Symbol count and average daily range, by price bucket
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 2026-09-20, from Non-Marginable Securities: Reg T vs House.
| price_bucket | listing_count | avg_daily_range_pct |
|---|---|---|
| Under $1 | 656 | 14.01 |
| $1 to $3 | 849 | 8.86 |
| $3 to $5 | 494 | 8.03 |
| $5 to $10 | 935 | 5.57 |
| $10 to $50 | 6743 | 2.11 |
| $50 and up | 2791 | 2.3 |
- Rows × columns
- 6 × 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 |
|---|---|---|---|
price_bucket |
text | 6 distinct values ($1 to $3, $10 to $50, $3 to $5…) | |
listing_count |
number | 494 to 6,743 | count |
avg_daily_range_pct |
number | 2.11 to 14.01 | 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.
SELECT
multiIf(last_close < 1, 'Under $1',
last_close < 3, '$1 to $3',
last_close < 5, '$3 to $5',
last_close < 10, '$5 to $10',
last_close < 50, '$10 to $50',
'$50 and up') AS price_bucket,
count() AS listing_count,
round(avg(avg_range_pct), 2) AS avg_daily_range_pct
FROM
(
SELECT
ticker,
argMax(close, date) AS last_close,
avg(100 * toFloat64(high - low) / toFloat64(close)) AS avg_range_pct
FROM global_markets.stocks_daily_aggs
WHERE date >= today() - 120
AND volume > 0
AND close > 0
GROUP BY ticker
HAVING count() >= 40
)
GROUP BY price_bucket
ORDER BY min(last_close)
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