Shares a $10,000 order buys at the screen NAV versus the struck NAV, ten sharpest sessions

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