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AAPL's ten largest overnight gaps down, Jan 2023 to Jun 2026

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 2026-09-26, from Bracket Orders and OCO Orders Explained.

as of ranking 10×2read in context →
AAPL's ten largest overnight gaps down, Jan 2023 to Jun 2026 — 10 rows by 2 columns, computed from US exchange, SIP and OPRA data.
gap_labelovernight_gap_pct
Aug 5, 2024-9.45
Apr 3, 2025-8.2
Apr 7, 2025-5.93
Apr 10, 2025-4.92
Apr 4, 2025-4.58
Sep 7, 2023-4.23
May 23, 2025-3.82
Feb 2, 2024-3.75
May 2, 2025-3.39
Aug 4, 2023-2.96
Rows × columns
10 × 2
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 AAPL's ten largest overnight gaps down, Jan 2023 to Jun 2026, derived from the stored result.
ColumnTypeRangeNotes
gap_label text 10 distinct values (Apr 10, 2025, Apr 3, 2025, Apr 4, 2025…)
overnight_gap_pct number -9.45 to -2.96 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.

SELECT
    formatDateTime(session_date, '%b %e, %Y')                 AS gap_label,
    round((day_open / prev_close - 1) * 100, 2)               AS overnight_gap_pct
FROM
(
    SELECT
        session_date,
        day_open,
        lagInFrame(day_close) OVER (
            ORDER BY session_date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW
        )                                                     AS prev_close
    FROM
    (
        SELECT
            date                  AS session_date,
            toFloat64(any(open))  AS day_open,
            toFloat64(any(close)) AS day_close
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'AAPL'
          AND date >= '2023-01-01'
          AND date <  '2026-07-01'
        GROUP BY date
    )
)
WHERE prev_close > 0
ORDER BY overnight_gap_pct ASC
LIMIT 10
⌘/Ctrl + Enter

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