STRASMORE/EXPLORE 2,173 QUERIES

Sessions that gapped through a 2% stop, and whether the limit price traded

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 →
Sessions that gapped through a 2% stop, and whether the limit price traded — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
symbolgapped_through_sessionsreached_limit_intraday_pct
KO2100
SPY4100
AAPL1485.7
NVDA4571.1
MSFT1266.7
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 Sessions that gapped through a 2% stop, and whether the limit price traded, derived from the stored result.
ColumnTypeRangeNotes
symbol text 5 distinct values (AAPL, KO, MSFT…)
gapped_through_sessions number 2 to 45
reached_limit_intraday_pct number 66.7 to 100 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 sessions AS
(
    SELECT
        ticker,
        date,
        toFloat64(open)  AS open_px,
        toFloat64(high)  AS high_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,
    count()                                                                   AS gapped_through_sessions,
    round(100 * countIf(cur.high_px >= prior.close_px * 0.9702) / count(), 1) AS reached_limit_intraday_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.open_px < prior.close_px * 0.9702
  AND (cur.ticker, cur.date) NOT IN
  (
      SELECT ticker, execution_date
      FROM global_markets.stocks_splits
  )
GROUP BY symbol
ORDER BY reached_limit_intraday_pct DESC

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 analysisStop Order vs Stop-Limit Order: How Each Fills
How often each stock opened below the prior close ranking 5×3 Average one-minute high-low range by time of day series 13×3 NVDA's largest gap-down opens and the 30 minutes that followed series 8×3 AAPL's ten largest overnight gaps down, Jan 2023 to Jun 2026 ranking 10×2 Opening and closing windows as a share of regular-session volume ranking 8×3 Share of SPY sessions reaching a given distance from the open (Aug 2023 to Jul 2026) ranking 6×3 See all 2,173 queries →