lull_vs_open
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 2026-09-24, from us-stock-market-hours-thai-time.
| ticker | open_hour_pct | midday_hour_pct | close_hour_pct | open_minus_midday_pp |
|---|---|---|---|---|
| NVDA | 28.5 | 10.3 | 18.7 | 18.2 |
| MSFT | 27.9 | 9.7 | 21.1 | 18.1 |
| AAPL | 26.4 | 10.1 | 21.7 | 16.4 |
| KO | 24.5 | 8.6 | 26.7 | 15.9 |
| SPY | 20 | 9.3 | 30 | 10.7 |
- Rows × columns
- 5 × 5
- 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 |
|---|---|---|---|
ticker |
text | 5 distinct values (AAPL, KO, MSFT…) | |
open_hour_pct |
number | 20 to 28.5 | percent |
midday_hour_pct |
number | 8.6 to 10.3 | percent |
close_hour_pct |
number | 18.7 to 30 | percent |
open_minus_midday_pp |
number | 10.7 to 18.2 | US dollars |
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 bars AS
(
SELECT
ticker,
(toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) AS et_minute,
volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND window_start >= today() - 100
AND window_start < today() - 2
)
SELECT
ticker,
round(100 * sumIf(volume, et_minute >= 570 AND et_minute < 630)
/ sumIf(volume, et_minute >= 570 AND et_minute < 960), 1) AS open_hour_pct,
round(100 * sumIf(volume, et_minute >= 750 AND et_minute < 810)
/ sumIf(volume, et_minute >= 570 AND et_minute < 960), 1) AS midday_hour_pct,
round(100 * sumIf(volume, et_minute >= 900 AND et_minute < 960)
/ sumIf(volume, et_minute >= 570 AND et_minute < 960), 1) AS close_hour_pct,
round(100 * (sumIf(volume, et_minute >= 570 AND et_minute < 630)
- sumIf(volume, et_minute >= 750 AND et_minute < 810))
/ sumIf(volume, et_minute >= 570 AND et_minute < 960), 1) AS open_minus_midday_pp
FROM bars
GROUP BY ticker
ORDER BY open_hour_pct DESC
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