Gap Analysis

Overnight Gap Risk Percentile Calculator

If you hold overnight, the size of past gaps tells you how much risk you're actually carrying. Paste a history of overnight gap sizes (absolute value, in price or %) and a threshold like your stop distance to see what percentile it falls at and the rough odds of a bigger gap.

Historical overnight gaps (comma-separated)

Target Gap Threshold

Usually your stop distance, or the max gap you can tolerate.

Sample size ···

Percentile of threshold ···

Chance of a bigger gap ···

Educational tool only, not financial advice. Historical gap frequency does not guarantee future gap behavior, especially around earnings or major news events.

Built by Jason Parker, founder of Trading Ranges.