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How far one exchange-listed fund's price travels within a session, August 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 2026-09-22, from Do Mutual Funds Trade in the Primary Market?.

as of series 21×4read in context →
How far one exchange-listed fund's price travels within a session, August 2026 — 21 rows by 4 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelintraday_range_pctopen_to_close_pct
2026-08-03Aug 31.311.1
2026-08-04Aug 41.691.41
2026-08-05Aug 50.950.78
2026-08-06Aug 60.570.21
2026-08-07Aug 70.560.29
2026-08-10Aug 100.440.06
2026-08-11Aug 110.70.51
2026-08-12Aug 120.470.29
2026-08-13Aug 130.680.39
2026-08-14Aug 140.430.28
2026-08-17Aug 170.550.45
2026-08-18Aug 180.340.16
2026-08-19Aug 190.570.17
2026-08-20Aug 200.80.44
2026-08-21Aug 210.480.04
2026-08-24Aug 240.410.17
2026-08-25Aug 250.490.03
2026-08-26Aug 260.450.18
2026-08-27Aug 270.680.34
2026-08-28Aug 280.910.31
2026-08-31Aug 310.430.04
Rows × columns
21 × 4
Period covered
to
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 How far one exchange-listed fund's price travels within a session, August 2026, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-08-03 to 2026-08-31
session_label text 21 distinct values (Aug 10, Aug 11, Aug 12…)
intraday_range_pct number 0.34 to 1.69 percent
open_to_close_pct number 0.03 to 1.41 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
    toString(date)                                                            AS session_date,
    formatDateTime(date, '%b %e')                                             AS session_label,
    round(100 * (toFloat64(high) - toFloat64(low)) / toFloat64(low), 2)       AS intraday_range_pct,
    round(100 * abs(toFloat64(close) - toFloat64(open)) / toFloat64(open), 2) AS open_to_close_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
  AND date >= toDate('2026-08-03')
  AND date <= toDate('2026-08-31')
ORDER BY date
⌘/Ctrl + Enter

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More from this analysisDo Mutual Funds Trade in the Primary Market?
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