{"slug":"aex-index-options-expiry-and-settlement","qid":"openingsvenster_versus_slot","label":"openingsvenster_versus_slot","post_title":"aex-index-options-expiry-and-settlement","post_url":"/blog/lang/nl/aex-index-options-expiry-and-settlement#q-openingsvenster_versus_slot","columns":["date","sessie_label","asml_bps","spy_bps"],"rows":[{"date":"2026-06-22","sessie_label":"22 jun","asml_bps":23.9,"spy_bps":63.2},{"date":"2026-06-23","sessie_label":"23 jun","asml_bps":94.1,"spy_bps":22.9},{"date":"2026-06-24","sessie_label":"24 jun","asml_bps":-89.3,"spy_bps":38.9},{"date":"2026-06-25","sessie_label":"25 jun","asml_bps":-153.4,"spy_bps":-3.4},{"date":"2026-06-26","sessie_label":"26 jun","asml_bps":-71.7,"spy_bps":0.7},{"date":"2026-06-29","sessie_label":"29 jun","asml_bps":-363.6,"spy_bps":-37.6},{"date":"2026-06-30","sessie_label":"30 jun","asml_bps":-213.8,"spy_bps":-59.6},{"date":"2026-07-01","sessie_label":"1 jul","asml_bps":404.4,"spy_bps":-25.1},{"date":"2026-07-02","sessie_label":"2 jul","asml_bps":404.6,"spy_bps":66},{"date":"2026-07-06","sessie_label":"6 jul","asml_bps":31.7,"spy_bps":-35.3},{"date":"2026-07-07","sessie_label":"7 jul","asml_bps":-52,"spy_bps":24.6},{"date":"2026-07-08","sessie_label":"8 jul","asml_bps":-49.4,"spy_bps":-19.6},{"date":"2026-07-09","sessie_label":"9 jul","asml_bps":223.8,"spy_bps":-47.8},{"date":"2026-07-10","sessie_label":"10 jul","asml_bps":-58.4,"spy_bps":-29.8},{"date":"2026-07-13","sessie_label":"13 jul","asml_bps":133.3,"spy_bps":51.1},{"date":"2026-07-14","sessie_label":"14 jul","asml_bps":24.6,"spy_bps":-13.3},{"date":"2026-07-15","sessie_label":"15 jul","asml_bps":-172.9,"spy_bps":-6.3},{"date":"2026-07-16","sessie_label":"16 jul","asml_bps":119.1,"spy_bps":15.1},{"date":"2026-07-17","sessie_label":"17 jul","asml_bps":-146.5,"spy_bps":-9.3},{"date":"2026-07-20","sessie_label":"20 jul","asml_bps":189,"spy_bps":72.1},{"date":"2026-07-21","sessie_label":"21 jul","asml_bps":-20.6,"spy_bps":-43.5},{"date":"2026-07-22","sessie_label":"22 jul","asml_bps":-92,"spy_bps":4.1},{"date":"2026-07-23","sessie_label":"23 jul","asml_bps":-17.2,"spy_bps":36},{"date":"2026-07-24","sessie_label":"24 jul","asml_bps":116.2,"spy_bps":-2.8},{"date":"2026-07-27","sessie_label":"27 jul","asml_bps":275.8,"spy_bps":64.6},{"date":"2026-07-28","sessie_label":"28 jul","asml_bps":-70.5,"spy_bps":-45.9},{"date":"2026-07-29","sessie_label":"29 jul","asml_bps":127.1,"spy_bps":129.2},{"date":"2026-07-30","sessie_label":"30 jul","asml_bps":-19,"spy_bps":-67.1},{"date":"2026-07-31","sessie_label":"31 jul","asml_bps":175.2,"spy_bps":-47},{"date":"2026-08-03","sessie_label":"3 aug","asml_bps":-201.1,"spy_bps":-76.8},{"date":"2026-08-04","sessie_label":"4 aug","asml_bps":-53.4,"spy_bps":-116.2},{"date":"2026-08-05","sessie_label":"5 aug","asml_bps":229,"spy_bps":79.3},{"date":"2026-08-06","sessie_label":"6 aug","asml_bps":-32.2,"spy_bps":26.7},{"date":"2026-08-07","sessie_label":"7 aug","asml_bps":39.1,"spy_bps":-23.8},{"date":"2026-08-10","sessie_label":"10 aug","asml_bps":175.1,"spy_bps":0.1},{"date":"2026-08-11","sessie_label":"11 