AAPL's ten deepest overnight gaps down since October 2016, and where the session low went

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.

SELECT
    toString(session_date)                    AS date,
    formatDateTime(session_date, '%b %e, %Y') AS gap_date_label,
    round(abs(overnight_move_pct), 2)         AS gap_down_pct,
    round(abs(low_vs_prev_close_pct), 2)      AS session_low_below_prev_close_pct
FROM
(
    SELECT
        session_date,
        round((toFloat64(open) / toFloat64(prev_close) - 1) * 100, 3) AS overnight_move_pct,
        round((toFloat64(low) / toFloat64(prev_close) - 1) * 100, 3)  AS low_vs_prev_close_pct
    FROM
    (
        SELECT
            session_date,
            open,
            low,
            any(close) OVER (ORDER BY session_date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_close
        FROM
        (
            SELECT
                date       AS session_date,
                any(open)  AS open,
                any(low)   AS low,
                any(close) AS close
            FROM global_markets.stocks_daily_aggs
            WHERE ticker = 'AAPL'
              AND date >= '2016-10-01'
              AND date <= '2026-09-30'
              AND date NOT IN (SELECT execution_date FROM global_markets.stocks_splits WHERE ticker = 'AAPL')
            GROUP BY date
        )
    )
    WHERE prev_close > 0
    ORDER BY overnight_move_pct ASC
    LIMIT 10
)
ORDER BY session_date