low_vola
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 most-volatile-us-stocks-in-euros.
| ticker | vol_252d_pct | vol_30d_pct |
|---|---|---|
| CNP | 17 | 16 |
| O | 17 | 15 |
| SO | 17 | 13 |
| ENB | 18 | 16 |
| ET | 18 | 15 |
| PPL | 18 | 16 |
| EXC | 19 | 16 |
| JNJ | 19 | 17 |
| KO | 19 | 14 |
| MCD | 19 | 22 |
- Rows × columns
- 10 × 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 |
|---|---|---|---|
ticker |
text | 10 distinct values (CNP, ENB, ET…) | |
vol_252d_pct |
number | 17 to 19 | percent |
vol_30d_pct |
number | 13 to 22 | 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.
WITH
universe AS (
SELECT ticker
FROM global_markets.stocks_ratios
WHERE date >= today() - 150
AND ticker NOT IN ('SPCX')
GROUP BY ticker
HAVING argMax(market_cap, date) > 20000000000
AND argMax(average_volume, date) > 5000000
AND argMax(price, date) > 10
),
series AS (
SELECT
ticker,
arrayMap(t -> t.2, arraySort(t -> t.1, groupArray((date, toFloat64(close))))) AS px
FROM global_markets.stocks_daily_aggs
WHERE ticker IN (SELECT ticker FROM universe)
AND date >= today() - 420
AND date < today()
AND close > 0
GROUP BY ticker
)
SELECT
ticker,
toUInt32(round(arrayReduce('stddevSamp', arraySlice(r, -252)) * sqrt(252) * 100)) AS vol_252d_pct,
toUInt32(round(arrayReduce('stddevSamp', arraySlice(r, -30)) * sqrt(252) * 100)) AS vol_30d_pct
FROM
(
SELECT
ticker,
arrayMap((x, y) -> log(x / y),
arraySlice(px, 2),
arraySlice(px, 1, length(px) - 1)) AS r
FROM series
)
WHERE length(r) >= 252
ORDER BY vol_252d_pct ASC, ticker
LIMIT 10
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