STRASMORE/EXPLORE 2,170 QUERIES

Absolute move over the final 30 minutes of Friday sessions, 2023 to July 2026

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 2026-08-04, from What Happens If an Option Expires In the Money.

as of ranking 8×4read in context →
Absolute move over the final 30 minutes of Friday sessions, 2023 to July 2026 — 8 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickerfridays_countmedian_last30_move_pctp90_last30_move_pct
NVDA1770.2720.804
CVX1770.1740.559
AAPL1770.1740.531
MSFT1770.160.532
T1770.1550.46
JNJ1770.1340.38
KO1770.1180.362
SPY1770.0710.261
Rows × columns
8 × 4
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 Absolute move over the final 30 minutes of Friday sessions, 2023 to July 2026, derived from the stored result.
ColumnTypeRangeNotes
ticker text 8 distinct values (AAPL, CVX, JNJ…)
fridays_count number every row is 177 count
median_last30_move_pct number 0.071 to 0.272 percent
p90_last30_move_pct number 0.261 to 0.804 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 friday_bars AS (
    SELECT ticker,
           toDate(toTimeZone(window_start, 'America/New_York')) AS session,
           toHour(toTimeZone(window_start, 'America/New_York')) * 60
             + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,
           window_start,
           toFloat64(close) AS px
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'JNJ', 'CVX', 'KO', 'T')
      AND toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2023-01-02')
      AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-07-31')
      AND toDayOfWeek(toDate(toTimeZone(window_start, 'America/New_York'))) = 5
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
),
friday_sessions AS (
    SELECT ticker,
           session,
           argMaxIf(px, window_start, et_minute <= 930) AS px_330,
           argMaxIf(px, window_start, et_minute > 930) AS px_close,
           countIf(et_minute <= 930) AS early_bars,
           countIf(et_minute > 930) AS late_bars
    FROM friday_bars
    GROUP BY ticker, session
    HAVING early_bars > 100 AND late_bars > 10 AND px_330 > 0
)
SELECT ticker,
       count() AS fridays_count,
       round(quantileDeterministic(0.5)(abs(px_close / px_330 - 1) * 100,
                                        cityHash64(toString(session))), 3) AS median_last30_move_pct,
       round(quantileDeterministic(0.9)(abs(px_close / px_330 - 1) * 100,
                                        cityHash64(toString(session))), 3) AS p90_last30_move_pct
FROM friday_sessions
GROUP BY ticker
ORDER BY median_last30_move_pct DESC

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