SPY intraday travel: close, high and low against the open, June 1 to July 10, 2026
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-31, from 0DTE Options Strategies: How They Trade.
| date | session_label | close_vs_open_pct | session_high_pct | session_low_pct |
|---|---|---|---|---|
| 2026-06-01 | Jun 1 | 0.4 | 0.65 | -0.09 |
| 2026-06-02 | Jun 2 | 0.31 | 0.44 | -0.04 |
| 2026-06-03 | Jun 3 | -0.53 | 0.08 | -0.61 |
| 2026-06-04 | Jun 4 | 0.65 | 0.82 | -0.09 |
| 2026-06-05 | Jun 5 | -1.98 | 0.06 | -2.24 |
| 2026-06-08 | Jun 8 | -0.55 | 0.26 | -0.7 |
| 2026-06-09 | Jun 9 | -0.89 | 0.43 | -2.83 |
| 2026-06-10 | Jun 10 | -1.09 | 0.68 | -1.1 |
| 2026-06-11 | Jun 11 | 1.21 | 1.54 | -0.6 |
| 2026-06-12 | Jun 12 | 0.12 | 0.5 | -0.77 |
| 2026-06-15 | Jun 15 | 0.37 | 0.64 | -0.02 |
| 2026-06-16 | Jun 16 | -0.56 | 0.11 | -0.62 |
| 2026-06-17 | Jun 17 | -1.37 | 0.11 | -1.61 |
| 2026-06-18 | Jun 18 | -0.17 | 0.06 | -0.53 |
| 2026-06-22 | Jun 22 | -0.45 | 0.33 | -0.62 |
| 2026-06-23 | Jun 23 | -0.02 | 0.79 | -0.21 |
| 2026-06-24 | Jun 24 | -0.28 | 0.64 | -0.59 |
| 2026-06-25 | Jun 25 | -0.77 | 0.06 | -1.26 |
| 2026-06-26 | Jun 26 | 0.01 | 1.04 | -1.7 |
| 2026-06-29 | Jun 29 | 0.59 | 0.68 | -0.61 |
| 2026-06-30 | Jun 30 | 0.67 | 0.9 | -0.06 |
| 2026-07-01 | Jul 1 | 0.09 | 0.59 | -0.36 |
| 2026-07-02 | Jul 2 | -0.35 | 0.52 | -0.99 |
| 2026-07-06 | Jul 6 | 0.34 | 0.49 | -0.18 |
| 2026-07-07 | Jul 7 | -0.35 | 0.09 | -0.67 |
| 2026-07-08 | Jul 8 | 0.28 | 0.4 | -0.5 |
| 2026-07-09 | Jul 9 | 0.57 | 0.61 | -0.24 |
| 2026-07-10 | Jul 10 | 0.37 | 0.44 | -0.53 |
- Rows × columns
- 28 × 5
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
date |
date | 2026-06-01 to 2026-07-10 | |
session_label |
text | 28 distinct values (Jul 1, Jul 10, Jul 2…) | |
close_vs_open_pct |
number | -1.98 to 1.21 | percent |
session_high_pct |
number | 0.06 to 1.54 | percent |
session_low_pct |
number | -2.83 to -0.02 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
the exact SQL behind every number
SELECT toString(session_date) AS date,
formatDateTimeInJodaSyntax(session_date, 'MMM d') AS session_label,
round(100 * (close_px / open_px - 1), 2) AS close_vs_open_pct,
round(100 * (high_px / open_px - 1), 2) AS session_high_pct,
round(100 * (low_px / open_px - 1), 2) AS session_low_pct
FROM (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
argMin(open, window_start) AS open_px,
argMax(close, window_start) AS close_px,
max(high) AS high_px,
min(low) AS low_px
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-06-01 09:30:00', 'America/New_York')
AND window_start < toDateTime('2026-07-11 16:01:00', 'America/New_York')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY session_date
)
ORDER BY session_date
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