SPY's open-to-close move ranked against the trailing month of sessions (rank 1 = biggest absolute move)
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 Market Recap: June 30, 2026, The Day in Numbers.
- Rows × columns
- 1 × 4
- Period covered
- 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 |
|---|---|---|---|
day_move_pct |
number | every row is 0.68 | percent |
abs_move_rank |
number | every row is 7 | |
sessions_compared |
number | every row is 21 | |
first_session |
date | 2026-06-01 |
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.
SELECT round(anyIf(oc_pct, d = toDate('2026-06-30')), 2) AS day_move_pct,
arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-06-30'))), groupArrayIf(abs(oc_pct), d != toDate('2026-06-30'))) + 1 AS abs_move_rank,
count() AS sessions_compared,
toString(min(d)) AS first_session
FROM (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
(argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS oc_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-06-01 00:00:00')
AND window_start < toDateTime('2026-07-01 00:00:00')
AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
GROUP BY d
)
Use dis data for your AI assistant
E go open ready to query, with dis page data. Free, no account.