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?.
| session_date | session_label | intraday_range_pct | open_to_close_pct |
|---|---|---|---|
| 2026-08-03 | Aug 3 | 1.31 | 1.1 |
| 2026-08-04 | Aug 4 | 1.69 | 1.41 |
| 2026-08-05 | Aug 5 | 0.95 | 0.78 |
| 2026-08-06 | Aug 6 | 0.57 | 0.21 |
| 2026-08-07 | Aug 7 | 0.56 | 0.29 |
| 2026-08-10 | Aug 10 | 0.44 | 0.06 |
| 2026-08-11 | Aug 11 | 0.7 | 0.51 |
| 2026-08-12 | Aug 12 | 0.47 | 0.29 |
| 2026-08-13 | Aug 13 | 0.68 | 0.39 |
| 2026-08-14 | Aug 14 | 0.43 | 0.28 |
| 2026-08-17 | Aug 17 | 0.55 | 0.45 |
| 2026-08-18 | Aug 18 | 0.34 | 0.16 |
| 2026-08-19 | Aug 19 | 0.57 | 0.17 |
| 2026-08-20 | Aug 20 | 0.8 | 0.44 |
| 2026-08-21 | Aug 21 | 0.48 | 0.04 |
| 2026-08-24 | Aug 24 | 0.41 | 0.17 |
| 2026-08-25 | Aug 25 | 0.49 | 0.03 |
| 2026-08-26 | Aug 26 | 0.45 | 0.18 |
| 2026-08-27 | Aug 27 | 0.68 | 0.34 |
| 2026-08-28 | Aug 28 | 0.91 | 0.31 |
| 2026-08-31 | Aug 31 | 0.43 | 0.04 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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
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