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.
| et_hour | median_move_bps | p90_move_bps | minute_bars |
|---|---|---|---|
| 07:00 | 1.7 | 6.4 | 1623 |
| 08:00 | 1.6 | 6 | 1673 |
| 09:00 | 4.5 | 17.6 | 1766 |
| 10:00 | 4.4 | 11.6 | 1800 |
| 11:00 | 3.3 | 8.6 | 1800 |
| 12:00 | 2.6 | 7.4 | 1800 |
| 13:00 | 2.4 | 6.5 | 1800 |
| 14:00 | 2.1 | 5.7 | 1800 |
| 15:00 | 2.4 | 6.8 | 1800 |
| 16:00 | 1.1 | 7.3 | 1550 |
| 17:00 | 0.4 | 4.5 | 1219 |
| 19:00 | 0.3 | 4 | 1206 |
- Rows × columns
- 12 × 4
- 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 |
|---|---|---|---|
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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