STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

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Futures Price Limits and Price Banding
Typical and tail one-minute moves in the S&P 500 ETF, by half hour of the sessionseries · 2026-10-09 · 13×3Preview: a 13-point series, ending lower. Between-session gaps on four equity index ETFs, 2015 to datetable · 2026-10-09 · 4×5 Share of S&P 500 ETF sessions opening 1% or 2% from the prior close, by yeartable · 2026-10-09 · 12×5 S&P 500 ETF path on August 5, 2024, measured against the prior closeseries · 2026-10-09 · 39×3Preview: a 16-point series, ending lower.
What Time Do Options Start Trading?
SPY option volume, minute by minute into the 9:30 openseries · 2026-10-04 · 46×3Preview: a 16-point series, ending higher. US option contract volume by Eastern-time half hourseries · 2026-10-04 · 21×3Preview: a 16-point series, ending higher. Scheduled open and close on every upcoming half dayseries · 2026-10-04 · 2×6Preview: a 2-point series, roughly flat.
Stock Splits vs Fractional Shares Explained
AAPL prints by trade size, one to ten shares, June 10 2026 sessionranking · 2026-10-04 · 10×2Preview: 10 ranked values, smallest first. NVDA strike ladder and share price across its June 2024 splitseries · 2026-10-04 · 10×5Preview: a 10-point series, ending higher. Forward stock splits at liquid US names, past three yearsranking · 2026-10-04 · 12×3Preview: 12 ranked values, smallest first. Price weighting across ten large US names, latest closeranking · 2026-10-04 · 10×3Preview: 10 ranked values, largest first.
Quadruple Witching vs Triple Witching
SPY volume on quarterly expiration Fridays, against the ordinary Fridays around each oneseries · 2026-10-04 · 14×4Preview: a 14-point series, ending higher. Share of SPY regular hours volume by half hour: expiration Friday vs the Friday afterseries · 2026-10-04 · 14×3Preview: a 14-point series, ending lower. Average absolute open to close move on SPY Fridays, expiration vs ordinary, by yearranking · 2026-10-04 · 11×4Preview: 11 ranked values, smallest first. Percent of regular hours volume in the closing auction print, six large listingsranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first.
Non-Marginable Securities: Reg T vs House
Symbols closing the month below $5 and below $1, past two yearsseries · 2026-10-04 · 24×3Preview: a 16-point series, roughly flat. Symbol count and average daily range, by price bucketranking · 2026-10-04 · 6×3Preview: 6 ranked values, smallest first. Average daily range of recent listings, by age since listingranking · 2026-10-04 · 5×3Preview: 5 ranked values, largest first.
Most Active Stocks After Hours: How It Works
AAPL median quoted spread by half hour, across the close (July 29, 2026)series · 2026-10-04 · 10×3Preview: a 10-point series, roughly flat. One evening ranked: after-hours volume against the same day's regular sessionranking · 2026-10-04 · 13×4Preview: 13 ranked values, largest first. How often an after-hours extreme sat outside the next regular session's rangeseries · 2026-10-04 · 13×4Preview: a 13-point series, ending higher. Where the extended trading day's volume actually sits, by ET clock hourseries · 2026-10-04 · 16×4Preview: a 16-point series, roughly flat.
MOC and MOO Order Cutoff Times: NYSE & Nasdaq
SPY minute volume into the close, June 30 2026 (quarter end)series · 2026-10-04 · 31×2Preview: a 16-point series, ending higher. Share of SPY's regular-session volume by five-minute ET bucketseries · 2026-10-04 · 79×2Preview: a 16-point series, ending lower. Opening and closing windows as a share of regular-session volumeranking · 2026-10-04 · 8×3Preview: 8 ranked values, largest first. SPY: opening and closing window share of session volume, by monthseries · 2026-10-04 · 25×3Preview: a 16-point series, roughly flat.
Early Lockup Release: Triggers and Waivers
IPO registration and prospectus filings since 2022ranking · 2026-10-04 · 7×3Preview: 7 ranked values, largest first. Form 8-K disclosures mentioning a lockup, by monthseries · 2026-10-04 · 18×4Preview: a 16-point series, ending higher. How much of a company an IPO actually sellsranking · 2026-10-04 · 6×2Preview: 6 ranked values, smallest first. Days from listing to a company's first lockup 8-Kranking · 2026-10-04 · 3×2Preview: 3 ranked values, smallest first.
