.99
TSLA	2.27
AVGO	3.06
MU	4.23
SNDK	8.79

The exact SQL behind every number

SELECT
    ticker,
    round(quantileExact(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000), 2) AS median_spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'QQQ', 'NVDA', 'TSLA', 'MU', 'SNDK', 'AVGO')
  AND sip_timestamp >= '2026-07-09 13:30:00' AND sip_timestamp < '2026-07-09 20:00:00'
  AND bid_price > 0 AND ask_price > 0 AND ask_price > bid_price
GROUP BY ticker
ORDER BY median_spread_bps ASC

Run am yourself

SPY median quoted spread na 0.27 bps, QQQ na 0.42, and NVDA na 0.99. All of dem dey within normal range. The wider ones na MU at 4.23 bps and SNDK at 8.79 bps (bid-ask spread na the cost wey this measurement dey capture).

QuerySPY RTH average quoted spread for trailing-month context

Jul9 average spread cents	tightness rank	sessions compared	tightest session cents	widest session cents	first session
2.071	10	22	1.809	2.865	2026-06-08

The exact SQL behind every number

SELECT
    round(anyIf(avg_spread_cents, d = toDate('2026-07-09')), 3) AS jul9_avg_spread_cents,
    arrayCount(x -> x < anyIf(avg_spread_cents, d = toDate('2026-07-09')), groupArrayIf(avg_spread_cents, d != toDate('2026-07-09'))) + 1 AS tightness_rank,
    count() AS sessions_compared,
    round(min(avg_spread_cents), 3) AS tightest_session_cents,
    round(max(avg_spread_cents), 3) AS widest_session_cents,
    toString(min(d)) AS first_session
FROM (
    SELECT toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS d,
           avgIf(toFloat64(ask_price - bid_price), bid_price > 0 AND ask_price >= bid_price) * 100 AS avg_spread_cents
    FROM global_markets.cache_stocks_quotes
    WHERE ticker = 'SPY'
      AND sip_timestamp >= toDateTime('2026-06-08 00:00:00')
      AND sip_timestamp < toDateTime('2026-07-10 00:00:00')
      AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
    GROUP BY d
)

Run am yourself

SPY average quoted spread na 2.071 cents. E rank 10 out of 22 previous sessions. E stay inside 1.809–2.865 cent range. This mean say quote no dey under stress, even as market open that way.

QueryOptions NBBO tape: total updates vs the stock tape, plus the SPY root slice

Jul9 options bn	options to stock ratio	Jul9 SPY options m
6.9	18	242

The exact SQL behind every number

WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00') AS jul9_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00') AS jul9_stock_quote_rows
SELECT
    round(jul9_options_rows / 1e9, 2) AS jul9_options_bn,
    round(jul9_options_rows / jul9_stock_quote_rows, 1) AS options_to_stock_ratio,
    round((SELECT count() FROM global_markets.cache_options_quotes WHERE ticker >= 'O:SPY26' AND ticker < 'O:SPY27' AND sip_timestamp >= '2026-07-09 13:30:00' AND sip_timestamp < '2026-07-09 20:00:00') / 1e6, 0) AS jul9_spy_options_m

Run am yourself

The options-quote tape record 6.9 billion NBBO updates. Na 18× the number for stock tape, while SPY root alone account for 242M.

Rates: July 9 print

QueryTreasury print status: July 9 rows wey dey record, and the July 8 curve (latest as authoring)

Jul9 print rows	latest print date	latest 2y pct	latest 10y pct	latest 30y pct	latest 2s10s pct
1	2026-07-09	4.16	4.54	5.05	0.38

The exact SQL behind every number

SELECT
    (SELECT count() FROM global_markets.treasury_yields WHERE date = '2026-07-09') AS jul9_print_rows,
    toString(any(date)) AS latest_print_date,
    round(toFloat64(any(yield_2_year)), 2) AS latest_2y_pct,
    round(toFloat64(any(yield_10_year)), 2) AS latest_10y_pct,
    round(toFloat64(any(yield_30_year)), 2) AS latest_30y_pct,
    round(toFloat64(any(yield_10_year)) - toFloat64(any(yield_2_year)), 2) AS latest_2s10s_pct
FROM global_markets.treasury_yields
WHERE date = '2026-07-09'

Run am yourself

July 9 Treasury print show after authoring, following the daily yield file normal delay. 1 row don enter record now. The day’s curve (2026-07-09): 2-year 4.16%, 10-year 4.54%, 30-year 5.05%, 2s10s 0.38 points. The 2-year yield ease from July 8 level, while the long end hold steady.

