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Large single-session SPY declines by calendar yearranking · 2026-10-09 · 11×3Preview: 11 ranked values, largest first.
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Every $5 call spread on the same AAPL expiration: risk against maximum gainranking · 2026-10-04 · 7×3Preview: 7 ranked values, largest first. Largest single-session move, open to close, since 2016ranking · 2026-10-04 · 6×4Preview: 6 ranked values, largest first. What a covered call collects across strikes: AAPL, about one month outtable · 2026-10-04 · 6×5 Cash needed to hold 100 shares, six household namesranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first.
Large single-session SPY declines by calendar year

Large single-session SPY declines by calendar year

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Large single-session SPY declines by calendar year — 11 rows by 3 columns, computed from US exchange, SIP and OPRA data.
yearsessions_down_2pctworst_day_pct
202024-10.94
202223-4.35
201814-4.18
20258-5.85
20216-2.44
20165-3.64
20195-3.01
20244-2.98
20262-2.58
20231-2.01
20170-1.77
the exact SQL behind every number
SELECT
    toYear(session_date)   AS year,
    countIf(ret_pct <= -2) AS sessions_down_2pct,
    round(min(ret_pct), 2) AS worst_day_pct
FROM
(
    SELECT
        session_date,
        c,
        lagInFrame(c) OVER (ORDER BY session_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_c,
        if(prev_c > 0, round(100 * (c / prev_c - 1), 2), NULL)                                  AS ret_pct
    FROM
    (
        SELECT
            date                   AS session_date,
            toFloat64(max(close))  AS c
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date >= '2016-01-01'
          AND date < today()
        GROUP BY date
    )
)
WHERE ret_pct IS NOT NULL
GROUP BY year
ORDER BY sessions_down_2pct DESC, year ASC
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