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June 2026 measured two ways: close-to-close vs open-to-close, NVDA and 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 2026-07-26, from How Monthly Stock Returns Are Measured.

as of table 2×7read in context →
June 2026 measured two ways: close-to-close vs open-to-close, NVDA and SPY — 2 rows by 7 columns, computed from US exchange, SIP and OPRA data.
tickermay_final_closejune_first_openjune_final_closeclose_to_close_pctopen_to_close_pctconvention_gap_points
NVDA211.15215.73199.76-5.39-7.42.01
SPY756.4755.36746.32-1.33-1.20.14
Rows × columns
2 × 7
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 June 2026 measured two ways: close-to-close vs open-to-close, NVDA and SPY, derived from the stored result.
ColumnTypeRangeNotes
ticker text 2 distinct values (NVDA, SPY)
may_final_close number 211.15 to 756.4 US dollars
june_first_open number 215.73 to 755.36 US dollars
june_final_close number 199.76 to 746.32 US dollars
close_to_close_pct number -5.39 to -1.33 percent
open_to_close_pct number -7.4 to -1.2 percent
convention_gap_points number 0.14 to 2.01

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 
SELECT ticker,
       round(argMaxIf(cl, day, day <= '2026-05-31'), 2) AS may_final_close,
       round(argMinIf(op, day, day >= '2026-06-01'), 2) AS june_first_open,
       round(argMaxIf(cl, day, day <= '2026-06-30'), 2) AS june_final_close,
       round(100 * (argMaxIf(cl, day, day <= '2026-06-30') - argMaxIf(cl, day, day <= '2026-05-31'))
             / argMaxIf(cl, day, day <= '2026-05-31'), 2) AS close_to_close_pct,
       round(100 * (argMaxIf(cl, day, day <= '2026-06-30') - argMinIf(op, day, day >= '2026-06-01'))
             / argMinIf(op, day, day >= '2026-06-01'), 2) AS open_to_close_pct,
       round(abs(100 * (argMaxIf(cl, day, day <= '2026-06-30') - argMinIf(op, day, day >= '2026-06-01'))
                 / argMinIf(op, day, day >= '2026-06-01')
             - 100 * (argMaxIf(cl, day, day <= '2026-06-30') - argMaxIf(cl, day, day <= '2026-05-31'))
                 / argMaxIf(cl, day, day <= '2026-05-31')), 2) AS convention_gap_points
FROM (
    SELECT ticker,
               toDate(toTimeZone(window_start, 'America/New_York')) AS day,
               argMinIf(toFloat64(open), window_start, rth) AS op,
               argMaxIf(toFloat64(close), window_start, rth) AS cl
        FROM (
            SELECT ticker, window_start, open, close,
                   toTimeZone(window_start, 'America/New_York') >= toDateTime(concat(toString(toDate(toTimeZone(window_start, 'America/New_York'))), ' 09:30:00'), 'America/New_York')
                   AND toTimeZone(window_start, 'America/New_York') < toDateTime(concat(toString(toDate(toTimeZone(window_start, 'America/New_York'))), ' 16:00:00'), 'America/New_York') AS rth
            FROM global_markets.delayed_stocks_minute_aggs
            WHERE ticker IN ('NVDA', 'SPY')
              AND window_start >= '2026-05-28 04:00:00'
              AND window_start < '2026-07-01 08:00:00'
        )
        GROUP BY ticker, day
)
GROUP BY ticker
ORDER BY ticker

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