STRASMORE/EXPLORE 2,170 QUERIES

Where the daily move lands: overnight gap versus the New York session

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 2026-08-10, from International Fund NAV: Fair Value Pricing.

as of ranking 6×3read in context →
Where the daily move lands: overnight gap versus the New York session — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickerovernight_gap_pctopen_to_close_pct
SONY0.8880.558
TM0.8750.449
ASML0.9670.974
SAP0.7090.664
HSBC0.7010.461
KO0.2320.542
Rows × columns
6 × 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 Where the daily move lands: overnight gap versus the New York session, derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (ASML, HSBC, KO…)
overnight_gap_pct number 0.232 to 0.967 percent
open_to_close_pct number 0.449 to 0.974 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 daily AS
(
    SELECT
        ticker,
        date,
        toFloat64(open)  AS open_px,
        toFloat64(close) AS close_px,
        lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date
            ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prior_close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SONY', 'TM', 'ASML', 'SAP', 'HSBC', 'KO')
      AND date >= '2023-08-01'
      AND date <  '2026-08-01'
)
SELECT
    ticker,
    round(quantileDeterministic(0.5)(abs(open_px / prior_close_px - 1) * 100, toUInt32(date)), 3) AS overnight_gap_pct,
    round(quantileDeterministic(0.5)(abs(close_px / open_px - 1) * 100, toUInt32(date)), 3)       AS open_to_close_pct
FROM daily
WHERE prior_close_px > 0
  AND open_px > 0
GROUP BY ticker
ORDER BY indexOf(['SONY', 'TM', 'ASML', 'SAP', 'HSBC', 'KO'], ticker)

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