single_day_drops
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 2026-10-08, from us-stock-margin-for-taiwan-investors.
| label | drop_pct |
|---|---|
| 2020-03-16 | 14.74 |
| 2009-01-22 | 11.71 |
| 2013-07-19 | 11.4 |
| 2006-04-28 | 11.38 |
| 2026-01-29 | 9.99 |
| 2020-03-12 | 9.48 |
| 2015-01-27 | 9.25 |
| 2008-09-29 | 8.72 |
| 2004-11-15 | 8.61 |
| 2009-07-24 | 8.26 |
- Rows × columns
- 10 × 2
- 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 |
|---|---|---|---|
label |
date | 2004-11-15 to 2026-01-29 | |
drop_pct |
number | 8.26 to 14.74 | 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
daily AS
(
SELECT
date AS d,
toFloat64(max(close)) AS px
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'MSFT'
AND date >= '2003-03-01'
GROUP BY d
),
chg AS
(
SELECT
d,
px,
lagInFrame(px) OVER (ORDER BY d ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_px
FROM daily
)
SELECT
formatDateTime(d, '%Y-%m-%d') AS label,
round((1. - px / prev_px) * 100, 2) AS drop_pct
FROM chg
WHERE prev_px > 0
AND px < prev_px
ORDER BY drop_pct DESC
LIMIT 10
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.