STRASMORE/EXPLORE 2,170 QUERIES

MU into July 7, 2026: prior regular-session close, opening print, overnight gap

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 2026-08-08, from Why Are Spreads Wider at the Open? Real Data.

as of scalar 1×3read in context →
prior close
984.31
jul7 open
923.01
overnight gap pct
-6.2
Rows × columns
1 × 3
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 MU into July 7, 2026: prior regular-session close, opening print, overnight gap, derived from the stored result.
ColumnTypeRangeNotes
prior_close number every row is 984.31 US dollars
jul7_open number every row is 923.01 US dollars
overnight_gap_pct number every row is -6.2 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 prev AS (
    SELECT argMax(toFloat64(close), window_start) AS prev_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'MU'
      AND window_start >= '2026-07-06 13:30:00'
      AND window_start < '2026-07-06 20:00:00'
),
day AS (
    SELECT argMin(toFloat64(open), window_start) AS day_open
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'MU'
      AND window_start >= '2026-07-07 13:30:00'
      AND window_start < '2026-07-07 20:00:00'
)
SELECT round((SELECT prev_close FROM prev), 2) AS prior_close,
       round((SELECT day_open FROM day), 2) AS jul7_open,
       round(((SELECT day_open FROM day) - (SELECT prev_close FROM prev)) / (SELECT prev_close FROM prev) * 100, 1) AS overnight_gap_pct

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More from this analysisWhy Are Spreads Wider at the Open? Real Data
Window guard: the UTC session filter maps to a 9:30 a.m. ET start on both ends of the rolling window scalar 1×2 → Share of quote updates at the one-cent minimum spread, by half hour (regular hours, ET) series 13×4 → Median spread each half hour, as a multiple of each name's tightest bucket (regular hours, ET) series 13×4 → MU: median quoted spread by half hour on July 7, 2026 (ET, regular hours) series 13×5 → Median quoted spread by phase of the trading day, in basis points (ET clock) ranking 5×4 → Session by session: how often, and by how much, the open ran wider than midday table 3×6 → See all 2,170 queries →