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The same stock and the same last price, twelve different anchors (AAPL)

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 2026-08-07, from Anchored VWAP Explained: Formula and Uses.

as of ranking 12×3read in context →
The same stock and the same last price, twelve different anchors (AAPL) — 12 rows by 3 columns, computed from US exchange, SIP and OPRA data.
anchor_fromanchored_vwapclose_vs_avwap_pct
Jul 2025259.5211.5
Aug 2025264.019.6
Sep 2025268.877.62
Oct 2025272.566.16
Nov 2025274.355.47
Dec 2025274.685.35
Jan 2026274.445.44
Feb 2026277.884.13
Mar 2026279.923.37
Apr 2026286.860.87
May 2026295.31-2.02
Jun 2026294.07-1.6
Rows × columns
12 × 3
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 The same stock and the same last price, twelve different anchors (AAPL), derived from the stored result.
ColumnTypeRangeNotes
anchor_from text 12 distinct values (Apr 2026, Aug 2025, Dec 2025…)
anchored_vwap number 259.52 to 295.31
close_vs_avwap_pct number -2.02 to 11.5 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
WITH
    monthly AS (
        SELECT
            toStartOfMonth(date)                     AS m,
            sum(toFloat64(vwap) * toFloat64(volume)) AS pv,
            sum(toFloat64(volume))                   AS vol
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'AAPL'
          AND date >= '2025-07-01'
          AND date <= '2026-06-30'
        GROUP BY m
    ),
    anchored AS (
        SELECT
            m,
            sum(pv)  OVER (ORDER BY m ROWS BETWEEN CURRENT ROW AND UNBOUNDED FOLLOWING)
          / sum(vol) OVER (ORDER BY m ROWS BETWEEN CURRENT ROW AND UNBOUNDED FOLLOWING) AS avwap
        FROM monthly
    ),
    final_close AS (
        SELECT toFloat64(argMax(close, date)) AS last_close
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'AAPL'
          AND date >= '2026-06-01'
          AND date <= '2026-06-30'
    )
SELECT
    formatDateTime(a.m, '%b %Y')                 AS anchor_from,
    round(a.avwap, 2)                            AS anchored_vwap,
    round(100 * (f.last_close / a.avwap - 1), 2) AS close_vs_avwap_pct
FROM anchored AS a
CROSS JOIN final_close AS f
ORDER BY a.m

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