Analyzes what happens after a stock gaps up or down at the open. A gap is the difference between today’s open and yesterday’s close. Shows intraday stats (closed green/red, gap held/faded, avg open-to-close) and how quickly the gap fills over 1 day, 1 week, and 30 days.
When a stock gaps at the open, what happens next?
Gap %:
VIX Regime:
Small sample size — consider widening the gap range for more reliable results.
Intraday Stats
Gap Fill Timing
Historical Occurrences
Date
Prev Close
Open
Close
Gap %
Open→Close
Fill Date
Days to Fill
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CI Volatility
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