I often place GTC outside RTH orders. Many times, I'll have a short option expiring right on my strike with pin risk. I'll watch Friday night or Saturday morning to see if I'm assigned and if so, I'll sell a GTC with outside RTH execution enabled to close out the assigned shares at the strike price that I received. Many times, I have been able to sell shares in pre-market that would not have sold had I waited for the market to open. Of course, I only take pin risk when I'm fine holding the assigned shares as sometimes they don't get assigned and if they do, I'm usually able to dump them pre-market or early in the morning the following Monday. Worst case, I start selling calls (or puts for the case of short assignment).
Eric Hunsader at Nadex did some work around the hourly returns for the E-mini. It moves more from midnight till 4 am than any other block of time. This is from a few years ago and I think he updated the study a few months ago. https://www.marketwatch.com/story/i...ng-that-drives-the-us-stock-market-2015-06-30