Why Stop Orders Fill Below Your Stop
KO's quoted spread and displayed size across one full trading day, 15 September 2026series · 2026-10-03 · 27×4Preview: a 16-point series, ending higher. SPY's twelve deepest gap-down opens since 2021, measured against the prior closeseries · 2026-10-03 · 12×4Preview: a 12-point series, ending lower. How often six household names open under the prior closetable · 2026-10-03 · 6×5
Time in Force Explained: Day, GTC, IOC, FOK
SPY share volume by ET clock hour, June 2026series · 2026-09-28 · 16×2Preview: a 16-point series, roughly flat. Print sizes across five names, 10:00 to 11:00 a.m. ET on 2026-06-10ranking · 2026-09-28 · 5×3Preview: 5 ranked values, largest first. US stock splits per month, forward and reverseseries · 2026-09-28 · 12×3Preview: a 12-point series, ending higher. SPY volume per minute into the close, then the closing cross, June 2026 session averageseries · 2026-09-28 · 16×2Preview: a 16-point series, ending higher.
The 10:00 AM Rule in Stocks, Tested
Volume and range coverage by half hour of the session, 2023 to 2025series · 2026-09-26 · 13×3Preview: a 13-point series, ending lower. Median quoted spread by five minute bucket, SPY and AAPL, 10 March 2026series · 2026-09-26 · 12×3Preview: a 12-point series, ending lower. First 30 minutes: share of the day's range and volume, 2023 to 2025ranking · 2026-09-26 · 6×3Preview: 6 ranked values, largest first. Average one minute range by ET clock minute, 09:30 to 10:59series · 2026-09-26 · 90×3Preview: a 16-point series, roughly flat. Session coverage behind the long-run panelsranking · 2026-09-26 · 6×4Preview: 6 ranked values, largest first.
Hard-to-Borrow Lists and Borrow Fees
Every KO ex-dividend date a short position would have paid through, 2023 to mid-2026series · 2026-09-26 · 14×3Preview: a 14-point series, ending higher. Daily short volume as a share of total AAPL volume, May to July 2026series · 2026-09-26 · 53×3Preview: a 16-point series, roughly flat. How many liquid stocks sit in each days-to-cover bucketranking · 2026-09-26 · 5×2Preview: 5 ranked values, largest first. Days to cover across six household names, latest settlement dateranking · 2026-09-26 · 6×3Preview: 6 ranked values, largest first.
Why stocks drop on the ex-dividend date
KO: dividend per share against the realised opening drop, every ex-date 2021 to 2025series · 2026-08-14 · 20×4Preview: a 16-point series, roughly flat. Opening drop per dollar of dividend paid, ex-dates 2021 to 2025ranking · 2026-08-14 · 10×4Preview: 10 ranked values, largest first. Pooled opening drop per dollar paid, by calendar yearranking · 2026-08-14 · 5×3Preview: 5 ranked values, largest first. Quarterly dividend against ordinary overnight moves, 2021 to 2025ranking · 2026-08-14 · 10×4Preview: 10 ranked values, smallest first.
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.
How Futures Margin Works: SPAN and Calls
SPY typical and largest daily move, month by month since 2019series · 2026-08-10 · 91×4Preview: a 16-point series, ending higher. Short term Treasury yields, the reference a stock margin loan is priced offseries · 2026-08-10 · 91×4Preview: a 16-point series, ending higher. One day move size across six household names, five years to July 2026ranking · 2026-08-10 · 6×3Preview: 6 ranked values, largest first. A decade of SPY daily closing moves, sorted into size bucketsranking · 2026-08-10 · 6×3Preview: 6 ranked values, largest first.
Japanese IPO Lockups: The 1.5x Release Rule
One US listing traced against a flat line at 1.5x its offer priceseries · 2026-08-07 · 82×3Preview: a 16-point series, roughly flat. Share of US listings trading at 1.5x their offer price, by day since listingranking · 2026-08-07 · 19×2Preview: 16 ranked values, smallest first. US listings clearing 1.5x the offer price on the first close, by listing yearranking · 2026-08-07 · 8×4Preview: 8 ranked values, smallest first.
