extreme_gaps
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 2026-09-24, from mutual-fund-forward-pricing-rule.
| session_label | shares_at_screen_nav | shares_at_struck_nav | move_pct |
|---|---|---|---|
| Apr 9, 2025 | 20.14 | 18.23 | 10.5 |
| Apr 4, 2025 | 18.63 | 19.79 | 5.85 |
| Apr 3, 2025 | 17.71 | 18.63 | 4.93 |
| Apr 10, 2025 | 18.23 | 19.06 | 4.38 |
| May 12, 2025 | 17.72 | 17.15 | 3.3 |
| Dec 18, 2024 | 16.55 | 17.06 | 2.98 |
| Aug 5, 2024 | 18.77 | 19.33 | 2.91 |
| Mar 31, 2026 | 15.82 | 15.38 | 2.91 |
| Oct 10, 2025 | 14.9 | 15.31 | 2.7 |
| Mar 10, 2025 | 17.36 | 17.84 | 2.66 |
- Rows × columns
- 10 × 4
- 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 |
|---|---|---|---|
session_label |
text | 10 distinct values (Apr 10, 2025, Apr 3, 2025, Apr 4, 2025…) | |
shares_at_screen_nav |
number | 14.9 to 20.14 | US dollars |
shares_at_struck_nav |
number | 15.31 to 19.79 | US dollars |
move_pct |
number | 2.66 to 10.5 | 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 d AS
(
SELECT
date,
toFloat64(close) AS px,
lagInFrame(toFloat64(close)) OVER (ORDER BY date
ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_px
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2023-01-01'
AND date < '2026-09-01'
)
SELECT
formatDateTime(date, '%b %e, %Y') AS session_label,
round(10000.0 / prev_px, 2) AS shares_at_screen_nav,
round(10000.0 / px, 2) AS shares_at_struck_nav,
round(abs(px / prev_px - 1) * 100, 2) AS move_pct
FROM d
WHERE prev_px > 0
ORDER BY abs(px / prev_px - 1) DESC
LIMIT 10
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