Same AAPL call, same window: session moves for the contract and for the stock

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 busiest AS (
    SELECT ticker
    FROM global_markets.options_trades
    WHERE ticker LIKE 'O:AAPL260515C%'
      AND toDate(sip_timestamp) BETWEEN toDate('2026-04-15') AND toDate('2026-05-15')
    GROUP BY ticker
    ORDER BY count() DESC
    LIMIT 1
),
opt AS (
    SELECT toDate(sip_timestamp) AS date,
           argMin(toFloat64(price), sip_timestamp) AS open_px,
           argMax(toFloat64(price), sip_timestamp) AS close_px
    FROM global_markets.options_trades
    WHERE ticker IN (SELECT ticker FROM busiest)
      AND toDate(sip_timestamp) BETWEEN toDate('2026-04-15') AND toDate('2026-05-15')
    GROUP BY date
),
und AS (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS date,
           argMin(toFloat64(open), window_start) AS open_px,
           argMax(toFloat64(close), window_start) AS close_px
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND toDate(toTimeZone(window_start, 'America/New_York')) BETWEEN toDate('2026-04-15') AND toDate('2026-05-15')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY date
)
SELECT o.date AS date,
       round(100 * (u.close_px / u.open_px - 1), 2) AS stock_move_pct,
       round(100 * (o.close_px / o.open_px - 1), 2) AS option_move_pct
FROM opt AS o
INNER JOIN und AS u ON o.date = u.date
WHERE u.open_px > 0 AND o.open_px > 0
ORDER BY stock_move_pct