Enter an opening gap percentage (gap = today’s open vs yesterday’s close).
Shows how often that gap faded by the session close (fully filled), how often it was challenged intraday but didn’t hold, the average open-to-close move, and the green close rate.
Switch between Range (from\u2013to) and Greater Than modes. Use positive values for gap ups and negative for gap downs.
Filters historical gap events by the VIX open on the gap day itself (the 9:30am regime at the moment the gap prints).
Auto-selected on load based on the latest VIX close: < 20, 20-30, or > 30. Override with any pill; pick No Filter to include every gap regardless of VIX.