STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

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Held vs Not-Held Orders: Broker Discretion
Distance from AAPL's daily VWAP to that morning's opening printseries · 2026-08-12 · 9×2Preview: a 9-point series, ending higher. Average gap between the daily VWAP and the open, June 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, largest first. Share of AAPL prints and volume by trade size, June 17 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread by half hour, AAPL and KO, June 17 2026series · 2026-08-12 · 15×3Preview: a 15-point series, ending higher.
Distance from AAPL's daily VWAP to that morning's opening print

Distance from AAPL's daily VWAP to that morning's opening print

most recentas of series 9×2read in context →
Distance from AAPL's daily VWAP to that morning's opening print — 9 rows by 2 columns, computed from US exchange, SIP and OPRA data.
session_datevwap_minus_open_bps
2026-06-1564.3
2026-06-16111.2
2026-06-17-124.4
2026-06-18-1.5
2026-06-2245.9
2026-06-23-22.3
2026-06-24-16.9
2026-06-25-346.3
2026-06-26266.3
the exact SQL behind every number 
SELECT
    toString(date)                                                AS session_date,
    round(10000 * (toFloat64(max(vwap)) - toFloat64(max(open)))
          / toFloat64(max(open)), 1)                              AS vwap_minus_open_bps
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
  AND date >= '2026-06-15'
  AND date <= '2026-06-26'
  AND open > 0
  AND vwap > 0
GROUP BY date
ORDER BY date
More from this analysisHeld vs Not-Held Orders: Broker Discretion
Average quoted spread by half hour, AAPL and KO, June 17 2026 series 15×3 → Average gap between the daily VWAP and the open, June 2026 ranking 6×3 → Share of AAPL prints and volume by trade size, June 17 2026 ranking 5×3 → Share of SPY's regular-session volume by five-minute ET bucket series 79×2 → See all 2,170 queries →
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