QQQ · SPY · IWM · TSLA · NVDA · MU · META · AMD
Daily changes
Regular · open → close 09:30-16:00 · 02 Jan 2026 — 16 Oct 2026 · 199 trading days · New York time
Every bar grows upward and shows how far the day moved; the colour keeps the direction. The line is the at-the-money same-day straddle priced at 09:35, in the same percent of spot: what the market asked for the regular session in advance. Days beyond the scale are drawn to the edge and marked with a dot; hover a bar for its exact values, or select the chart and step through the days with the arrow keys.
How they compare
Regular · open → close 09:30-16:00| Ticker | Days | Mean move | σ | Up days | |Δ| ≥ 1% | |Δ| ≥ 2% | |Δ| ≥ 3% | Best day | Worst day |
|---|---|---|---|---|---|---|---|---|---|
| ETF | |||||||||
| QQQ | 199 | 0.72% | 0.93% | 48.7% | 4723.6% | 94.5% | 10.5% | +2.45%11 Jun 2026 | -3.40%05 Jun 2026 |
| SPY | 199 | 0.46% | 0.61% | 49.2% | 2211.1% | 00.0% | 00.0% | +1.79%09 Mar 2026 | -1.98%05 Jun 2026 |
| IWM | 199 | 0.70% | 0.90% | 47.7% | 4623.1% | 94.5% | 00.0% | +2.58%02 Apr 2026 | -2.79%12 Feb 2026 |
| Stocks | |||||||||
| TSLA | 199 | 1.73% | 2.31% | 49.2% | 11859.3% | 7437.2% | 3216.1% | +7.86%29 Jun 2026 | -8.22%02 Jul 2026 |
| NVDA | 199 | 1.50% | 1.91% | 48.2% | 12261.3% | 5025.1% | 2512.6% | +4.93%06 Feb 2026 | -5.61%27 Jul 2026 |
| MU | 199 | 2.83% | 3.74% | 49.2% | 15075.4% | 10954.8% | 6633.2% | +10.41%08 May 2026 | -11.35%29 Jul 2026 |
| META | 199 | 1.47% | 1.99% | 48.2% | 10954.8% | 4723.6% | 2211.1% | +8.94%21 Sep 2026 | -6.07%26 Mar 2026 |
| AMD | 199 | 2.42% | 3.02% | 53.3% | 14472.4% | 10653.3% | 6331.7% | +8.70%08 May 2026 | -7.24%16 Jun 2026 |
What the move cost in advance
straddle premium at 09:35 · regular sessionThe at-the-money same-day straddle, priced at 09:35, against the move the same regular session went on to make. Same percent of spot, so the two are directly comparable. A day has no price before the option archive begins on 07 Mar 2022, when no same-day expiry was listed, or when fewer than 100 of the morning minutes carried a price.
| ETF | Days priced | Priced | Realised | Priced − realised | Losing days for the seller | Days with no price |
|---|---|---|---|---|---|---|
| QQQ | 199 | 0.724% | 0.722% | 0.002 pp | 36.2%95%: 29.8–43.1% | 0 |
| SPY | 199 | 0.498% | 0.463% | 0.035 pp | 38.7%95%: 32.2–45.6% | 0 |
| IWM | 199 | 0.762% | 0.699% | 0.063 pp | 38.7%95%: 32.2–45.6% | 0 |
A losing day is the seller's own outcome: the straddle sold at the bids of the entry minute, held to the close and settled against its strikes — call above its strike, put below its — less a $2.60 fee reserve for the pair. It is not the session's open-to-close bar against a mid price, which starts five minutes before the option is sold and ignores the strikes, the spread and the fee; that shortcut moved single years by several points and reordered the ETFs. The 95 % interval beside each share is what to compare: where two intervals overlap, the tickers are not told apart by these days.
Methodology and sources
One bar, one trading day. The chosen sessions are measured on their own archived minutes. Pre-market is 04:00–09:30, the regular session 09:30–16:00, after-hours 16:00–20:00, New York time; pre-market and after-hours trade thinly, so their days are marked observed rather than complete, and a day is blank unless every chosen session has minutes of its own.
