Gap between the 3:50 p.m. price and the official close, July 2026 sessions
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 2026-08-19, from NYSE Imbalance Messages: How to Read Them.
| ticker | median_move_bps | largest_move_bps |
|---|---|---|
| XOM | 23 | 42.7 |
| PG | 18.5 | 75.9 |
| JPM | 14.3 | 36.8 |
| KO | 13.2 | 41.9 |
| JNJ | 13 | 36.1 |
| WMT | 11.9 | 29.7 |
- Rows × columns
- 6 × 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 |
|---|---|---|---|
ticker |
text | 6 distinct values (JNJ, JPM, KO…) | |
median_move_bps |
number | 11.9 to 23 | |
largest_move_bps |
number | 29.7 to 75.9 |
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
SELECT
d.sym AS ticker,
round(quantileDeterministic(0.5)(abs(d.official_close / m.px_1550 - 1) * 10000,
toUInt64(toUnixTimestamp(d.session_date))), 1) AS median_move_bps,
round(max(abs(d.official_close / m.px_1550 - 1) * 10000), 1) AS largest_move_bps
FROM
(
SELECT
ticker AS sym,
date AS session_date,
max(toFloat64(close)) AS official_close
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('JNJ', 'JPM', 'KO', 'PG', 'WMT', 'XOM')
AND date >= '2026-07-01'
AND date < '2026-08-01'
GROUP BY sym, session_date
) AS d
INNER JOIN
(
SELECT
ticker AS sym,
toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
max(toFloat64(close)) AS px_1550
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('JNJ', 'JPM', 'KO', 'PG', 'WMT', 'XOM')
AND window_start >= '2026-07-01'
AND window_start < '2026-08-01'
AND toHour(toTimeZone(window_start, 'America/New_York')) = 15
AND toMinute(toTimeZone(window_start, 'America/New_York')) = 50
GROUP BY sym, session_date
) AS m ON m.sym = d.sym AND m.session_date = d.session_date
GROUP BY d.sym
ORDER BY median_move_bps DESC
Run your own version of this
The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.
More from this analysisNYSE Imbalance Messages: How to Read Them
How often the close finished above the 3:50 p.m. price, July 2026 sessions
ranking 6×3
→
Share of regular-session volume printed in the opening and closing auction minutes, July 2026
ranking 6×3
→
Coca-Cola average volume per five-minute bucket, 3:00 p.m. ET to the close, July 2026
series 13×2
→
Average shares per trade, ten household names
ranking 10×3
→
Share of regular-session volume printed in the 16:00 ET minute
ranking 10×3
→
Opening and closing windows as a share of regular-session volume
ranking 8×3
→
See all 2,170 queries →