STRASMORE/EXPLORE 2,170 QUERIES

Sessions from listing to the first close below the first print: SPCX vs four recent IPOs

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 2026-08-20, from SPCX: SpaceX Stock Price Decline From Peak.

as of table 5×11read in context →
Sessions from listing to the first close below the first print: SPCX vs four recent IPOs — 5 rows by 11 columns, computed from US exchange, SIP and OPRA data.
tickerlistedissue_pricefirst_rth_openopen_vs_issue_pctopen_vs_issue_pct_abssessions_in_windowcloses_below_first_printfirst_breakbreak_labelbreak_session_n
CRWV2025-03-284039-2.52.51732Mar 31, 20252
KLAR2025-09-104052303018181Sep 10, 20251
MDLN2025-12-17293520.720.7160never in windownever in window0
CBRS2026-05-1418535089.289.217171May 14, 20261
SPCX2026-06-1213515011.111.116116Jul 7, 202616
Rows × columns
5 × 11
Period covered
to
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 Sessions from listing to the first close below the first print: SPCX vs four recent IPOs, derived from the stored result.
ColumnTypeRangeNotes
ticker text 5 distinct values (CBRS, CRWV, KLAR…)
listed date 2025-03-28 to 2026-06-12
issue_price number 29 to 185 US dollars
first_rth_open number 35 to 350 US dollars
open_vs_issue_pct number -2.5 to 89.2 percent
open_vs_issue_pct_abs number 2.5 to 89.2 percent
sessions_in_window number 16 to 18
closes_below_first_print number 0 to 18
first_break text 4 distinct values (1, 16, 2…)
break_label text 5 distinct values (Jul 7, 2026, Mar 31, 2025, May 14, 2026…)
break_session_n number 0 to 16 count

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 daily AS (
    SELECT ticker,
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
        argMin(toFloat64(open), window_start) AS rth_open,
        argMax(toFloat64(close), window_start) AS rth_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ((ticker = 'CRWV' AND window_start >= '2025-03-28 00:00:00' AND window_start < '2025-04-23 00:00:00')
        OR (ticker = 'KLAR' AND window_start >= '2025-09-10 00:00:00' AND window_start < '2025-10-06 00:00:00')
        OR (ticker = 'MDLN' AND window_start >= '2025-12-17 00:00:00' AND window_start < '2026-01-12 00:00:00')
        OR (ticker = 'CBRS' AND window_start >= '2026-05-14 00:00:00' AND window_start < '2026-06-09 00:00:00')
        OR (ticker = 'SPCX' AND window_start >= '2026-06-12 00:00:00' AND window_start < '2026-07-08 00:00:00'))
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY ticker, session_date
),
w AS (
    SELECT ticker, session_date, rth_close,
        row_number() OVER (PARTITION BY ticker ORDER BY session_date) AS rn,
        first_value(rth_open) OVER (PARTITION BY ticker ORDER BY session_date) AS d1_open
    FROM daily
),
agg AS (
    SELECT ticker,
        min(session_date) AS first_session,
        any(d1_open) AS day1_open,
        count() AS sessions_in_window,
        countIf(rth_close < d1_open) AS closes_below,
        minIf(toInt32(rn), rth_close < d1_open) AS break_rn,
        minIf(session_date, rth_close < d1_open) AS break_d
    FROM w GROUP BY ticker
)
SELECT a.ticker AS ticker,
    toString(a.first_session) AS listed,
    round(l.issue_px, 2) AS issue_price,
    round(a.day1_open, 2) AS first_rth_open,
    round((a.day1_open / l.issue_px - 1) * 100, 1) AS open_vs_issue_pct,
    round(abs((a.day1_open / l.issue_px - 1) * 100), 1) AS open_vs_issue_pct_abs,
    a.sessions_in_window AS sessions_in_window,
    a.closes_below AS closes_below_first_print,
    if(a.closes_below > 0, toString(a.break_rn), 'never in window') AS first_break,
    if(a.closes_below > 0, formatDateTime(a.break_d, '%b %e, %Y'), 'never in window') AS break_label,
    a.break_rn AS break_session_n
FROM agg a
INNER JOIN (
    SELECT ticker, min(listing_date) AS ld, argMin(toFloat64(final_issue_price), listing_date) AS issue_px
    FROM global_markets.stocks_ipos
    WHERE ticker IN ('SPCX', 'CBRS', 'MDLN', 'CRWV', 'KLAR') AND listing_date >= '2025-01-01' AND ipo_status = 'history'
    GROUP BY ticker
) l ON a.ticker = l.ticker
ORDER BY a.first_session

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisSPCX: SpaceX Stock Price Decline From Peak
Latest session on file: the busiest SPCX option contracts by volume table 10×5 Regular-hours session scoreboard: open, close, low, high, volume for every SPCX session since listing series 47×7 Stock quote spread and depth by session: the four weeks from listing and the trailing three series 33×5 SPY vs SPCX open-to-close, regular hours, trailing three weeks series 15×4 Put/call volume ratio by session, trailing three weeks series 15×5 Latest complete session, half-hour path: closes, lows, and volume series 7×4 See all 2,170 queries →