SPY, 3:00 p.m. to the close on the August 21, 2026 expiration
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 2026-09-27, from When a Spread Expires Between the Strikes.
| et_time | spy_price | strike_line |
|---|---|---|
| 15:00 | 766.03 | 766 |
| 15:05 | 766.1 | 766 |
| 15:10 | 766.04 | 766 |
| 15:15 | 765.97 | 766 |
| 15:20 | 766.2 | 766 |
| 15:25 | 766.05 | 766 |
| 15:30 | 766.08 | 766 |
| 15:35 | 766.28 | 766 |
| 15:40 | 766.47 | 766 |
| 15:45 | 766.67 | 766 |
| 15:50 | 765.9 | 766 |
| 15:55 | 765.69 | 766 |
- Rows × columns
- 12 × 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 |
|---|---|---|---|
et_time |
text | 12 distinct values (15:00, 15:05, 15:10…) | |
spy_price |
number | 765.69 to 766.67 | US dollars |
strike_line |
number | every row is 766 | 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
toStartOfFiveMinute(toTimeZone(window_start, 'America/New_York')) AS et_bucket,
argMax(toFloat64(close), window_start) AS px
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= '2026-08-21 19:00:00'
AND window_start < '2026-08-21 20:00:00'
GROUP BY et_bucket
),
anchor AS (
SELECT floor(argMin(toFloat64(close), window_start)) AS strike_line
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= '2026-08-21 19:00:00'
AND window_start < '2026-08-21 19:05:00'
)
SELECT
formatDateTime(b.et_bucket, '%H:%i') AS et_time,
round(b.px, 2) AS spy_price,
a.strike_line AS strike_line
FROM bars AS b
CROSS JOIN anchor AS a
ORDER BY et_time
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