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How far seven ETFs travel in a regular session, first half of 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 2026-08-06, from ETF Premium and Discount to NAV, Explained.

as of ranking 7×3read in context →
How far seven ETFs travel in a regular session, first half of 2026 — 7 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickermedian_move_pctp90_move_pct
FXI0.4331.267
EWJ0.4331.343
SPY0.421.13
EFA0.4011.387
LQD0.1610.44
HYG0.10.379
AGG0.0990.293
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 How far seven ETFs travel in a regular session, first half of 2026, derived from the stored result.
ColumnTypeRangeNotes
ticker text 7 distinct values (AGG, EFA, EWJ…)
median_move_pct number 0.099 to 0.433 percent
p90_move_pct number 0.293 to 1.387 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.

the exact SQL behind every number 
WITH sessions AS
(
    SELECT
        ticker,
        toDate(toTimeZone(window_start, 'America/New_York'))  AS session_date,
        argMin(toFloat64(open),  window_start)                AS px_open,
        argMax(toFloat64(close), window_start)                AS px_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('FXI', 'EWJ', 'EFA', 'SPY', 'HYG', 'LQD', 'AGG')
      AND window_start >= '2026-01-02 00:00:00'
      AND window_start <  '2026-07-01 00:00:00'
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
    GROUP BY ticker, session_date
    HAVING px_open > 0
)
SELECT
    ticker,
    round(quantileExact(0.5)(abs(px_close / px_open - 1) * 100), 3) AS median_move_pct,
    round(quantileExact(0.9)(abs(px_close / px_open - 1) * 100), 3) AS p90_move_pct
FROM sessions
GROUP BY ticker
ORDER BY median_move_pct DESC

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