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SPY's six biggest overnight gaps of H1 2026: and the same day's open-to-close move

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 2026-07-26, from Why Do Stocks Gap Up or Down Overnight?.

as of series 6×3read in context →
SPY's six biggest overnight gaps of H1 2026: and the same day's open-to-close move — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
sessionovernight_gap_pctrest_of_day_pct
April 8, 20262.6-0.08
March 3, 2026-1.650.77
March 23, 20261.47-0.41
January 20, 2026-1.46-0.57
June 23, 2026-1.42-0.02
June 15, 20261.380.37
Rows × columns
6 × 3
Period covered
to
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 SPY's six biggest overnight gaps of H1 2026: and the same day's open-to-close move, derived from the stored result.
ColumnTypeRangeNotes
session date April 8, 2 to March 3, 2
overnight_gap_pct number -1.65 to 2.6 percent
rest_of_day_pct number -0.57 to 0.77 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 
SELECT concat(monthName(day), ' ', toString(toDayOfMonth(day)), ', ', toString(toYear(day))) AS session,
       round(100 * (rth_open - prior_close) / prior_close, 2) AS overnight_gap_pct,
       round(100 * (rth_close - rth_open) / rth_open, 2) AS rest_of_day_pct
FROM (SELECT day, rth_open, rth_close, lagInFrame(rth_close) OVER (ORDER BY day) AS prior_close
    FROM (
        SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS day,
               argMinIf(toFloat64(open), window_start, rth) AS rth_open,
               argMaxIf(toFloat64(close), window_start, rth) AS rth_close
        FROM (
            SELECT window_start, open, close,
                   toTimeZone(window_start, 'America/New_York') >= toDateTime(concat(toString(toDate(toTimeZone(window_start, 'America/New_York'))), ' 09:30:00'), 'America/New_York')
                   AND toTimeZone(window_start, 'America/New_York') < toDateTime(concat(toString(toDate(toTimeZone(window_start, 'America/New_York'))), ' 16:00:00'), 'America/New_York') AS rth
            FROM global_markets.delayed_stocks_minute_aggs
            WHERE ticker = 'SPY'
              AND window_start >= '2025-12-29 04:00:00'
              AND window_start < '2026-07-01 08:00:00'
        )
        GROUP BY day
    ))
WHERE day >= '2026-01-01' AND prior_close > 0 AND isFinite(prior_close)
ORDER BY abs(overnight_gap_pct) DESC, day
LIMIT 6

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