aug","asml_bps":-1.4,"spy_bps":34.7},{"date":"2026-08-12","sessie_label":"12 aug","asml_bps":108.8,"spy_bps":5.5},{"date":"2026-08-13","sessie_label":"13 aug","asml_bps":-53.6,"spy_bps":-19.3},{"date":"2026-08-14","sessie_label":"14 aug","asml_bps":1.1,"spy_bps":24},{"date":"2026-08-17","sessie_label":"17 aug","asml_bps":-68.8,"spy_bps":38.8},{"date":"2026-08-18","sessie_label":"18 aug","asml_bps":24,"spy_bps":16},{"date":"2026-08-19","sessie_label":"19 aug","asml_bps":169.5,"spy_bps":9},{"date":"2026-08-20","sessie_label":"20 aug","asml_bps":35.3,"spy_bps":57},{"date":"2026-08-21","sessie_label":"21 aug","asml_bps":-54.2,"spy_bps":-10.8},{"date":"2026-08-24","sessie_label":"24 aug","asml_bps":4.7,"spy_bps":-2.3},{"date":"2026-08-25","sessie_label":"25 aug","asml_bps":104.4,"spy_bps":3.9},{"date":"2026-08-26","sessie_label":"26 aug","asml_bps":38.9,"spy_bps":-0.9},{"date":"2026-08-27","sessie_label":"27 aug","asml_bps":3.7,"spy_bps":-35.6},{"date":"2026-08-28","sessie_label":"28 aug","asml_bps":202.9,"spy_bps":36.5},{"date":"2026-08-31","sessie_label":"31 aug","asml_bps":18.1,"spy_bps":-9.6},{"date":"2026-09-01","sessie_label":"1 sep","asml_bps":18.8,"spy_bps":1.4},{"date":"2026-09-02","sessie_label":"2 sep","asml_bps":-132.3,"spy_bps":-36.2},{"date":"2026-09-03","sessie_label":"3 sep","asml_bps":-69.7,"spy_bps":-49},{"date":"2026-09-04","sessie_label":"4 sep","asml_bps":-48.6,"spy_bps":28.6},{"date":"2026-09-08","sessie_label":"8 sep","asml_bps":-1.2,"spy_bps":25},{"date":"2026-09-09","sessie_label":"9 sep","asml_bps":61.9,"spy_bps":18.3},{"date":"2026-09-10","sessie_label":"10 sep","asml_bps":7.5,"spy_bps":1.1},{"date":"2026-09-11","sessie_label":"11 sep","asml_bps":105.8,"spy_bps":14.1},{"date":"2026-09-14","sessie_label":"14 sep","asml_bps":113.4,"spy_bps":-18.2},{"date":"2026-09-15","sessie_label":"15 sep","asml_bps":0.2,"spy_bps":28.1},{"date":"2026-09-16","sessie_label":"16 sep","asml_bps":67.4,"spy_bps":73.3},{"date":"2026-09-17","sessie_label":"17 sep","asml_bps":-10.1,"spy_bps":-17.5},{"date":"2026-09-18","sessie_label":"18 sep","asml_bps":-231.3,"spy_bps":-13.4},{"date":"2026-09-21","sessie_label":"21 sep","asml_bps":-118.6,"spy_bps":-85},{"date":"2026-09-22","sessie_label":"22 sep","asml_bps":-196.4,"spy_bps":13.4},{"date":"2026-09-23","sessie_label":"23 sep","asml_bps":-155.9,"spy_bps":49.7},{"date":"2026-09-24","sessie_label":"24 sep","asml_bps":-59.1,"spy_bps":-30.3}],"shape":"series","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        round(10000 * (v.gemiddelde - s.slotkoers) / s.slotkoers, 1) AS 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    toString(sessie) AS date,\n    concat(toString(toDayOfMonth(sessie)), ' ',\n           arrayElement(['jan', 'feb', 'mrt', 'apr', 'mei', 'jun',\n                         'jul', 'aug', 'sep', 'okt', 'nov', 'dec'], toMonth(sessie))) AS sessie_label,\n    round(anyIf(bps, ticker = 'ASML'), 1) AS asml_bps,\n    round(anyIf(bps, ticker = 'SPY'), 1)  AS spy_bps\nFROM afwijking\nGROUP BY sessie\nHAVING countIf(ticker = 'ASML') > 0 AND countIf(ticker = 'SPY') > 0\nORDER BY sessie","computed_at":"2026-09-27T15:38:02.650157+00:00","elapsed":4.584123334}