For my purposes the NQ gap play is already over today, and it isn't even 9:30 am. At 3:50am EST there were 1,000+ contracts offered at 1452. That was the long entry. The event was, essentially, open of European trading at 3:00am EST. Now NQ at 1461 for US$180 per contract, less commish. Of course it helps to live in Asia in order to trade at 3:50am, EST.