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How far AAPL moves inside a single minute, by New York hour

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 2026-08-17, from How Options Are Quoted in Volatility.

as of ranking 12×4read in context →
How far AAPL moves inside a single minute, by New York hour — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_hourmedian_move_bpsp90_move_bpsminute_bars
07:001.76.41623
08:001.661673
09:004.517.61766
10:004.411.61800
11:003.38.61800
12:002.67.41800
13:002.46.51800
14:002.15.71800
15:002.46.81800
16:001.17.31550
17:000.44.51219
19:000.341206
Rows × columns
12 × 4
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 How far AAPL moves inside a single minute, by New York hour, derived from the stored result.
ColumnTypeRangeNotes
et_hour text 12 distinct values (07:00, 08:00, 09:00…)
median_move_bps number 0.3 to 4.5
p90_move_bps number 4 to 17.6
minute_bars number 1,206 to 1,800

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.

the exact SQL behind every number
SELECT
    et_hour,
    round(quantileDeterministic(0.5)(move_bps, obs_id), 1) AS median_move_bps,
    round(quantileDeterministic(0.9)(move_bps, obs_id), 1) AS p90_move_bps,
    count()                                                AS minute_bars
FROM
(
    SELECT
        formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:00') AS et_hour,
        cityHash64(ticker, window_start)                                      AS obs_id,
        10000 * abs(toFloat64(close) / toFloat64(open) - 1)                   AS move_bps
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= '2026-04-06 04:00:00'
      AND window_start <  '2026-05-16 04:00:00'
      AND open > 0
      AND volume > 0
)
GROUP BY et_hour
HAVING count() >= 1200
ORDER BY et_hour ASC

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