derived_signal
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 2026-10-03, from market-data-licensing-for-app-developers.
| month | realized_vol_pct | return_count |
|---|---|---|
| 2025-09 | 6.29 | 20 |
| 2025-10 | 13.4 | 23 |
| 2025-11 | 14.94 | 19 |
| 2025-12 | 8.16 | 22 |
| 2026-01 | 10 | 20 |
| 2026-02 | 13.03 | 19 |
| 2026-03 | 17.82 | 22 |
| 2026-04 | 11.43 | 21 |
| 2026-05 | 9.51 | 20 |
| 2026-06 | 17.26 | 21 |
| 2026-07 | 11.82 | 22 |
| 2026-08 | 10.05 | 21 |
- Rows × columns
- 12 × 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 |
|---|---|---|---|
month |
text | 12 distinct values (2025-09, 2025-10, 2025-11…) | |
realized_vol_pct |
number | 6.29 to 17.82 | percent |
return_count |
number | 19 to 23 | count |
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.
WITH daily AS
(
SELECT
date,
toFloat64(close) AS px,
lagInFrame(toFloat64(close)) OVER (ORDER BY date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_px
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2025-09-01'
AND date < '2026-09-01'
)
SELECT
formatDateTime(toStartOfMonth(date), '%Y-%m') AS month,
round(stddevPop(px / prev_px - 1) * sqrt(252) * 100, 2) AS realized_vol_pct,
count() AS return_count
FROM daily
WHERE prev_px > 0
GROUP BY month
ORDER BY month
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.