Percent of regular hours volume in the closing auction print, six large listings
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 2026-10-04, from Quadruple Witching vs Triple Witching.
| symbol | expiry_close_pct | ordinary_close_pct |
|---|---|---|
| KO | 55.05 | 24.55 |
| JNJ | 44.17 | 19 |
| AAPL | 41.94 | 17.77 |
| XOM | 39.39 | 9.97 |
| MSFT | 25.88 | 13.32 |
| NVDA | 15.37 | 8.83 |
- 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 |
|---|---|---|---|
symbol |
text | 6 distinct values (AAPL, JNJ, KO…) | |
expiry_close_pct |
number | 15.37 to 55.05 | percent |
ordinary_close_pct |
number | 8.83 to 24.55 | 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 trades AS
(
SELECT
ticker,
toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session,
toTimeZone(sip_timestamp, 'America/New_York') AS et,
toFloat64(size) AS shares,
has(conditions, 8) AS is_closing_print
FROM global_markets.stocks_trades
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'KO', 'JNJ', 'XOM')
AND ((sip_timestamp >= '2026-03-20 00:00:00' AND sip_timestamp < '2026-03-21 00:00:00')
OR (sip_timestamp >= '2026-03-27 00:00:00' AND sip_timestamp < '2026-03-28 00:00:00'))
AND NOT hasAny(conditions, [15, 16, 38])
),
regular AS
(
SELECT ticker, session, shares, is_closing_print
FROM trades
WHERE is_closing_print
OR (toHour(et) * 60 + toMinute(et)) BETWEEN 570 AND 959
)
SELECT
ticker AS symbol,
round(100 * sumIf(shares, session = '2026-03-20' AND is_closing_print)
/ sumIf(shares, session = '2026-03-20'), 2) AS expiry_close_pct,
round(100 * sumIf(shares, session = '2026-03-27' AND is_closing_print)
/ sumIf(shares, session = '2026-03-27'), 2) AS ordinary_close_pct
FROM regular
GROUP BY symbol
HAVING sumIf(shares, session = '2026-03-20') > 0
AND sumIf(shares, session = '2026-03-27') > 0
ORDER BY expiry_close_pct DESC
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