widest_gaps
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 2026-10-02, from amzn-premarket-and-after-hours-prices.
| label | overnight_gap_pct | day_session_move_pct |
|---|---|---|
| Aug 2, 2024 | -9.41 | 0.69 |
| May 12, 2025 | 9.14 | -0.98 |
| Aug 5, 2024 | -8.15 | 4.42 |
| Aug 1, 2025 | -7.22 | -1.13 |
| Nov 1, 2024 | 6.76 | -0.54 |
| Apr 3, 2025 | -6.64 | -2.51 |
| Apr 4, 2025 | -6.31 | 2.31 |
| Feb 2, 2024 | 6.22 | 1.55 |
- Rows × columns
- 8 × 3
- 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 |
|---|---|---|---|
label |
text | 8 distinct values (Apr 3, 2025, Apr 4, 2025, Aug 1, 2025…) | |
overnight_gap_pct |
number | -9.41 to 9.14 | percent |
day_session_move_pct |
number | -2.51 to 4.42 | 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
daily AS
(
SELECT
date,
any(toFloat64(open)) AS open_px,
any(toFloat64(close)) AS close_px
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AMZN'
AND date >= '2023-10-01'
AND date < '2025-10-01'
GROUP BY date
),
gapped AS
(
SELECT
date,
open_px,
close_px,
any(close_px) OVER (ORDER BY date ASC ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_close
FROM daily
)
SELECT
formatDateTime(date, '%b %e, %Y') AS label,
round(100 * (open_px / prev_close - 1), 2) AS overnight_gap_pct,
round(100 * (close_px / open_px - 1), 2) AS day_session_move_pct
FROM gapped
WHERE prev_close > 0
ORDER BY abs(open_px / prev_close - 1) DESC
LIMIT 8
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