CBOE gap history: fill rates and follow-through

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$271.51−2.14% (−$5.93)BATS · the security, not a token

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CBOE gap history: fill rates and follow-through — Tokenzo

A gap is a session that opened 5% or more away from the previous close. It “fills” when the price trades back to that close. Since Mar 12, 2020, CBOE has gapped 2 times; 1 gap is still open.

Gaps up1median size 10.4%

Filled0%0 of 1 went back to the previous close

Time to fill—median; half-filled in 1

20 sessions later—median change, over 0 gaps

Gaps down1median size 6.9%

Filled100%1 of 1 went back to the previous close

Time to fill55 sessionsmedian; half-filled in 27

20 sessions later−5.6%median change, over 1 gaps

Every gap

newest first

Opening gaps of 5% or more, newest first.
Date	Direction	Gap	Previous close	Status	Sessions to fill	20 sessions later
Sep 29, 2026	Up	10.4%	$253.26	Open	—	—
Mar 12, 2020	Down	6.9%	$106.35	Filled May 29, 2020	55	−5.6%

Sessions are trading days. The change twenty sessions later is measured from the gap day’s open and is blank for gaps too recent to have one.

Figures describe Cboe Global Markets shares, not any token. From split-adjusted daily bars. How this stock's gaps behaved in the past, not a prediction of how the next one will.

CBOECboe Global Markets

Where the tokens are

Every gap