SPY: widest open print to close print gaps on monthly expiration Fridays since 2021
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 Cash Settled vs Physical Delivery Options.
| expiration_label | open_print_usd | close_print_usd | open_to_close_gap_pct |
|---|---|---|---|
| Oct 21, 2022 | 365.12 | 374.29 | 2.51 |
| Jan 21, 2022 | 445.56 | 437.98 | 1.7 |
| Feb 21, 2025 | 610.16 | 599.94 | 1.67 |
| Dec 20, 2024 | 581.77 | 591.15 | 1.61 |
| Mar 18, 2022 | 438 | 444.52 | 1.49 |
| Jan 20, 2023 | 390.1 | 395.88 | 1.48 |
| Mar 20, 2026 | 656.51 | 648.57 | 1.21 |
| Oct 20, 2023 | 425.98 | 421.19 | 1.12 |
| Jul 16, 2021 | 436.01 | 431.34 | 1.07 |
| Feb 20, 2026 | 682.32 | 689.43 | 1.04 |
| Jan 19, 2024 | 477.65 | 482.43 | 1 |
| May 20, 2022 | 393.25 | 389.63 | 0.92 |
- Rows × columns
- 12 × 4
- 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 |
|---|---|---|---|
expiration_label |
text | 12 distinct values (Dec 20, 2024, Feb 20, 2026, Feb 21, 2025…) | |
open_print_usd |
number | 365.12 to 682.32 | US dollars |
close_print_usd |
number | 374.29 to 689.43 | US dollars |
open_to_close_gap_pct |
number | 0.92 to 2.51 | 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(date, '%b %e, %Y') AS expiration_label,
round(toFloat64(open), 2) AS open_print_usd,
round(toFloat64(close), 2) AS close_print_usd,
round(100 * abs(toFloat64(close) - toFloat64(open)) / toFloat64(open), 2) AS open_to_close_gap_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2021-01-04'
AND date < today()
AND toDayOfWeek(date) = 5
AND toDayOfMonth(date) BETWEEN 15 AND 21
ORDER BY open_to_close_gap_pct DESC
LIMIT 12
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.