Monthly expirations where the post close print crossed a whole dollar
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 Broker Exercise Cut-Off Times Explained.
| ticker | expirations_measured | dollar_line_crossings |
|---|---|---|
| MSFT | 22 | 11 |
| SPY | 22 | 11 |
| AAPL | 22 | 9 |
| TSLA | 22 | 8 |
| NVDA | 22 | 6 |
| KO | 22 | 1 |
- 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 |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, KO, MSFT…) | |
expirations_measured |
number | every row is 22 | |
dollar_line_crossings |
number | 1 to 11 |
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
ticker,
count() AS expirations_measured,
countIf(floor(close_px) != floor(post_px)) AS dollar_line_crossings
FROM
(
SELECT
ticker,
session_date,
argMaxIf(px, ts, et_minute >= 570 AND et_minute < 960) AS close_px,
argMaxIf(px, ts, et_minute >= 960 AND et_minute < 1050) AS post_px
FROM
(
SELECT
ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,
toFloat64(close) AS px,
window_start AS ts
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY', 'TSLA')
AND window_start >= today() - 730
AND toDayOfWeek(toDate(toTimeZone(window_start, 'America/New_York'))) = 5
AND toDayOfMonth(toDate(toTimeZone(window_start, 'America/New_York'))) BETWEEN 15 AND 21
)
GROUP BY ticker, session_date
HAVING countIf(et_minute >= 960 AND et_minute < 1050) > 0
AND countIf(et_minute >= 570 AND et_minute < 960) > 0
)
GROUP BY ticker
ORDER BY dollar_line_crossings DESC, ticker
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