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The volatility complex on July 1: VIX-futures ETFs vs Tuesday's close, with SPY as the anchor

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: July 1, 2026, The Day in Numbers.

as of table 5×5read in context →
The volatility complex on July 1: VIX-futures ETFs vs Tuesday's close, with SPY as the anchor — 5 rows by 5 columns, computed from US exchange, SIP and OPRA data.
tickerprior_closeday_closepct_chgrange_pct
SPY746.32745.69-0.080.95
SVXY57.2557.01-0.421.19
UVXY24.8725.151.133.68
VIXY21.321.470.82.38
VXX22.1122.270.722.45
Rows × columns
5 × 5
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 volatility complex on July 1: VIX-futures ETFs vs Tuesday's close, with SPY as the anchor, derived from the stored result.
ColumnTypeRangeNotes
ticker text 5 distinct values (SPY, SVXY, UVXY…)
prior_close number 21.3 to 746.32 US dollars
day_close number 21.47 to 745.69 US dollars
pct_chg number -0.42 to 1.13 percent
range_pct number 0.95 to 3.68 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 per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-01 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-01 00:00:00')) AS day_close,
        maxIf(toFloat64(high), window_start >= '2026-07-01 00:00:00') AS day_high,
        minIf(toFloat64(low), window_start >= '2026-07-01 00:00:00') AS day_low
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'SVXY', 'UVXY', 'VIXY', 'VXX')
      AND ((window_start >= '2026-06-30 13:30:00' AND window_start < '2026-06-30 20:00:00')
        OR (window_start >= '2026-07-01 13:30:00' AND window_start < '2026-07-01 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    round(day_close, 2) AS day_close,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    round((day_high / day_low - 1) * 100, 2) AS range_pct
FROM per_name
ORDER BY ticker

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