rvol_buckets

Name: rvol_buckets
Creator: Strasmore
Published: 2026-10-09
License: https://www.strasmore.com/terms/

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 2026-10-09, from day-trading-strategies-explained.

as of 2026-10-09 ranking 5×3read in context →

rvol_buckets — 5 rows by 3 columns, computed 2026-10-09 from US exchange, SIP and OPRA data.
rvol_bucket	sessions	share_pct
under 0.7	347	17.1
0.7 to 1.0	903	44.4
1.0 to 1.5	619	30.5
1.5 to 2.0	101	5
2.0 and up	62	3.1

Rows × columns: 5 × 3
Computed: 2026-10-09
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 rvol_buckets, derived from the stored result.
Column	Type	Range	Notes
`rvol_bucket`	text	5 distinct values (0.7 to 1.0, 1.0 to 1.5, 1.5 to 2.0…)
`sessions`	number	62 to 903
`share_pct`	number	3.1 to 44.4	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 2026-10-09, 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.

WITH dedup AS (
    SELECT
        ticker,
        date,
        toFloat64(max(volume)) AS vol
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'AMD', 'F', 'T')
      AND date >= today() - 420
      AND date <  today()
    GROUP BY ticker, date
),
windowed AS (
    SELECT
        ticker,
        date,
        vol,
        avg(vol) OVER (
            PARTITION BY ticker ORDER BY date
            ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING
        ) AS base_vol
    FROM dedup
),
rv AS (
    SELECT vol / base_vol AS rvol
    FROM windowed
    WHERE base_vol > 0
      AND date >= today() - 370
)
SELECT
    multiIf(rvol < 0.7, 'under 0.7',
            rvol < 1.0, '0.7 to 1.0',
            rvol < 1.5, '1.0 to 1.5',
            rvol < 2.0, '1.5 to 2.0',
            '2.0 and up') AS rvol_bucket,
    count()                                       AS sessions,
    round(100 * count() / (SELECT count() FROM rv), 1) AS share_pct
FROM rv
GROUP BY rvol_bucket
ORDER BY min(rvol)

SQL to run

WITH dedup AS (
    SELECT
        ticker,
        date,
        toFloat64(max(volume)) AS vol
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'AMD', 'F', 'T')
      AND date >= today() - 420
      AND date <  today()
    GROUP BY ticker, date
),
windowed AS (
    SELECT
        ticker,
        date,
        vol,
        avg(vol) OVER (
            PARTITION BY ticker ORDER BY date
            ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING
        ) AS base_vol
    FROM dedup
),
rv AS (
    SELECT vol / base_vol AS rvol
    FROM windowed
    WHERE base_vol > 0
      AND date >= today() - 370
)
SELECT
    multiIf(rvol < 0.7, 'under 0.7',
            rvol < 1.0, '0.7 to 1.0',
            rvol < 1.5, '1.0 to 1.5',
            rvol < 2.0, '1.5 to 2.0',
            '2.0 and up') AS rvol_bucket,
    count()                                       AS sessions,
    round(100 * count() / (SELECT count() FROM rv), 1) AS share_pct
FROM rv
GROUP BY rvol_bucket
ORDER BY min(rvol)

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