STRASMORE/EXPLORE 3,256 QUERIES

The largest single session against a typical one, by name

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 2026-10-04, from The Rule of 16 in Options, and When It Breaks.

as of table 6×5read in context →
The largest single session against a typical one, by name — 6 rows by 5 columns, computed from US exchange, SIP and OPRA data.
symboltypical_abs_move_pctlargest_abs_move_pctlargest_to_typical_ratiolargest_move_on
MSFT1.0415.5114.9Jul 30, 2026
AMZN1.2315.3212.5Jul 31, 2026
AAPL0.777.359.5Jul 31, 2026
KO0.6757.5Jul 28, 2026
SPY0.482.916.1Mar 31, 2026
NVDA1.538.745.7Aug 27, 2026
Rows × columns
6 × 5
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 The largest single session against a typical one, by name, derived from the stored result.
ColumnTypeRangeNotes
symbol text 6 distinct values (AAPL, AMZN, KO…)
typical_abs_move_pct number 0.48 to 1.53 percent
largest_abs_move_pct number 2.91 to 15.51 percent
largest_to_typical_ratio number 5.7 to 14.9 ratio or rate
largest_move_on text 5 distinct values (Aug 27, 2026, Jul 28, 2026, Jul 30, 2026…)

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
    symbol,
    round(quantileDeterministic(0.5)(abs_move_pct, toUInt32(session_date)), 2) AS typical_abs_move_pct,
    round(max(abs_move_pct), 2)                                               AS largest_abs_move_pct,
    round(max(abs_move_pct) / quantileDeterministic(0.5)(abs_move_pct, toUInt32(session_date)), 1) AS largest_to_typical_ratio,
    formatDateTime(argMax(session_date, abs_move_pct), '%b %e, %Y')           AS largest_move_on
FROM
(
    SELECT
        symbol,
        session_date,
        abs(close_px / lagInFrame(close_px) OVER (PARTITION BY symbol ORDER BY session_date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) - 1) * 100 AS abs_move_pct
    FROM
    (
        SELECT
            ticker                AS symbol,
            date                  AS session_date,
            toFloat64(max(close)) AS close_px
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'AMZN', 'KO')
          AND date >= today() - 400
          AND date <  today() - 1
        GROUP BY symbol, session_date
    )
)
WHERE isFinite(abs_move_pct)
  AND abs_move_pct > 0
GROUP BY symbol
ORDER BY largest_to_typical_ratio DESC
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