How to Find a Stock's Earnings Date
Spacing between each name's eight biggest overnight moves, July 2024 to June 2026table · 2026-08-03 · 7×5 Where fiscal quarters actually end: statement periods by calendar month, July 2023 to June 2026ranking · 2026-08-03 · 12×3Preview: 12 ranked values, smallest first. NVDA: the ten largest overnight moves, July 2024 to June 2026ranking · 2026-08-03 · 10×3Preview: 10 ranked values, smallest first.
How to Find a Lockup Expiration Date
Weekly average daily volume: Reddit's first year of trading, March 2024 to March 2025series · 2026-08-03 · 53×2Preview: a 16-point series, ending lower. Reddit share volume by window, counted in days from the March 20, 2024 pricing dateranking · 2026-08-03 · 5×3Preview: 5 ranked values, largest first. Day 180 counted from the pricing date: nine US listingsseries · 2026-08-03 · 9×6Preview: a 9-point series, ending higher. Volume in the four weeks around day 180 vs the weeks before it: nine US listingsranking · 2026-08-03 · 9×4Preview: 9 ranked values, largest first.
Event Contract Prices as Probabilities
Yes and No probabilities across one SPY chain: call side, put side, and the pair totaltable · 2026-08-03 · 8×5 How a near coin flip resolves: average implied probability by checkpoint, split by outcomeranking · 2026-08-03 · 6×4Preview: 6 ranked values, smallest first. Contracts priced near a coin flip: implied vs realized outcome by name, 2023 through June 2026ranking · 2026-08-03 · 6×4Preview: 6 ranked values, largest first. Implied probability vs what happened: SPY calls 30 days from expiry, 2022 through June 2026ranking · 2026-08-03 · 10×4Preview: 10 ranked values, smallest first.
Pattern Day Trader Rule: What Replaced It
US trading sessions per month, January 2025 through June 2026series · 2026-08-01 · 18×3Preview: a 16-point series, ending higher. SPY share volume by half hour, week of July 6, 2026 (Eastern time)series · 2026-08-01 · 32×2Preview: a 16-point series, roughly flat. Median and 90th percentile full day range, eight names, H1 2026ranking · 2026-08-01 · 8×3Preview: 8 ranked values, largest first.
Typical and tail one-minute moves in the S&P 500 ETF, by half hour of the session

Typical and tail one-minute moves in the S&P 500 ETF, by half hour of the session

most recentas of series 13×3read in context →
Typical and tail one-minute moves in the S&P 500 ETF, by half hour of the session — 13 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timemedian_minute_move_pctp99_minute_move_pct
09:300.0250.171
10:000.0220.158
10:300.0190.138
11:000.0160.123
11:300.0150.113
12:000.0140.116
12:300.0140.114
13:000.0140.102
13:300.0130.121
14:000.0130.114
14:300.0130.113
15:000.0130.114
15:300.0170.137
the exact SQL behind every number 
SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(100 * quantileDeterministic(0.5)(abs(toFloat64(close) / toFloat64(open) - 1),
                                           toUInt64(toUnixTimestamp(window_start))), 3) AS median_minute_move_pct,
    round(100 * quantileDeterministic(0.99)(abs(toFloat64(close) / toFloat64(open) - 1),
                                            toUInt64(toUnixTimestamp(window_start))), 3) AS p99_minute_move_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= '2024-01-01 00:00:00'
  AND window_start <  '2026-10-01 00:00:00'
  AND volume > 0
  AND open > 0
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY et_time
ORDER BY et_time ASC
More from this analysisFutures Price Limits and Price Banding
S&P 500 ETF path on August 5, 2024, measured against the prior close series 39×3 → Share of S&P 500 ETF sessions opening 1% or 2% from the prior close, by year table 12×5 → Between-session gaps on four equity index ETFs, 2015 to date table 4×5 → SPY typical and largest daily move, month by month since 2019 series 91×4 → See all 3,256 queries →
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