top_vola

Name: top_vola
Creator: Strasmore
Published: 2026-10-09
License: https://www.strasmore.com/terms/

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.

as of 2026-10-09 ranking 12×3read in context →

top_vola — 12 rows by 3 columns, computed 2026-10-09 from US exchange, SIP and OPRA data.
ticker	vol_30d_pct	vol_252d_pct
APH	210	85
CRDO	99	96
MSTR	94	80
CRCL	90	95
EIX	87	39
BE	82	112
CRWD	82	54
COHR	81	87
COIN	78	72
PCG	78	36
MRNA	75	128
DELL	74	72

Rows × columns: 12 × 3
Computed: 2026-10-09
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 top_vola, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	12 distinct values (APH, BE, COHR…)
`vol_30d_pct`	number	74 to 210	percent
`vol_252d_pct`	number	36 to 128	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 2026-10-09, 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, -30))  * sqrt(252) * 100)) AS vol_30d_pct,
    toUInt32(round(arrayReduce('stddevSamp', arraySlice(r, -252)) * sqrt(252) * 100)) AS vol_252d_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_30d_pct DESC, ticker
LIMIT 12

SQL to run

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, -30))  * sqrt(252) * 100)) AS vol_30d_pct,
    toUInt32(round(arrayReduce('stddevSamp', arraySlice(r, -252)) * sqrt(252) * 100)) AS vol_252d_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_30d_pct DESC, ticker
LIMIT 12

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