How close Friday closes land to a whole-dollar strike: seven names, 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.
| distance_band | closes_count | share_pct |
|---|---|---|
| under 1 cent | 35 | 2.82 |
| 1 to 5 cents | 112 | 9.04 |
| 5 to 10 cents | 117 | 9.44 |
| 10 to 25 cents | 347 | 28.01 |
| 25 to 50 cents | 628 | 50.69 |
- Rows × columns
- 5 × 3
- 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 |
|---|---|---|---|
distance_band |
text | 5 distinct values | |
closes_count |
number | 35 to 628 | count |
share_pct |
number | 2.82 to 50.69 | 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 friday_bars AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS session,
window_start,
toFloat64(close) AS px
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'JNJ', 'CVX', 'KO')
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_closes AS (
SELECT ticker,
session,
argMax(px, window_start) AS close_px,
count() AS session_bars
FROM friday_bars
GROUP BY ticker, session
HAVING session_bars > 300
),
distances AS (
SELECT abs(close_px - round(close_px)) * 100 AS cents_from_strike
FROM friday_closes
)
SELECT multiIf(cents_from_strike < 1, 'under 1 cent',
cents_from_strike < 5, '1 to 5 cents',
cents_from_strike < 10, '5 to 10 cents',
cents_from_strike < 25, '10 to 25 cents',
'25 to 50 cents') AS distance_band,
count() AS closes_count,
round(100 * count() / sum(count()) OVER (), 2) AS share_pct
FROM distances
GROUP BY distance_band
ORDER BY min(cents_from_strike)