STRASMORE/EXPLORE 2,985 QUERIES

gap_vs_day

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 2026-10-03, from aapl-earnings-day-moves.

as of series 3×4read in context →
gap_vs_day — 3 rows by 4 columns, computed from US exchange, SIP and OPRA data.
report_datereport_labelgap_pctfull_day_pct
2025-01-30Jan 30, 20254.04-0.67
2026-01-29Jan 29, 2026-1.210.46
2026-07-30Jul 30, 2026-8.58-7.35
Rows × columns
3 × 4
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for gap_vs_day, derived from the stored result.
ColumnTypeRangeNotes
report_date date 2025-01-30 to 2026-07-30
report_label text 3 distinct values (Jan 29, 2026, Jan 30, 2025, Jul 30, 2026)
gap_pct number -8.58 to 4.04 percent
full_day_pct number -7.35 to 0.46 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.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH
reports AS
(
    SELECT DISTINCT filing_date AS report_date
    FROM global_markets.stocks_8k_text
    WHERE ticker = 'AAPL'
      AND startsWith(form_type, '8-K')
      AND filing_date >= '2023-09-01'
      AND (positionCaseInsensitive(items_text, 'Results of Operations') > 0
           OR positionCaseInsensitive(items_text, 'Item 2.02') > 0)
),
bars AS
(
    SELECT
        date,
        toFloat64(any(open))  AS open_px,
        toFloat64(any(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'AAPL'
      AND date >= '2023-08-01'
    GROUP BY date
),
seq AS
(
    SELECT
        date,
        open_px,
        close_px,
        row_number() OVER (ORDER BY date) AS n
    FROM bars
)
SELECT
    toString(d0.date)                               AS report_date,
    formatDateTime(d0.date, '%b %e, %Y')            AS report_label,
    round((d1.open_px / d0.close_px - 1) * 100, 2)  AS gap_pct,
    round((d1.close_px / d0.close_px - 1) * 100, 2) AS full_day_pct
FROM seq AS d0
INNER JOIN seq AS d1 ON d1.n = d0.n + 1
INNER JOIN reports AS r ON r.report_date = d0.date
ORDER BY d0.date
⌘/Ctrl + Enter

اس ڈیٹا کے ساتھ اپنے AI اسسٹنٹ میں کام کریں

اس صفحے کے ڈیٹا کے ساتھ، کوئری کے لیے تیار کھلتا ہے۔ مفت، بغیر اکاؤنٹ۔