Share of volume printed outside 9:30 to 4:00 ET, seven household names (trailing month)

Name: Share of volume printed outside 9:30 to 4:00 ET, seven household names (trailing month)
Creator: Strasmore
Published: 2026-09-14
License: https://www.strasmore.com/terms/

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 2026-09-14, from US Stocks 23/5 Trading: The December 2026 Plan.

as of 2026-09-14 ranking 7×4read in context →

Share of volume printed outside 9:30 to 4:00 ET, seven household names (trailing month) — 7 rows by 4 columns, computed 2026-09-14 from US exchange, SIP and OPRA data.
ticker	premarket_pct	after_hours_pct	outside_regular_pct
SPY	2.89	12.37	15.26
NVDA	3.8	7.86	11.65
MSFT	4.81	4.84	9.65
AAPL	2.74	4.48	7.22
KO	0.72	5.64	6.36
AMZN	2.48	3.21	5.7
TSLA	2.75	2.06	4.81

Rows × columns: 7 × 4
Computed: 2026-09-14
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 Share of volume printed outside 9:30 to 4:00 ET, seven household names (trailing month), derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	7 distinct values (AAPL, AMZN, KO…)
`premarket_pct`	number	0.72 to 4.81	percent
`after_hours_pct`	number	2.06 to 12.37	percent
`outside_regular_pct`	number	4.81 to 15.26	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 2026-09-14, and the query below is what returned them.

the exact SQL behind every number

SELECT
    ticker,
    round(100 * toFloat64(sumIf(volume, minute_of_day < 570)) / toFloat64(sum(volume)), 2)  AS premarket_pct,
    round(100 * toFloat64(sumIf(volume, minute_of_day >= 960)) / toFloat64(sum(volume)), 2) AS after_hours_pct,
    round(100 * toFloat64(sumIf(volume, minute_of_day < 570 OR minute_of_day >= 960))
              / toFloat64(sum(volume)), 2)                                                 AS outside_regular_pct
FROM
(
    SELECT
        ticker,
        volume,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
          + toMinute(toTimeZone(window_start, 'America/New_York')) AS minute_of_day
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'AMZN', 'KO')
      AND window_start >= today() - 30
      AND window_start <  today() - 2
)
GROUP BY ticker
HAVING sum(volume) > 0
ORDER BY outside_regular_pct DESC

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More from this analysisUS Stocks 23/5 Trading: The December 2026 Plan

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