How far the Friday close lands from the nearest whole dollar
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 2026-08-09, from Pin Risk at Options Expiration Explained.
| gap_to_nearest_round_number | expiration_day_count | share_of_days_pct |
|---|---|---|
| 0c to 5c | 52 | 11.1 |
| 5c to 10c | 46 | 9.8 |
| 10c to 15c | 44 | 9.4 |
| 15c to 20c | 66 | 14.1 |
| 20c to 25c | 37 | 7.9 |
| 25c to 30c | 46 | 9.8 |
| 30c to 35c | 44 | 9.4 |
| 35c to 40c | 43 | 9.2 |
| 40c to 45c | 43 | 9.2 |
| 45c to 50c | 47 | 10 |
- Rows × columns
- 10 × 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 |
|---|---|---|---|
gap_to_nearest_round_number |
text | 10 distinct values (0c to 5c, 10c to 15c, 15c to 20c…) | |
expiration_day_count |
number | 37 to 66 | count |
share_of_days_pct |
number | 7.9 to 14.1 | 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.
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 friday_closes AS
(
SELECT
ticker,
date AS friday_session,
round(abs(toFloat64(close) - round(toFloat64(close))), 2) AS gap_to_round_number
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'AMD')
AND toDayOfWeek(date) = 5
AND date >= '2025-01-01'
AND date < '2026-08-01'
)
SELECT
concat(toString(band_floor_cents), 'c to ', toString(band_floor_cents + 5), 'c') AS gap_to_nearest_round_number,
count() AS expiration_day_count,
round(100 * count() / (SELECT count() FROM friday_closes), 1) AS share_of_days_pct
FROM
(
SELECT least(toUInt16(floor(gap_to_round_number * 20) * 5), 45) AS band_floor_cents
FROM friday_closes
)
GROUP BY band_floor_cents
ORDER BY band_floor_cents
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