NVDA's largest gap-down opens and the 30 minutes that followed
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.
| session_date | open_vs_prior_close_pct | first_30m_low_vs_open_pct |
|---|---|---|
| 2022-02-24 | -6.13 | -0.59 |
| 2022-08-08 | -7.83 | -0.82 |
| 2022-09-01 | -5.86 | -2.46 |
| 2024-08-05 | -14.18 | -1.49 |
| 2025-01-27 | -12.49 | -0.93 |
| 2025-04-03 | -6.26 | -0.24 |
| 2025-04-07 | -7.26 | -0.96 |
| 2025-04-16 | -6.82 | -0.19 |
- Rows × columns
- 8 × 3
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2022-02-24 to 2025-04-16 | |
open_vs_prior_close_pct |
number | -14.18 to -5.86 | percent |
first_30m_low_vs_open_pct |
number | -2.46 to -0.19 | 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
date,
toFloat64(open) AS open_px,
toFloat64(close) AS close_px,
row_number() OVER (ORDER BY date) AS session_n,
row_number() OVER (ORDER BY date) + 1 AS next_session_n
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'NVDA'
AND date >= '2021-08-01'
AND date < '2026-08-01'
),
gap_days AS
(
SELECT
cur.date AS d,
round(100 * (cur.open_px / prior.close_px - 1), 2) AS gap_pct
FROM sessions AS cur
INNER JOIN sessions AS prior ON cur.session_n = prior.next_session_n
WHERE cur.date NOT IN
(
SELECT execution_date
FROM global_markets.stocks_splits
WHERE ticker = 'NVDA'
)
ORDER BY gap_pct ASC
LIMIT 8
),
opening_30m AS
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
argMin(toFloat64(open), window_start) AS first_print,
min(toFloat64(low)) AS low_30m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= '2021-08-01'
AND window_start < '2026-08-01'
AND toDate(toTimeZone(window_start, 'America/New_York')) IN (SELECT d FROM gap_days)
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'))) < 600
GROUP BY d
)
SELECT
toString(g.d) AS session_date,
g.gap_pct AS open_vs_prior_close_pct,
round(100 * (o.low_30m / o.first_print - 1), 2) AS first_30m_low_vs_open_pct
FROM gap_days AS g
INNER JOIN opening_30m AS o ON o.d = g.d
ORDER BY g.d
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