STRASMORE/EXPLORE 2,170 QUERIES

LEH month-end closes, January 2007 to the September 2008 filing

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 series 21×3read in context →
LEH month-end closes, January 2007 to the September 2008 filing — 21 rows by 3 columns, computed from US exchange, SIP and OPRA data.
monthmonth_closevs_best_month_close_pct
2007-0182.170
2007-0273.32-10.8
2007-0370-14.8
2007-0475.19-8.5
2007-0573.37-10.7
2007-0674.48-9.4
2007-0761.85-24.7
2007-0854.72-33.4
2007-0961.73-24.9
2007-1063.37-22.9
2007-1162.64-23.8
2007-1265.41-20.4
2008-0164.01-22.1
2008-0251-37.9
2008-0337.48-54.4
2008-0444.27-46.1
2008-0536.72-55.3
2008-0619.67-76.1
2008-0717.03-79.3
2008-0815.85-80.7
2008-090.14-99.8
Rows × columns
21 × 3
Period covered
to
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 LEH month-end closes, January 2007 to the September 2008 filing, derived from the stored result.
ColumnTypeRangeNotes
month date 2007-01 to 2008-09
month_close number 0.14 to 82.17 US dollars
vs_best_month_close_pct number -99.8 to 0 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 monthly AS (
    SELECT
        formatDateTime(month_start, '%Y-%m') AS month,
        round(argMax(day_close, et_date), 2) AS month_close
    FROM (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
            toStartOfMonth(toDate(toTimeZone(window_start, 'America/New_York'))) AS month_start,
            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 day_close
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'LEH'
          AND window_start >= toDateTime('2007-01-01 00:00:00') AND window_start < toDateTime('2008-09-18 00:00:00')
        GROUP BY et_date, month_start
    )
    GROUP BY month_start
)
SELECT
    month,
    month_close,
    round((month_close / max(month_close) OVER () - 1) * 100, 1) AS vs_best_month_close_pct
FROM monthly
ORDER BY month

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