daily_moves
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 2026-09-27, from how-much-to-risk-per-trade.
| move_bucket | sessions | share_pct |
|---|---|---|
| 1. under 0.5% | 381 | 30.4 |
| 2. 0.5% to 1% | 306 | 24.4 |
| 3. 1% to 2% | 324 | 25.9 |
| 4. 2% to 3% | 139 | 11.1 |
| 5. 3% to 5% | 87 | 6.9 |
| 6. over 5% | 16 | 1.3 |
- Rows × columns
- 6 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
move_bucket |
text | 6 distinct values | |
sessions |
number | 16 to 381 | |
share_pct |
number | 1.3 to 30.4 | 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
multiIf(move_pct < 0.5, '1. under 0.5%',
move_pct < 1.0, '2. 0.5% to 1%',
move_pct < 2.0, '3. 1% to 2%',
move_pct < 3.0, '4. 2% to 3%',
move_pct < 5.0, '5. 3% to 5%',
'6. over 5%') AS move_bucket,
count() AS sessions,
round(100 * count() / sum(count()) OVER (), 1) AS share_pct
FROM
(
SELECT abs(100 * (c / prev_c - 1)) AS move_pct
FROM
(
SELECT
toFloat64(close) AS c,
lagInFrame(toFloat64(close)) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_c
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
AND date >= '2021-09-01'
AND date < '2026-09-01'
)
WHERE prev_c > 0
)
GROUP BY move_bucket
ORDER BY move_bucket
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