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.

15:00–16:00 ET · 12:00–13:00 on short sessions. Net change is last-minute close versus first-minute open. The range also captures back-and-forth moves.

Percentages use available hours, not all five years. For SPY: 06 Sep 2024 — 08 Sep 2026 · 502 / 1175 sessions.

ETF totals

2022–2026
ETFDays / expected |Net move| > 0.5%Up > 0.5%Down > 0.5%High–Low > 0.5%
QQQ 502/ 1175 5911.8% 285.6% 316.2% 15230.3%
SPY 502/ 1175 306.0% 153.0% 153.0% 10019.9%
IWM 501/ 1175 489.6% 285.6% 204.0% 16432.7%

SPY · By year

Click a year to view its seasons
YearDays / expected |Net move| > 0.5%Up > 0.5%Down > 0.5%High–Low > 0.5%
2022 0/ 251 —no data—no data—no data—no data
2023 0/ 250 —no data—no data—no data—no data
2024 81/ 252 33.7% 22.5% 11.2% 1012.3%
2025 250/ 250 197.6% 93.6% 104.0% 6124.4%
2026 · YTD 171/ 172 84.7% 42.3% 42.3% 2917.0%
Total 2022–2026 502/ 1175 306.0% 153.0% 153.0% 10019.9%

SPY · 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 |Net move| > 0.5%Up > 0.5%Down > 0.5%High–Low > 0.5%
Winter · Jan/Feb/Dec 121/ 281 43.3% 10.8% 32.5% 2419.8%
Spring · Mar–May 126/ 318 1814.3% 118.7% 75.6% 5140.5%
Summer · Jun–Aug 127/ 318 32.4% 10.8% 21.6% 118.7%
Autumn · Sep–Nov 128/ 258 53.9% 21.6% 32.3% 1410.9%
Selected period total 502/ 1175 306.0% 153.0% 153.0% 10019.9%
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