How far the S&P 500 tracker moved open to close: sessions by size band, July 2025 to June 2026
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 2026-08-01, from When Do Mutual Fund Trades Settle?.
| move_band | session_count | share_pct |
|---|---|---|
| under 0.25% | 82 | 32.7 |
| 0.25% to 0.5% | 70 | 27.9 |
| 0.5% to 1% | 75 | 29.9 |
| 1% to 2% | 22 | 8.8 |
| 2% and up | 2 | 0.8 |
- Rows × columns
- 5 × 3
- 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 |
|---|---|---|---|
move_band |
text | 5 distinct values (0.25% to 0.5%, 0.5% to 1%, 1% to 2%…) | |
session_count |
number | 2 to 82 | count |
share_pct |
number | 0.8 to 32.7 | 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 daily AS (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
argMin(open, window_start) AS session_open,
argMax(close, window_start) AS session_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND toDate(toTimeZone(window_start, 'America/New_York')) BETWEEN toDate('2025-07-01') AND toDate('2026-06-30')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY session_date
),
moves AS (
SELECT round(abs(session_close - session_open) / session_open * 100, 3) AS abs_move_pct
FROM daily
WHERE session_open > 0
)
SELECT multiIf(abs_move_pct < 0.25, 'under 0.25%',
abs_move_pct < 0.5, '0.25% to 0.5%',
abs_move_pct < 1, '0.5% to 1%',
abs_move_pct < 2, '1% to 2%',
'2% and up') AS move_band,
count() AS session_count,
round(100 * count() / sum(count()) OVER (), 1) AS share_pct
FROM moves
GROUP BY move_band
ORDER BY min(abs_move_pct)
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