Overnight moves, close to next open, over the trailing twelve months

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.

SELECT
    ticker,
    round(avg(abs(gap_pct)), 2) AS avg_overnight_move_pct,
    round(max(abs(gap_pct)), 2) AS largest_overnight_move_pct
FROM
(
    SELECT
        ticker,
        100 * (toFloat64(open) / prev_close - 1) AS gap_pct
    FROM
    (
        SELECT
            ticker,
            date,
            open,
            lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date ASC
                ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
        FROM
        (
            SELECT
                ticker,
                date,
                max(open)  AS open,
                max(close) AS close
            FROM global_markets.stocks_daily_aggs
            WHERE ticker IN ('NVDA', 'AAPL', 'MSFT', 'WMT', 'PG', 'KO', 'F')
              AND date >= '2025-10-01'
              AND date <  '2026-10-01'
            GROUP BY ticker, date
        )
    )
    WHERE prev_close > 0
)
GROUP BY ticker
ORDER BY avg_overnight_move_pct DESC