The overnight and New York halves of the day, year by year
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.
| year | overnight_gap_pct | open_to_close_pct |
|---|---|---|
| 2021 | 0.714 | 0.535 |
| 2022 | 0.826 | 0.969 |
| 2023 | 0.699 | 0.552 |
| 2024 | 0.764 | 0.435 |
| 2025 | 0.959 | 0.528 |
| 2026 | 1.085 | 0.792 |
- Rows × columns
- 6 × 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 |
|---|---|---|---|
year |
text | 6 distinct values (2021, 2022, 2023…) | |
overnight_gap_pct |
number | 0.699 to 1.085 | percent |
open_to_close_pct |
number | 0.435 to 0.969 | 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
date,
toFloat64(open) AS open_px,
toFloat64(close) AS close_px,
lagInFrame(toFloat64(close)) OVER (ORDER BY date
ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prior_close_px
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SONY'
AND date >= '2016-01-01'
AND date < '2026-08-01'
)
SELECT
toString(toYear(date)) AS year,
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 year
ORDER BY year
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