Overnight gap between one close and the next open, year to Sep 2026

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 sessions AS
(
    SELECT
        ticker,
        date,
        toFloat64(any(open))  AS open_px,
        toFloat64(any(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO', 'PG')
      AND date >= '2025-10-01'
      AND date <  '2026-10-01'
    GROUP BY ticker, date
),
gaps AS
(
    SELECT
        ticker,
        abs(open_px / prev_close - 1) * 100 AS gap_pct
    FROM
    (
        SELECT
            ticker,
            open_px,
            lagInFrame(close_px) OVER (
                PARTITION BY ticker
                ORDER BY date ASC
                ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_close
        FROM sessions
    )
    WHERE prev_close > 0
)
SELECT
    ticker                 AS symbol,
    round(avg(gap_pct), 2) AS avg_gap_pct,
    round(max(gap_pct), 2) AS worst_gap_pct,
    countIf(gap_pct >= 1)  AS gap_over_1pct_count
FROM gaps
GROUP BY ticker
ORDER BY avg_gap_pct DESC