STRASMORE/EXPLORE 2,170 QUERIES

Percent of regular hours volume printed in the 4:00 p.m. minute, 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 2026-08-22, from Quadruple Witching vs Triple Witching.

as of ranking 6×3read in context →
Percent of regular hours volume printed in the 4:00 p.m. minute, six large listings — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
symbolexpiry_close_pctordinary_close_pct
AAPL3.42.05
NVDA1.552.12
MSFT1.430.47
KO1.240.48
JNJ0.790.4
XOM00.26
Rows × columns
6 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Percent of regular hours volume printed in the 4:00 p.m. minute, six large listings, derived from the stored result.
ColumnTypeRangeNotes
symbol text 6 distinct values (AAPL, JNJ, KO…)
expiry_close_pct number 0 to 3.4 percent
ordinary_close_pct number 0.26 to 2.12 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.

the exact SQL behind every number 
WITH bars AS
(
    SELECT
        ticker,
        toDate(toTimeZone(window_start, 'America/New_York')) AS session,
        (toHour(toTimeZone(window_start, 'America/New_York')) * 60
         + toMinute(toTimeZone(window_start, 'America/New_York'))) AS et_minute,
        toFloat64(volume) AS vol
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'KO', 'JNJ', 'XOM')
      AND window_start >= '2026-03-20 00:00:00'
      AND window_start <  '2026-03-28 00:00:00'
      AND toDate(toTimeZone(window_start, 'America/New_York')) IN ('2026-03-20', '2026-03-27')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) <= 960
)
SELECT
    ticker AS symbol,
    round(100 * sumIf(vol, session = '2026-03-20' AND et_minute = 960)
              / sumIf(vol, session = '2026-03-20'), 2) AS expiry_close_pct,
    round(100 * sumIf(vol, session = '2026-03-27' AND et_minute = 960)
              / sumIf(vol, session = '2026-03-27'), 2) AS ordinary_close_pct
FROM bars
GROUP BY symbol
HAVING sumIf(vol, session = '2026-03-20') > 0
   AND sumIf(vol, session = '2026-03-27') > 0
ORDER BY expiry_close_pct DESC

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