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March 9 and full-crash moves: cruise, airline, energy, bank, tech, staples vs SPY

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 2026-09-28, from COVID Crash 2020: Four Halts, Peak to Trough.

as of ranking 7×3read in context →
March 9 and full-crash moves: cruise, airline, energy, bank, tech, staples vs SPY — 7 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickermar9_pctcrash_pct
CCL-19.9-72.3
UAL-10.4-66.9
XOM-12.2-47.9
JPM-13.7-42.6
SPY-7.7-34.2
AAPL-7.9-31
WMT-0.1-2.9
Rows × columns
7 × 3
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 March 9 and full-crash moves: cruise, airline, energy, bank, tech, staples vs SPY, derived from the stored result.
ColumnTypeRangeNotes
ticker text 7 distinct values (AAPL, CCL, JPM…)
mar9_pct number -19.9 to -0.1 percent
crash_pct number -72.3 to -2.9 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.

WITH dailies AS (
    SELECT
        ticker,
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS c
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('UAL', 'CCL', 'XOM', 'JPM', 'AAPL', 'WMT', 'SPY')
      AND window_start >= toDateTime('2020-02-18 00:00:00') AND window_start < toDateTime('2020-03-25 00:00:00')
    GROUP BY ticker, d
)
SELECT
    ticker,
    round((anyIf(c, d = toDate('2020-03-09')) / anyIf(c, d = toDate('2020-03-06')) - 1) * 100, 1) AS mar9_pct,
    round((anyIf(c, d = toDate('2020-03-23')) / anyIf(c, d = toDate('2020-02-19')) - 1) * 100, 1) AS crash_pct
FROM dailies
GROUP BY ticker
ORDER BY crash_pct ASC
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More from this analysisCOVID Crash 2020: Four Halts, Peak to Trough
10-year and 3-month Treasury yields through the crash, daily closes series 31×3 → SPY by half-hour: March 9, 2020 regular session, closing cross print in the final half hour series 13×4 → SPY options: puts vs calls traded, March 2–13, 2020 (millions of contracts) series 10×4 → The four circuit-breaker sessions of March 2020: SPY close, change, volume series 4×4 → SPY on March 9, 2020: the circuit-breaker session, receipted scalar 1×11 → The COVID crash, peak to trough to recovery: SPY daily closes, one row scalar 1×11 → See all 3,256 queries →