The calendar wey dey behind the day

QueryEx-divs, splits, SEC filings, news attention

ex-dividend records	splits wey dem execute	reverse splits	forward splits	Form 424B2 filings	Form 4 filings	Form 8-K filings	total filings	news articles	news publishers	top news ticker	top news n	top news lead over next	top news na NVDA
127	6	5	1	606	623	149	2981	184	3	NVDA	20	8	1

The exact SQL behind every number

WITH
    (
        SELECT (count(), uniqExact(publisher))
        FROM global_markets.stocks_news
        WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-09'
    ) AS news,
    (
        SELECT (argMax(t, (n, t)), max(n), max(n) - arraySort(x -> -x, groupArray(n))[2])
        FROM (
            SELECT t, count() AS n
            FROM (
                SELECT arrayJoin(tickers) AS t
                FROM global_markets.stocks_news
                WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-09'
            )
            WHERE t != 'SPCX'
            GROUP BY t
        )
    ) AS top_news
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-09') AS ex_dividend_records,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date = '2026-07-09') AS splits_executed,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-09') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-09') AS forward_splits,
    (SELECT countIf(form_type = '424B2') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_424b2,
    (SELECT countIf(form_type = '4') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_form4,
    (SELECT countIf(form_type = '8-K') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_8k,
    (SELECT count() FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_total,
    news.1 AS news_articles, news.2 AS news_publishers,
    top_news.1 AS top_news_ticker, top_news.2 AS top_news_n, top_news.3 AS top_news_lead_over_next,
    if(top_news.1 = 'NVDA', 1, 0) AS top_news_is_nvda

Run am yourself

Na normal calendar for one abnormal opening: 127 ex-dividend records, 5 reverse splits, 1 forward split, 2981 SEC filings (623 Form 4s, 606 424B2s, 149 8-Ks). The feed carry 184 articles from 3 publishers; ticker wey dem cover pass na NVDA, with 20 articles, 8 ahead of the next name.

On deck

From our own tables, facts about the next session, no be forecast.

QueryOn deck: the next session, the ex-dividend slate, the SPY expiry ladder, and the short-interest clock

next session date	next session holiday rows	ex-div records next	household ex-div next	SPY next expiry contracts m	SPY monthly expiry contracts m	latest short settlement	jul15 short rows
2026-07-10	0	153	0	1.66	0.57	2026-06-15	0

The exact SQL behind every number

SELECT
    toString(min(d)) AS next_session_date,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-10') AS next_session_holiday_rows,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-10') AS ex_div_records_next,
    (SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JNJ', 'KO', 'PG', 'XOM', 'CVX', 'JPM', 'WMT', 'PEP', 'HON', 'CAT'))
     FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-10') AS household_ex_div_next,
    (SELECT round(toFloat64(sum(size)) / 1e6, 2) FROM global_markets.options_trades
     WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
       AND underlying_symbol = 'SPY' AND substring(ticker, length(ticker) - 14, 6) = '260710') AS spy_next_expiry_contracts_m,
    (SELECT round(toFloat64(sum(size)) / 1e6, 2) FROM global_markets.options_trades
     WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
       AND underlying_symbol = 'SPY' AND substring(ticker, length(ticker) - 14, 6) = '260717') AS spy_monthly_expiry_contracts_m,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest
     WHERE _ingest_time < '2026-07-11 00:00:00') AS latest_short_settlement,
    (SELECT count() FROM global_markets.stocks_short_interest
     WHERE settlement_date = '2026-07-15' AND _ingest_time < '2026-07-11 00:00:00') AS jul15_short_rows
FROM (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY' AND window_start >= '2026-07-10 00:00:00' AND window_start < '2026-07-14 00:00:00'
)

Run am yourself

The next session na 2026-07-10, 0 holiday rows dey against am: normal Friday. 153 companies go trade ex-dividend that morning, 0 from our household-name checklist. Friday’s SPY expiry na the heaviest forward one wey don already trade, 1.66M contracts for July 9 compared with 0.57M against the July monthly. Short-interest clock: latest settlement wey dey on file na 2026-06-15, 0 rows never file for mid-July. FINRA dey publish about eight business days after settlement (why short interest dey two weeks old).

