STRASMORE/EXPLORE 2,549 QUERIES

band_inside

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-24, from bulk-deals-vs-block-deals-in-india.

as of ranking 6×3read in context →
band_inside — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickersample_sizeinside_band_pct
KO27363.4
PG27351.3
JNJ27349.8
MSFT27336.6
AAPL27335.5
WMT27334.4
Rows × columns
6 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for band_inside, derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (AAPL, JNJ, KO…)
sample_size number every row is 273
inside_band_pct number 34.4 to 63.4 percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

SELECT
    ticker,
    count()                                                                     AS sample_size,
    round(100 * countIf((toFloat64(high) <= (toFloat64(vwap) * 1.01))
                    AND (toFloat64(low)  >= (toFloat64(vwap) * 0.99))) / count(), 1) AS inside_band_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'PG', 'WMT', 'JNJ')
  AND date >= today() - 400
  AND date <  today() - 2
  AND vwap > 0
  AND low > 0
GROUP BY ticker
ORDER BY inside_band_pct DESC
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