QQQ · SPY · IWM

Session volatility

2022–2026 · Completed sessions through 09 Sep 2026 · 2026 is year to date

Definitions & sources ↓
Five years of daily data · shorter intraday coverage

Daily OHLC: Yahoo Finance. Last hour: actual Massive minute bars, available from September 2024. Earlier stock minute history was denied by the current key (HTTP 403). Missing observations are dashes, not zero events.

CSV · daily inputs

Mean price path by trading session

Minute closes · 1m · available minute history

Each ETF uses the same days for all three sessions: the common N and actual dates are shown in its row. Coverage is observed minutes / expected minutes on those days. Click a mean to open that session’s yearly, seasonal and daily detail.

ETF · common daysPremarket04:00–09:30 NYMain session09:30–16:00 NYAftermarket16:00–20:00 NY
QQQCommon N = 53006 Sep 2024 → 16 Oct 2026 6.16% Coverage 92.2% 161,236 / 174,900 min 12.76% Coverage 100.0% 205,800 / 205,800 min 2.86% Coverage 83.8% 106,600 / 127,200 min
SPYCommon N = 53006 Sep 2024 → 16 Oct 2026 4.48% Coverage 82.8% 144,734 / 174,900 min 9.33% Coverage 100.0% 205,800 / 205,800 min 2.12% Coverage 81.5% 103,707 / 127,200 min
IWMCommon N = 52909 Sep 2024 → 16 Oct 2026 6.38% Coverage 71.8% 125,381 / 174,570 min 14.48% Coverage 100.0% 205,410 / 205,410 min 2.92% Coverage 55.9% 70,918 / 126,960 min

New York time. On half days: main session 09:30–13:00, aftermarket 13:00–17:00. Each path is divided by its own first observed opening price; gaps between sessions are excluded, so the three percentages must not be added. Sparse premarket/aftermarket bars are not filled; unobserved movements cannot be recovered.

This comparison uses the price-path tab’s minute history beginning in September 2024, not the five years of daily statistics. The selected session’s detail can contain more days than this three-session comparison.

This path dataset is extended through 16 Oct 2026. The archive through 08 Sep 2026 is preserved. Massive · additional source collected: 2026-10-17 00:45:28 UTC.

Measure: (High − Low) / Open × 100%. The session range, not its closing return, standard deviation or implied volatility.

Each cell shows days and their share. The >0.5%, >0.75% and >1% columns overlap: do not add them. The extra 0.4–0.5% interval keeps every day accounted for.

ETF totals

2022–2026
ETFDays / expected < 0.2%0.2–0.4%0.4–0.5%> 0.5%> 0.75%> 1%
QQQ 1175/ 1175 00.0% 30.3% 131.1% 1,15998.6% 1,06390.5% 89075.7%
SPY 1175/ 1175 10.1% 342.9% 635.4% 1,07791.7% 82270.0% 59750.8%
IWM 1175/ 1175 00.0% 10.1% 10.1% 1,17399.8% 1,13896.9% 1,01286.1%

QQQ · By year

Click a year to view its seasons
YearDays / expected < 0.2%0.2–0.4%0.4–0.5%> 0.5%> 0.75%> 1%
2022 251/ 251 00.0% 00.0% 00.0% 251100.0% 25099.6% 24999.2%
2023 250/ 250 00.0% 00.0% 52.0% 24598.0% 23493.6% 19578.0%
2024 252/ 252 00.0% 00.0% 52.0% 24798.0% 21484.9% 16665.9%
2025 250/ 250 00.0% 31.2% 31.2% 24497.6% 20582.0% 15461.6%
2026 · YTD 172/ 172 00.0% 00.0% 00.0% 172100.0% 16093.0% 12673.3%
Total 2022–2026 1175/ 1175 00.0% 30.3% 131.1% 1,15998.6% 1,06390.5% 89075.7%

QQQ · By season

2022–2026

Calendar-year seasons: winter = Jan/Feb/Dec, spring = Mar–May, summer = Jun–Aug, autumn = Sep–Nov. Winter is grouped within its calendar year.

SeasonDays / expected < 0.2%0.2–0.4%0.4–0.5%> 0.5%> 0.75%> 1%
Winter · Jan/Feb/Dec 281/ 281 00.0% 10.4% 62.1% 27497.5% 25590.7% 21576.5%
Spring · Mar–May 318/ 318 00.0% 00.0% 20.6% 31699.4% 29793.4% 25981.4%
Summer · Jun–Aug 318/ 318 00.0% 10.3% 20.6% 31599.1% 28689.9% 23072.3%
Autumn · Sep–Nov 258/ 258 00.0% 10.4% 31.2% 25498.4% 22587.2% 18672.1%
Selected period total 1175/ 1175 00.0% 30.3% 131.1% 1,15998.6% 1,06390.5% 89075.7%
Methodology, coverage and checks

No premarket/aftermarket in the requested session statistics. No overnight gap is added to the daily range. No option prices or IV enter this report.

Threshold boundaries: below 0.2%; 0.2% through 0.4% inclusive; strictly above 0.4% through 0.5% inclusive. Greater-than thresholds are strict. Counts use unrounded percentages; display percentages are rounded.

Last-hour net change requires its first and last minute. High–Low requires all 60 minutes; if bars are missing, its denominator is shown separately. The last-minute close is not a simulated official closing-auction fill.

Daily Yahoo OHLC fields use a consistent price basis, not Adjusted Close. Prices are normalized to $0.0001 to remove binary-float noise. Holiday and short-session dates follow the exchange calendar.

This is a dated statistical snapshot, not a live feed or a guaranteed tradable profit. Collected: 2026-09-09 22:30:58 UTC.

Daily prices cross-checked with Massive: QQQ — 502 days; SPY — 502 days; IWM — 501 days.

Yahoo Finance: QQQ · Yahoo Finance: SPY · Yahoo Finance: IWM · Massive historical minute OHLC

Snapshot: 99ed53c6ca4d466d2739a713a745ad745905712b1d6370edd5b49cc5e372ffdc