STRASMORE/EXPLORE 2,948 QUERIES

limit_room

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 2026-10-02, from stop-order-vs-limit-order.

as of ranking 5×3read in context →
limit_room — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickermedian_range_bpsdip_below_open_pct
NVDA28381.2
AAPL19163.2
MSFT14761.6
KO12960.4
SPY9044.4
Rows × columns
5 × 3
Computed
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 limit_room, derived from the stored result.
ColumnTypeRangeNotes
ticker text 5 distinct values (AAPL, KO, MSFT…)
median_range_bps number 90 to 283
dip_below_open_pct number 44.4 to 81.2 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
    ticker,
    round(quantileDeterministic(0.5)(
        (toFloat64(high) / toFloat64(low) - 1) * 10000,
        toUInt64(toYYYYMMDD(date))
    ), 0)                                                                              AS median_range_bps,
    round(countIf(toFloat64(low) <= toFloat64(open) * 0.995) * 100.0 / count(), 1)     AS dip_below_open_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'KO', 'SPY')
  AND date >= '2025-01-01'
  AND date <  '2026-01-01'
  AND toFloat64(low) > 0
  AND toFloat64(open) > 0
GROUP BY ticker
ORDER BY median_range_bps DESC
⌘/Ctrl + Enter

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