{"slug":"aex-index-options-expiry-and-settlement","qid":"afwijking_spreiding","label":"afwijking_spreiding","post_title":"aex-index-options-expiry-and-settlement","post_url":"/blog/lang/nl/aex-index-options-expiry-and-settlement#q-afwijking_spreiding","columns":["ticker","mediaan_afwijking_bps","p90_afwijking_bps","grootste_afwijking_bps"],"rows":[{"ticker":"ASML","mediaan_afwijking_bps":70.5,"p90_afwijking_bps":217.8,"grootste_afwijking_bps":404.6},{"ticker":"SPY","mediaan_afwijking_bps":26.7,"p90_afwijking_bps":69.1,"grootste_afwijking_bps":129.2}],"shape":"ranking","sql":"WITH venster AS\n(\n    SELECT\n        toDate(toTimeZone(window_start, 'America/New_York')) AS sessie,\n        ticker,\n        avg(toFloat64(close))                                AS gemiddelde\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker IN ('ASML', 'SPY')\n      AND window_start >= today() - 100\n      AND window_start <  today() - 2\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n           + toMinute(toTimeZone(window_start, 'America/New_York'))) <= 600\n    GROUP BY sessie, ticker\n),\nslot AS\n(\n    SELECT\n        date                  AS sessie,\n        ticker,\n        toFloat64(any(close)) AS slotkoers\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN ('ASML', 'SPY')\n      AND date >= today() - 100\n    GROUP BY sessie, ticker\n),\nafwijking AS\n(\n    SELECT\n        v.sessie AS sessie,\n        v.ticker AS ticker,\n        abs(round(10000 * (v.gemiddelde - s.slotkoers) / s.slotkoers, 1)) AS abs_bps\n    FROM venster AS v\n    INNER JOIN slot AS s ON s.sessie = v.sessie AND s.ticker = v.ticker\n)\nSELECT\n    ticker,\n    round(quantileDeterministic(0.5)(abs_bps, toUInt32(sessie)), 1) AS mediaan_afwijking_bps,\n    round(quantileDeterministic(0.9)(abs_bps, toUInt32(sessie)), 1) AS p90_afwijking_bps,\n    round(max(abs_bps), 1)                                          AS grootste_afwijking_bps\nFROM afwijking\nGROUP BY ticker\nORDER BY mediaan_afwijking_bps DESC","computed_at":"2026-09-27T15:38:06.058363+00:00","elapsed":3.156617504}