{"slug":"probability-of-touch-vs-probability-of-itm","qid":"trace_2024","label":"SPY through July 2024 against a level 2% above the July 1 close","post_title":"Probability of Touch vs Probability ITM","post_url":"/blog/probability-of-touch-vs-probability-of-itm#q-trace_2024","columns":["session_date","spy_close","spy_high","strike_level","close_vs_level_pct","run_max_vs_level_pct"],"rows":[{"session_date":"2024-07-01","spy_close":545.34,"spy_high":545.88,"strike_level":556.25,"close_vs_level_pct":-1.96,"run_max_vs_level_pct":-1.86},{"session_date":"2024-07-02","spy_close":549.01,"spy_high":549.01,"strike_level":556.25,"close_vs_level_pct":-1.3,"run_max_vs_level_pct":-1.3},{"session_date":"2024-07-03","spy_close":551.46,"spy_high":551.83,"strike_level":556.25,"close_vs_level_pct":-0.86,"run_max_vs_level_pct":-0.79},{"session_date":"2024-07-05","spy_close":554.64,"spy_high":555.05,"strike_level":556.25,"close_vs_level_pct":-0.29,"run_max_vs_level_pct":-0.22},{"session_date":"2024-07-08","spy_close":555.28,"spy_high":556.25,"strike_level":556.25,"close_vs_level_pct":-0.17,"run_max_vs_level_pct":0},{"session_date":"2024-07-09","spy_close":555.82,"spy_high":557.18,"strike_level":556.25,"close_vs_level_pct":-0.08,"run_max_vs_level_pct":0.17},{"session_date":"2024-07-10","spy_close":561.32,"spy_high":561.67,"strike_level":556.25,"close_vs_level_pct":0.91,"run_max_vs_level_pct":0.97},{"session_date":"2024-07-11","spy_close":556.48,"spy_high":562.33,"strike_level":556.25,"close_vs_level_pct":0.04,"run_max_vs_level_pct":1.09},{"session_date":"2024-07-12","spy_close":559.99,"spy_high":563.67,"strike_level":556.25,"close_vs_level_pct":0.67,"run_max_vs_level_pct":1.33},{"session_date":"2024-07-15","spy_close":561.53,"spy_high":564.84,"strike_level":556.25,"close_vs_level_pct":0.95,"run_max_vs_level_pct":1.54},{"session_date":"2024-07-16","spy_close":564.86,"spy_high":565.16,"strike_level":556.25,"close_vs_level_pct":1.55,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-17","spy_close":556.94,"spy_high":560.51,"strike_level":556.25,"close_vs_level_pct":0.12,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-18","spy_close":552.66,"spy_high":559.52,"strike_level":556.25,"close_vs_level_pct":-0.64,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-19","spy_close":548.99,"spy_high":554.08,"strike_level":556.25,"close_vs_level_pct":-1.3,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-22","spy_close":554.65,"spy_high":555.27,"strike_level":556.25,"close_vs_level_pct":-0.29,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-23","spy_close":553.78,"spy_high":556.74,"strike_level":556.25,"close_vs_level_pct":-0.44,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-24","spy_close":541.23,"spy_high":549.17,"strike_level":556.25,"close_vs_level_pct":-2.7,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-25","spy_close":538.41,"spy_high":547.46,"strike_level":556.25,"close_vs_level_pct":-3.21,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-26","spy_close":544.44,"spy_high":547.19,"strike_level":556.25,"close_vs_level_pct":-2.12,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-29","spy_close":544.76,"spy_high":547.05,"strike_level":556.25,"close_vs_level_pct":-2.07,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-30","spy_close":542,"spy_high":547.34,"strike_level":556.25,"close_vs_level_pct":-2.56,"run_max_vs_level_pct":1.6},{"session_date":"2024-07-31","spy_close":550.81,"spy_high":553.5,"strike_level":556.25,"close_vs_level_pct":-0.98,"run_max_vs_level_pct":1.6},{"session_date":"2024-08-01","spy_close":543.01,"spy_high":554.87,"strike_level":556.25,"close_vs_level_pct":-2.38,"run_max_vs_level_pct":1.6},{"session_date":"2024-08-02","spy_close":532.9,"spy_high":536.99,"strike_level":556.25,"close_vs_level_pct":-4.2,"run_max_vs_level_pct":1.6},{"session_date":"2024-08-05","spy_close":517.38,"spy_high":523.58,"strike_level":556.25,"close_vs_level_pct":-6.99,"run_max_vs_level_pct":1.6},{"session_date":"2024-08-06","spy_close":522.15,"spy_high":529.75,"strike_level":556.25,"close_vs_level_pct":-6.13,"run_max_vs_level_pct":1.6},{"session_date":"2024-08-07","spy_close":518.66,"spy_high":531.59,"strike_level":556.25,"close_vs_level_pct":-6.76,"run_max_vs_level_pct":1.6},{"session_date":"2024-08-08","spy_close":530.65,"spy_high":531.29,"strike_level":556.25,"close_vs_level_pct":-4.6,"run_max_vs_level_pct":1.6}],"shape":"series","sql":"WITH\n    bars AS (\n        SELECT\n            date,\n            any(toFloat64(close)) AS c,\n            max(toFloat64(high))  AS h\n        FROM global_markets.stocks_daily_aggs\n        WHERE ticker = 'SPY'\n          AND date BETWEEN '2024-07-01' AND '2024-08-08'\n        GROUP BY date\n    ),\n    anchor AS (\n        SELECT argMin(c, date) * 1.02 AS lvl\n        FROM bars\n    )\nSELECT\n    toString(b.date)                  AS session_date,\n    round(b.c, 2)                     AS spy_close,\n    round(b.h, 2)                     AS spy_high,\n    round(a.lvl, 2)                   AS strike_level,\n    round(100 * (b.c / a.lvl - 1), 2) AS close_vs_level_pct,\n    round(100 * (max(b.h) OVER (ORDER BY b.date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) / a.lvl - 1), 2) AS run_max_vs_level_pct\nFROM bars AS b\nCROSS JOIN anchor AS a\nORDER BY b.date","computed_at":"2026-08-07T16:05:46.292263+00:00","elapsed":0.002761051}