Session wey dem verify

QuerySession verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure

first SPY bar ET	last SPY bar ET	SPY minute bars	regular session bars	day sessions	jul9 holiday rows	next closure date	next closure label	next closure name
04:00	19:59	885	390	1	0	2026-09-07	September 7, 2026	Labor Day

The exact SQL behind every number

SELECT
    formatDateTime(min(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS first_spy_bar_et,
    formatDateTime(max(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS last_spy_bar_et,
    count() AS spy_minute_bars,
    countIf(window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-09') AS jul9_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-09' AND status = 'closed') AS next_closure_date,
    (SELECT concat(monthName(min(date)), ' ', toString(toDayOfMonth(min(date))), ', ', toString(toYear(min(date))))
     FROM global_markets.stocks_market_holidays WHERE date > '2026-07-09' AND status = 'closed') AS next_closure_label,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-09' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-09 00:00:00' AND window_start < '2026-07-10 00:00:00'

Run am yourself

Full ordinary session: first SPY bar na 04:00 ET, last one na 19:59 ET, 390 regular minute bars, no holiday row. Next closure na Labor Day, September 7, 2026.

FAQ

Wetin happen for stock market on July 9, 2026?

Every index ETF close higher. QQQ +1.67%, IWM +1.29%, SPY +0.85%, DIA +0.29%, 71.5% of liquid stocks close up. Chip-equipment names gap up then fade; mega-caps gap down then recover.

Why chip-equipment stocks like KLAC and LRCX jump on July 9, 2026?

Our data no give any reason. No article and no SEC filing for KLAC, LRCX, TER or WDC show from Wednesday close reach Thursday. The move don already price into the market premarket, before 9:30 am ET.

Why NVDA fall while chip sector rally?

NVDA close -0.68%, while 12 of fourteen chip names close green. E no gap (0.16% at the open) and na the ticker wey articles cover pass, with 20 articles. E appear together for the record, but this data no show the cause.

July 9, 2026 unusual day for the market?

No be for index level. QQQ move rank 10 of 21 trailing sessions by size, while SPY average spread rank 10 of 22. But the dispersion underneath wide: -6.25 points between the best and worst sector basket.

Data notes

Regular hours na 13:30–20:00 UTC (9:30 am–4:00 pm ET); premarket panel dey use 08:00–13:30 UTC. The eight sector baskets na curated and equal-weighted, with three liquid names each, and every ticker dey listed for that panel’s SQL. Na declared method be this, no be vendor classification: three names fit speak for themselves, but dem no represent the whole sector. Catalyst panel dey count only our news feed and the EDGAR index.

Full data notes

Per-ticker panels dey arranged alphabetically, so each prose reference dey point to one fixed row; leaderboards dey ordered by value, and every positional claim get clear boundary. Treasury print and the mid-July short-interest settlement dey bounded to zero rows. Once dem arrive, this post go hold for rewrite.

Methodology

Sources: SQL wey dey power each panel dey name the tables e use: minute aggregates, stock and options NBBO caches, options trades, our news feed, EDGAR index, dividends, short interest, holidays, Treasury yields, and other tables.
The volume panel closing half hour dey count the closing auction prints. The one-minute bars no dey include any auction print, so the half-hour panel add every trade wey get closing-print sale condition, with timestamp from 4:00 to 4:15 p.m. ET for the consolidated tape, to the last bucket.
Conventions: raw UTC literals dey inside WHERE, while ET labels dey only inside SELECT; gap = first regular bar open ÷ prior regular close − 1; query dey calculate prior-session and prior-week figures inside itself, e no dey carry dem from earlier post. Warehouse as of July 13, 2026.

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