Day 180 counted from the pricing date: nine US listings
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 2026-08-03, from How to Find a Lockup Expiration Date.
| ticker | pricing_date_label | day_180_label | day_180_weekday | market_opens | next_open_session_label |
|---|---|---|---|---|---|
| DASH | Dec 8, 2020 | Jun 6, 2021 | Sunday | 122 | Jun 7, 2021 |
| RIVN | Nov 9, 2021 | May 8, 2022 | Sunday | 123 | May 9, 2022 |
| BIRK | Oct 10, 2023 | Apr 7, 2024 | Sunday | 122 | Apr 8, 2024 |
| LYFT | Mar 28, 2019 | Sep 24, 2019 | Tuesday | 124 | Sep 24, 2019 |
| UBER | May 9, 2019 | Nov 5, 2019 | Tuesday | 125 | Nov 5, 2019 |
| ABNB | Dec 9, 2020 | Jun 7, 2021 | Monday | 122 | Jun 7, 2021 |
| HOOD | Jul 28, 2021 | Jan 24, 2022 | Monday | 124 | Jan 24, 2022 |
| CAVA | Jun 14, 2023 | Dec 11, 2023 | Monday | 124 | Dec 11, 2023 |
| RDDT | Mar 20, 2024 | Sep 16, 2024 | Monday | 123 | Sep 16, 2024 |
- Rows × columns
- 9 × 6
- 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 | 9 distinct values (ABNB, BIRK, CAVA…) | |
pricing_date_label |
text | 9 distinct values (Dec 8, 2020, Dec 9, 2020, Jul 28, 2021…) | |
day_180_label |
text | 9 distinct values (Apr 7, 2024, Dec 11, 2023, Jan 24, 2022…) | |
day_180_weekday |
text | 3 distinct values (Monday, Sunday, Tuesday) | |
market_opens |
number | 122 to 125 | |
next_open_session_label |
text | 8 distinct values (Apr 8, 2024, Dec 11, 2023, Jan 24, 2022…) |
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 ipos AS (
SELECT tupleElement(pair, 1) AS ticker,
toDate(tupleElement(pair, 2)) AS pricing_date
FROM (
SELECT arrayJoin([('LYFT', '2019-03-28'), ('UBER', '2019-05-09'),
('DASH', '2020-12-08'), ('ABNB', '2020-12-09'),
('HOOD', '2021-07-28'), ('RIVN', '2021-11-09'),
('CAVA', '2023-06-14'), ('BIRK', '2023-10-10'),
('RDDT', '2024-03-20')]) AS pair
)
),
sessions AS (
SELECT DISTINCT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2019-03-01 00:00:00')
AND window_start < toDateTime('2026-08-01 00:00:00')
)
SELECT i.ticker AS ticker,
formatDateTimeInJodaSyntax(i.pricing_date, 'MMM d, yyyy') AS pricing_date_label,
formatDateTimeInJodaSyntax(addDays(i.pricing_date, 180), 'MMM d, yyyy') AS day_180_label,
formatDateTime(addDays(i.pricing_date, 180), '%W') AS day_180_weekday,
countIf(s.session_date > i.pricing_date
AND s.session_date <= addDays(i.pricing_date, 180)) AS market_opens,
formatDateTimeInJodaSyntax(
minIf(s.session_date, s.session_date >= addDays(i.pricing_date, 180)),
'MMM d, yyyy') AS next_open_session_label
FROM ipos AS i
CROSS JOIN sessions AS s
GROUP BY i.ticker, i.pricing_date
ORDER BY (minIf(s.session_date, s.session_date >= addDays(i.pricing_date, 180))
> addDays(i.pricing_date, 180)) DESC,
i.pricing_date ASC
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