STRASMORE/EXPLORE 2,469 QUERIES

How often each stock opened below the prior close

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 2026-08-08, from Stop Order vs Stop-Limit Order: How Each Fills.

as of ranking 5×3read in context →
How often each stock opened below the prior close — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
symbolopened_1pct_lower_pctopened_3pct_lower_pct
NVDA22.13.4
AAPL10.41.1
MSFT10.21
SPY6.10.2
KO2.30.2
Rows × columns
5 × 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 How often each stock opened below the prior close, derived from the stored result.
ColumnTypeRangeNotes
symbol text 5 distinct values (AAPL, KO, MSFT…)
opened_1pct_lower_pct number 2.3 to 22.1 percent
opened_3pct_lower_pct number 0.2 to 3.4 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 sessions AS
(
    SELECT
        ticker,
        date,
        toFloat64(open)  AS open_px,
        toFloat64(close) AS close_px,
        row_number() OVER (PARTITION BY ticker ORDER BY date)     AS session_n,
        row_number() OVER (PARTITION BY ticker ORDER BY date) + 1 AS next_session_n
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
      AND date >= '2021-08-01'
      AND date <  '2026-08-01'
)
SELECT
    cur.ticker                                                              AS symbol,
    round(100 * countIf(cur.open_px <= prior.close_px * 0.99) / count(), 1) AS opened_1pct_lower_pct,
    round(100 * countIf(cur.open_px <= prior.close_px * 0.97) / count(), 1) AS opened_3pct_lower_pct
FROM sessions AS cur
INNER JOIN sessions AS prior
    ON cur.ticker = prior.ticker
   AND cur.session_n = prior.next_session_n
WHERE (cur.ticker, cur.date) NOT IN
(
    SELECT ticker, execution_date
    FROM global_markets.stocks_splits
)
GROUP BY symbol
ORDER BY opened_1pct_lower_pct DESC
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