STRASMORE/EXPLORE 3,293 QUERIES

The financials in Lehman week: Friday 9/12 close to Friday 9/19 close

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 Lehman's Collapse: The 2008 Tape, Replayed.

as of table 6×8read in context →
The financials in Lehman week: Friday 9/12 close to Friday 9/19 close — 6 rows by 8 columns, computed from US exchange, SIP and OPRA data.
tickerfri_closemon_closemon_pctweek_low_closelow_close_vs_fri_pctfri19_closeweek_pct
AIG12.25.09-58.32.06-83.14.22-65.4
MS37.1532.4-12.821.17-4327-27.3
GS154.23135.5-12.1107.88-30.1126.02-18.3
WM2.762.01-27.22.01-27.23.7234.8
C17.9915.53-13.714.04-2220.312.8
SPY125.75120.34-4.3116.3-7.5125.04-0.6
Rows × columns
6 × 8
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 The financials in Lehman week: Friday 9/12 close to Friday 9/19 close, derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (AIG, C, GS…)
fri_close number 2.76 to 154.23 US dollars
mon_close number 2.01 to 135.5 US dollars
mon_pct number -58.3 to -4.3 percent
week_low_close number 2.01 to 116.3 US dollars
low_close_vs_fri_pct number -83.1 to -7.5 percent
fri19_close number 3.72 to 126.02 US dollars
week_pct number -65.4 to 34.8 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
        ticker,
        toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
        argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS close_usd
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AIG', 'MS', 'GS', 'WM', 'C', 'SPY')
      AND window_start >= toDateTime('2008-09-12 00:00:00') AND window_start < toDateTime('2008-09-20 00:00:00')
    GROUP BY ticker, et_date
)
SELECT
    ticker,
    round(maxIf(close_usd, et_date = toDate('2008-09-12')), 2) AS fri_close,
    round(maxIf(close_usd, et_date = toDate('2008-09-15')), 2) AS mon_close,
    round((maxIf(close_usd, et_date = toDate('2008-09-15')) / maxIf(close_usd, et_date = toDate('2008-09-12')) - 1) * 100, 1) AS mon_pct,
    round(minIf(close_usd, et_date >= toDate('2008-09-15')), 2) AS week_low_close,
    round((minIf(close_usd, et_date >= toDate('2008-09-15')) / maxIf(close_usd, et_date = toDate('2008-09-12')) - 1) * 100, 1) AS low_close_vs_fri_pct,
    round(maxIf(close_usd, et_date = toDate('2008-09-19')), 2) AS fri19_close,
    round((maxIf(close_usd, et_date = toDate('2008-09-19')) / maxIf(close_usd, et_date = toDate('2008-09-12')) - 1) * 100, 1) AS week_pct
FROM daily
GROUP BY ticker
ORDER BY low_close_vs_fri_pct ASC
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