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NVDA's ten largest overnight gaps up, 2003-present

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 NVDA's May 2023 Earnings: The AI Gap.

as of series 10×4read in context →
NVDA's ten largest overnight gaps up, 2003-present — 10 rows by 4 columns, computed from US exchange, SIP and OPRA data.
sessionprior_closeopen_usdovernight_gap_pct
2023-05-25305.41385.2326.1
2003-11-0718.1821.6619.1
2016-11-1167.7779.5117.3
2004-11-0515.3517.7215.4
2008-11-077.638.6813.8
2023-02-23207.65234.412.9
2024-02-22674.85750.2511.2
2009-12-0714.2615.8511.2
2017-05-10102.89114.2911.1
2011-08-1213.4114.8310.6
Rows × columns
10 × 4
Period covered
to
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 NVDA's ten largest overnight gaps up, 2003-present, derived from the stored result.
ColumnTypeRangeNotes
session date 2003-11-07 to 2024-02-22
prior_close number 7.63 to 674.85 US dollars
open_usd number 8.68 to 750.25 US dollars
overnight_gap_pct number 10.6 to 26.1 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 daily AS (
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
        argMinIf(toFloat64(open), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS rth_open,
        argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS rth_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'NVDA'
    GROUP BY et_date
    HAVING countIf((toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) > 0
)
SELECT
    toString(et_date) AS session,
    round(prev_close, 2) AS prior_close,
    round(rth_open, 2) AS open_usd,
    round((rth_open / prev_close - 1) * 100, 1) AS overnight_gap_pct
FROM (
    SELECT et_date, rth_open, rth_close,
           lagInFrame(rth_close) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
    FROM daily
)
WHERE prev_close > 0 AND isFinite(rth_open / prev_close)
ORDER BY overnight_gap_pct DESC
LIMIT 10

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