SPY daily closes from the VIX record close (March 16, 2020) through March 27

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 2026-09-16, from What Is a High VIX? Levels and Extremes.

Rows × columns

10 × 4

Period covered

2020-03-16 to 2020-03-27

Computed

2026-09-16

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

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 2026-09-16, and the query below is what returned them.

SELECT
    toString(d)                                   AS session_date,
    formatDateTime(d, '%b %e')                    AS date_label,
    round(c, 2)                                   AS spy_close,
    round((c / prev_c - 1) * 100, 2)              AS day_change_pct
FROM
(
    SELECT
        d,
        c,
        lagInFrame(c, 1) OVER (ORDER BY d ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_c
    FROM
    (
        SELECT
            date                    AS d,
            toFloat64(any(close))   AS c
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date >= '2020-03-13'
          AND date <= '2020-03-27'
        GROUP BY d
    )
)
WHERE d >= '2020-03-16'
ORDER BY d