Share of SPY sessions reaching a given distance from the open (Aug 2023 to Jul 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.
| distance_from_open | reached_below_pct | reached_above_pct |
|---|---|---|
| 0.25% | 62.3 | 64.7 |
| 0.5% | 42.5 | 39.2 |
| 1% | 16.1 | 9.3 |
| 1.5% | 5.2 | 2.7 |
| 2% | 2.1 | 1.2 |
| 3% | 0.5 | 0.3 |
- Rows × columns
- 6 × 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 |
|---|---|---|---|
distance_from_open |
text | 6 distinct values (0.25%, 0.5%, 1%…) | |
reached_below_pct |
number | 0.5 to 62.3 | percent |
reached_above_pct |
number | 0.3 to 64.7 | 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
concat(toString(d.dist), '%') AS distance_from_open,
round(100 * countIf(
(toFloat64(a.open) - toFloat64(a.low)) / toFloat64(a.open) * 100 >= d.dist
) / count(), 1) AS reached_below_pct,
round(100 * countIf(
(toFloat64(a.high) - toFloat64(a.open)) / toFloat64(a.open) * 100 >= d.dist
) / count(), 1) AS reached_above_pct
FROM global_markets.stocks_daily_aggs AS a
CROSS JOIN
(
SELECT arrayJoin([0.25, 0.5, 1.0, 1.5, 2.0, 3.0]) AS dist
) AS d
WHERE a.ticker = 'SPY'
AND a.date >= '2023-08-01'
AND a.date < '2026-08-01'
GROUP BY d.dist
ORDER BY d.dist
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