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

3,256 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

Protective Put vs Stop-Loss Order
How often six household names opened 2% or more below the prior close (10 years)table · 2026-10-05 · 6×5 AAPL's ten deepest overnight gaps down since October 2016, and where the session low wentseries · 2026-10-05 · 10×4Preview: a 10-point series, roughly flat.
Protective Puts: Portfolio Insurance
The SPY $740 put's value over its final weeks (expired Jun 18 2026)series · 2026-07-16 · 11×2Preview: a 11-point series, roughly flat. 100 SPY shares alone vs. the same shares with one $740 put held against themseries · 2026-07-16 · 11×3Preview: a 11-point series, ending lower. The SPY $760 call you could sell to finance the put (early June 2026)series · 2026-07-16 · 5×2Preview: a 5-point series, ending lower.
The Options Collar: A Cheap Hedge
SPY through the June 2026 selloff, boxed by the collar's $740 floor and $760 capseries · 2026-07-16 · 8×4Preview: a 8-point series, roughly flat. The $740 put's delta deepening as it took over the downsideseries · 2026-07-16 · 8×2Preview: a 8-point series, roughly flat. The two collar legs: the $740 put (floor) and the $760 call (cap)series · 2026-07-16 · 8×3Preview: a 8-point series, ending lower.
How often six household names opened 2% or more below the prior close (10 years)

How often six household names opened 2% or more below the prior close (10 years)

most recentas of table 6×5read in context →
How often six household names opened 2% or more below the prior close (10 years) — 6 rows by 5 columns, computed from US exchange, SIP and OPRA data.
tickergap_down_2pct_rate_pctworst_gap_down_pctgap_down_day_countsession_count
NVDA7.2119.31812509
AAPL3.2712.96822510
MSFT2.3911.86602511
SPY110.45252511
JNJ0.967.98242511
KO0.6412.85162511
the exact SQL behind every number 
SELECT
    ticker,
    round(countIf(overnight_move_pct <= -2) * 100.0 / count(), 2) AS gap_down_2pct_rate_pct,
    round(abs(min(overnight_move_pct)), 2)                        AS worst_gap_down_pct,
    countIf(overnight_move_pct <= -2)                             AS gap_down_day_count,
    count()                                                       AS session_count
FROM
(
    SELECT
        ticker,
        round((toFloat64(open) / toFloat64(prev_close) - 1) * 100, 3) AS overnight_move_pct
    FROM
    (
        SELECT
            ticker,
            date,
            open,
            any(close) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_close
        FROM
        (
            SELECT
                ticker,
                date,
                any(open)  AS open,
                any(close) AS close
            FROM global_markets.stocks_daily_aggs
            WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'JNJ')
              AND date >= '2016-10-01'
              AND date <= '2026-09-30'
              AND (ticker, date) NOT IN (SELECT ticker, execution_date FROM global_markets.stocks_splits)
            GROUP BY ticker, date
        )
    )
    WHERE prev_close > 0
)
GROUP BY ticker
ORDER BY gap_down_2pct_rate_pct DESC
More from this analysisProtective Put vs Stop-Loss Order
AAPL's ten deepest overnight gaps down since October 2016, and where the session low went series 10×4 → The SPY $740 put's value over its final weeks (expired Jun 18 2026) series 11×2 → 100 SPY shares alone vs. the same shares with one $740 put held against them series 11×3 → The SPY $760 call you could sell to finance the put (early June 2026) series 5×2 → See all 3,256 queries →
$