Pre-market of the next day. The pre-market can be read as the tail of the trading day before it, for an option held overnight: the day then runs regular session → after-hours → the next morning’s pre-market. Regular + after-hours + pre-market is one bar from the 09:30 open to 09:30 the next morning; after-hours + pre-market is the night, 16:00 to 09:30. Measured open to close, the change also carries the 20:00–04:00 gap, whose trades the archive does not hold, so high / low come from the archived minutes only. The newest day has no such bar until the next morning is archived, and a day followed by a stock split is left blank: a change across a split is not a move.
Open → close. With one session it is that session’s archived change from the open of its first minute to the close of its last. With several sessions that touch each other it is the change from the open of the first to the close of the last, so the whole 04:00–20:00 day is one number; pre-market plus after-hours without the regular session in between is compounded through the two. The regular session’s close is the last trade before 16:00, not the closing auction print, which lands in the first after-hours minute.
Close → close. The change between two consecutive closes of the last chosen session, so it includes everything that happened in between: for the regular session that is the overnight gap. Prices are unadjusted: on an ex-dividend day this basis also carries the dividend drop. A day whose minutes are missing cannot bridge two closes and is left blank.
Straddle of 3+ sessions. The dashed line is the at-the-money straddle of the first listed expiry whose life spans at least three regular sessions, counting the day it is priced on, priced at 09:35. No archive here holds such expiries, so unlike the same-day line it is collected from the provider — one dated contract-reference query and two NBBO queries a ticker-day, every response archived with its request identity and checksum; the dated query has to prove the contract existed that day. The ETFs list an expiry on nearly every session, so theirs lives exactly three sessions. Tesla and Nvidia listed Friday expiries only until February 2026 and Monday, Wednesday and Friday since, so theirs lives three to seven sessions depending on the weekday, longer around holidays. Each day's price is divided by the sessions that very contract lives — by the count for what a seller collects per session, by its square root for the one-session move it implies — because undivided, a longer contract stands above a one-day bar for no reason but its length. A longer life earns less per session, so the stocks' per-session line carries a weekday saw-tooth that is the calendar, not the market; the table lists how many days fell on each span.
Option premium. The line is the at-the-money same-day straddle of the regular session: the sum of the two NBBO mid prices (the listed strike nearest the spot for the call and for the put) divided by the spot, in percent. By default it is the price at 09:35, the first minute after the open whose quotes have settled, which prices almost the whole session ahead. The plain average of that price over every priced minute from 09:30 to 12:00 can be chosen instead — up to 150 minutes, since the opening minute itself carries no usable quote; a day is published without an average when fewer than 100 of those minutes could be priced. Any other single clock can be chosen as well. A quote counts only when it is valid, two-sided, stamped no later than the minute being priced and no more than five minutes old. Each minute prices only the part of the session still ahead of it, so the morning average sits between the 09:35 and the 12:00 price of the same day. The archive begins on 2022-03-07 and holds same-day expiries only; 338 of 3,402 sessions had none, mostly IWM before 2025.
High / low. On request a paler bar is drawn behind each day from its lowest minute low to its highest minute high over the chosen sessions, measured against the same reference as the bar: the open of the first chosen session, or the previous close. Depth only, it is the farther of the two excursions. Sessions that do not touch have no common reference and get no such bar; the stocks have no highs and lows archived. When it is drawn, the scale is fitted to it as well.
Scale and blanks. The vertical scale covers 99.5% of the days; the rest are drawn to the edge and marked with a dot, and the table keeps their exact values. Three panels share one scale or take one each, as chosen.
Source: the verified five-year history snapshot, the same one the price-path chart uses, extended every trading evening after the after-hours session closes; the premium comes from the frozen daily-option archive, refreshed the same evening. Opening the page makes no provider request; every number above is recomputed from the snapshots on each request, and an open page reloads itself when a new day is published.
Snapshot built: 17 Oct 2026 · history through 16 Oct 2026.