Median overnight gap against median intraday range, twelve months to September 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 2026-10-06, from How After-Market Orders Work: AMO vs Live.
| ticker | overnight_gap_pct | intraday_range_pct |
|---|---|---|
| NVDA | 0.88 | 2.62 |
| MSFT | 0.59 | 2 |
| AAPL | 0.34 | 1.93 |
| SPY | 0.31 | 0.85 |
| KO | 0.29 | 1.36 |
- Rows × columns
- 5 × 3
- 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 |
|---|---|---|---|
ticker |
text | 5 distinct values (AAPL, KO, MSFT…) | |
overnight_gap_pct |
number | 0.29 to 0.88 | percent |
intraday_range_pct |
number | 0.85 to 2.62 | 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 daily AS
(
SELECT
ticker,
date,
toFloat64(open) AS o,
toFloat64(high) AS h,
toFloat64(low) AS l,
lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date) AS prev_close
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND date >= '2025-10-01'
AND date < '2026-10-01'
)
SELECT
ticker,
round(quantileDeterministic(0.5)(abs(o / prev_close - 1) * 100, toUInt32(date)), 2) AS overnight_gap_pct,
round(quantileDeterministic(0.5)((h - l) / o * 100, toUInt32(date)), 2) AS intraday_range_pct
FROM daily
WHERE prev_close > 0
AND o > 0
GROUP BY ticker
ORDER BY overnight_gap_pct DESC
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